Trading Metrics calculated at close of trading on 21-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
36,414.81 |
37,435.56 |
1,020.75 |
2.8% |
37,300.41 |
High |
37,771.25 |
37,654.78 |
-116.47 |
-0.3% |
37,967.74 |
Low |
36,226.17 |
36,302.89 |
76.72 |
0.2% |
35,136.77 |
Close |
37,435.56 |
36,839.93 |
-595.63 |
-1.6% |
36,423.11 |
Range |
1,545.08 |
1,351.89 |
-193.19 |
-12.5% |
2,830.97 |
ATR |
1,367.76 |
1,366.62 |
-1.13 |
-0.1% |
0.00 |
Volume |
294 |
35,686 |
35,392 |
12,038.1% |
130,498 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40,988.20 |
40,265.96 |
37,583.47 |
|
R3 |
39,636.31 |
38,914.07 |
37,211.70 |
|
R2 |
38,284.42 |
38,284.42 |
37,087.78 |
|
R1 |
37,562.18 |
37,562.18 |
36,963.85 |
37,247.36 |
PP |
36,932.53 |
36,932.53 |
36,932.53 |
36,775.12 |
S1 |
36,210.29 |
36,210.29 |
36,716.01 |
35,895.47 |
S2 |
35,580.64 |
35,580.64 |
36,592.08 |
|
S3 |
34,228.75 |
34,858.40 |
36,468.16 |
|
S4 |
32,876.86 |
33,506.51 |
36,096.39 |
|
|
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 |
35,379.02 |
2,588.72 |
7.0% |
1,724.47 |
4.7% |
56% |
False |
False |
26,900 |
10 |
37,967.74 |
35,136.77 |
2,830.97 |
7.7% |
1,557.50 |
4.2% |
60% |
False |
False |
27,323 |
20 |
37,967.74 |
33,412.15 |
4,555.59 |
12.4% |
1,340.47 |
3.6% |
75% |
False |
False |
25,638 |
40 |
37,967.74 |
26,100.18 |
11,867.56 |
32.2% |
1,231.45 |
3.3% |
90% |
False |
False |
25,278 |
60 |
37,967.74 |
24,963.04 |
13,004.70 |
35.3% |
1,080.68 |
2.9% |
91% |
False |
False |
23,950 |
80 |
37,967.74 |
24,963.04 |
13,004.70 |
35.3% |
982.90 |
2.7% |
91% |
False |
False |
22,946 |
100 |
37,967.74 |
24,963.04 |
13,004.70 |
35.3% |
946.97 |
2.6% |
91% |
False |
False |
20,916 |
120 |
37,967.74 |
24,815.78 |
13,151.96 |
35.7% |
978.29 |
2.7% |
91% |
False |
False |
21,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43,400.31 |
2.618 |
41,194.03 |
1.618 |
39,842.14 |
1.000 |
39,006.67 |
0.618 |
38,490.25 |
HIGH |
37,654.78 |
0.618 |
37,138.36 |
0.500 |
36,978.84 |
0.382 |
36,819.31 |
LOW |
36,302.89 |
0.618 |
35,467.42 |
1.000 |
34,951.00 |
1.618 |
34,115.53 |
2.618 |
32,763.64 |
4.250 |
30,557.36 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
36,978.84 |
36,836.24 |
PP |
36,932.53 |
36,832.54 |
S1 |
36,886.23 |
36,828.85 |
|