Trading Metrics calculated at close of trading on 20-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
35,959.02 |
36,414.81 |
455.79 |
1.3% |
37,300.41 |
High |
36,676.15 |
37,771.25 |
1,095.10 |
3.0% |
37,967.74 |
Low |
35,886.45 |
36,226.17 |
339.72 |
0.9% |
35,136.77 |
Close |
36,423.11 |
37,435.56 |
1,012.45 |
2.8% |
36,423.11 |
Range |
789.70 |
1,545.08 |
755.38 |
95.7% |
2,830.97 |
ATR |
1,354.12 |
1,367.76 |
13.64 |
1.0% |
0.00 |
Volume |
26,195 |
294 |
-25,901 |
-98.9% |
130,498 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41,779.57 |
41,152.64 |
38,285.35 |
|
R3 |
40,234.49 |
39,607.56 |
37,860.46 |
|
R2 |
38,689.41 |
38,689.41 |
37,718.82 |
|
R1 |
38,062.48 |
38,062.48 |
37,577.19 |
38,375.95 |
PP |
37,144.33 |
37,144.33 |
37,144.33 |
37,301.06 |
S1 |
36,517.40 |
36,517.40 |
37,293.93 |
36,830.87 |
S2 |
35,599.25 |
35,599.25 |
37,152.30 |
|
S3 |
34,054.17 |
34,972.32 |
37,010.66 |
|
S4 |
32,509.09 |
33,427.24 |
36,585.77 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45,002.12 |
43,543.58 |
37,980.14 |
|
R3 |
42,171.15 |
40,712.61 |
37,201.63 |
|
R2 |
39,340.18 |
39,340.18 |
36,942.12 |
|
R1 |
37,881.64 |
37,881.64 |
36,682.62 |
37,195.43 |
PP |
36,509.21 |
36,509.21 |
36,509.21 |
36,166.10 |
S1 |
35,050.67 |
35,050.67 |
36,163.60 |
34,364.46 |
S2 |
33,678.24 |
33,678.24 |
35,904.10 |
|
S3 |
30,847.27 |
32,219.70 |
35,644.59 |
|
S4 |
28,016.30 |
29,388.73 |
34,866.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37,967.74 |
35,136.77 |
2,830.97 |
7.6% |
1,779.18 |
4.8% |
81% |
False |
False |
26,115 |
10 |
37,967.74 |
34,554.80 |
3,412.94 |
9.1% |
1,559.66 |
4.2% |
84% |
False |
False |
26,129 |
20 |
37,967.74 |
31,444.25 |
6,523.49 |
17.4% |
1,456.94 |
3.9% |
92% |
False |
False |
28,746 |
40 |
37,967.74 |
26,097.62 |
11,870.12 |
31.7% |
1,204.98 |
3.2% |
96% |
False |
False |
24,737 |
60 |
37,967.74 |
24,963.04 |
13,004.70 |
34.7% |
1,063.83 |
2.8% |
96% |
False |
False |
23,358 |
80 |
37,967.74 |
24,963.04 |
13,004.70 |
34.7% |
971.53 |
2.6% |
96% |
False |
False |
22,502 |
100 |
37,967.74 |
24,963.04 |
13,004.70 |
34.7% |
948.02 |
2.5% |
96% |
False |
False |
21,109 |
120 |
37,967.74 |
24,815.78 |
13,151.96 |
35.1% |
972.71 |
2.6% |
96% |
False |
False |
21,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44,337.84 |
2.618 |
41,816.27 |
1.618 |
40,271.19 |
1.000 |
39,316.33 |
0.618 |
38,726.11 |
HIGH |
37,771.25 |
0.618 |
37,181.03 |
0.500 |
36,998.71 |
0.382 |
36,816.39 |
LOW |
36,226.17 |
0.618 |
35,271.31 |
1.000 |
34,681.09 |
1.618 |
33,726.23 |
2.618 |
32,181.15 |
4.250 |
29,659.58 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
37,289.94 |
37,205.46 |
PP |
37,144.33 |
36,975.35 |
S1 |
36,998.71 |
36,745.25 |
|