| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
37,510 |
36,805 |
-705 |
-1.9% |
35,310 |
| High |
37,720 |
36,975 |
-745 |
-2.0% |
38,380 |
| Low |
36,505 |
34,760 |
-1,745 |
-4.8% |
34,755 |
| Close |
36,915 |
35,365 |
-1,550 |
-4.2% |
37,555 |
| Range |
1,215 |
2,215 |
1,000 |
82.3% |
3,625 |
| ATR |
1,344 |
1,407 |
62 |
4.6% |
0 |
| Volume |
6,819 |
10,502 |
3,683 |
54.0% |
45,788 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42,345 |
41,070 |
36,583 |
|
| R3 |
40,130 |
38,855 |
35,974 |
|
| R2 |
37,915 |
37,915 |
35,771 |
|
| R1 |
36,640 |
36,640 |
35,568 |
36,170 |
| PP |
35,700 |
35,700 |
35,700 |
35,465 |
| S1 |
34,425 |
34,425 |
35,162 |
33,955 |
| S2 |
33,485 |
33,485 |
34,959 |
|
| S3 |
31,270 |
32,210 |
34,756 |
|
| S4 |
29,055 |
29,995 |
34,147 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47,772 |
46,288 |
39,549 |
|
| R3 |
44,147 |
42,663 |
38,552 |
|
| R2 |
40,522 |
40,522 |
38,220 |
|
| R1 |
39,038 |
39,038 |
37,887 |
39,780 |
| PP |
36,897 |
36,897 |
36,897 |
37,268 |
| S1 |
35,413 |
35,413 |
37,223 |
36,155 |
| S2 |
33,272 |
33,272 |
36,890 |
|
| S3 |
29,647 |
31,788 |
36,558 |
|
| S4 |
26,022 |
28,163 |
35,561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38,380 |
34,760 |
3,620 |
10.2% |
1,666 |
4.7% |
17% |
False |
True |
9,998 |
| 10 |
38,380 |
34,310 |
4,070 |
11.5% |
1,520 |
4.3% |
26% |
False |
False |
9,001 |
| 20 |
38,380 |
28,375 |
10,005 |
28.3% |
1,491 |
4.2% |
70% |
False |
False |
7,503 |
| 40 |
38,380 |
26,335 |
12,045 |
34.1% |
1,144 |
3.2% |
75% |
False |
False |
4,127 |
| 60 |
38,380 |
25,210 |
13,170 |
37.2% |
1,032 |
2.9% |
77% |
False |
False |
2,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46,389 |
|
2.618 |
42,774 |
|
1.618 |
40,559 |
|
1.000 |
39,190 |
|
0.618 |
38,344 |
|
HIGH |
36,975 |
|
0.618 |
36,129 |
|
0.500 |
35,868 |
|
0.382 |
35,606 |
|
LOW |
34,760 |
|
0.618 |
33,391 |
|
1.000 |
32,545 |
|
1.618 |
31,176 |
|
2.618 |
28,961 |
|
4.250 |
25,346 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
35,868 |
36,318 |
| PP |
35,700 |
36,000 |
| S1 |
35,533 |
35,683 |
|