| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
35,665 |
37,955 |
2,290 |
6.4% |
35,310 |
| High |
38,130 |
38,285 |
155 |
0.4% |
38,380 |
| Low |
35,485 |
35,610 |
125 |
0.4% |
34,755 |
| Close |
37,820 |
36,040 |
-1,780 |
-4.7% |
37,555 |
| Range |
2,645 |
2,675 |
30 |
1.1% |
3,625 |
| ATR |
1,504 |
1,587 |
84 |
5.6% |
0 |
| Volume |
12,335 |
11,861 |
-474 |
-3.8% |
45,788 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44,670 |
43,030 |
37,511 |
|
| R3 |
41,995 |
40,355 |
36,776 |
|
| R2 |
39,320 |
39,320 |
36,530 |
|
| R1 |
37,680 |
37,680 |
36,285 |
37,163 |
| PP |
36,645 |
36,645 |
36,645 |
36,386 |
| S1 |
35,005 |
35,005 |
35,795 |
34,488 |
| S2 |
33,970 |
33,970 |
35,550 |
|
| S3 |
31,295 |
32,330 |
35,304 |
|
| S4 |
28,620 |
29,655 |
34,569 |
|
|
| 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 |
38,285 |
34,760 |
3,525 |
9.8% |
2,004 |
5.6% |
36% |
True |
False |
9,960 |
| 10 |
38,380 |
34,395 |
3,985 |
11.1% |
1,690 |
4.7% |
41% |
False |
False |
9,413 |
| 20 |
38,380 |
28,900 |
9,480 |
26.3% |
1,667 |
4.6% |
75% |
False |
False |
8,634 |
| 40 |
38,380 |
26,335 |
12,045 |
33.4% |
1,243 |
3.4% |
81% |
False |
False |
4,720 |
| 60 |
38,380 |
25,210 |
13,170 |
36.5% |
1,096 |
3.0% |
82% |
False |
False |
3,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49,654 |
|
2.618 |
45,288 |
|
1.618 |
42,613 |
|
1.000 |
40,960 |
|
0.618 |
39,938 |
|
HIGH |
38,285 |
|
0.618 |
37,263 |
|
0.500 |
36,948 |
|
0.382 |
36,632 |
|
LOW |
35,610 |
|
0.618 |
33,957 |
|
1.000 |
32,935 |
|
1.618 |
31,282 |
|
2.618 |
28,607 |
|
4.250 |
24,241 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
36,948 |
36,523 |
| PP |
36,645 |
36,362 |
| S1 |
36,343 |
36,201 |
|