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 |
1,954.9000 |
1,946.3220 |
-8.5780 |
-0.4% |
2,092.5030 |
High |
1,991.1720 |
2,067.0540 |
75.8820 |
3.8% |
2,118.2240 |
Low |
1,909.8580 |
1,919.5750 |
9.7170 |
0.5% |
1,909.8580 |
Close |
1,946.8450 |
2,027.0180 |
80.1730 |
4.1% |
1,946.8450 |
Range |
81.3140 |
147.4790 |
66.1650 |
81.4% |
208.3660 |
ATR |
83.9379 |
88.4765 |
4.5387 |
5.4% |
0.0000 |
Volume |
223,319 |
2,780 |
-220,539 |
-98.8% |
1,042,283 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,446.9860 |
2,384.4810 |
2,108.1315 |
|
R3 |
2,299.5070 |
2,237.0020 |
2,067.5747 |
|
R2 |
2,152.0280 |
2,152.0280 |
2,054.0558 |
|
R1 |
2,089.5230 |
2,089.5230 |
2,040.5369 |
2,120.7755 |
PP |
2,004.5490 |
2,004.5490 |
2,004.5490 |
2,020.1753 |
S1 |
1,942.0440 |
1,942.0440 |
2,013.4991 |
1,973.2965 |
S2 |
1,857.0700 |
1,857.0700 |
1,999.9802 |
|
S3 |
1,709.5910 |
1,794.5650 |
1,986.4613 |
|
S4 |
1,562.1120 |
1,647.0860 |
1,945.9046 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,616.7403 |
2,490.1587 |
2,061.4463 |
|
R3 |
2,408.3743 |
2,281.7927 |
2,004.1457 |
|
R2 |
2,200.0083 |
2,200.0083 |
1,985.0454 |
|
R1 |
2,073.4267 |
2,073.4267 |
1,965.9452 |
2,032.5345 |
PP |
1,991.6423 |
1,991.6423 |
1,991.6423 |
1,971.1963 |
S1 |
1,865.0607 |
1,865.0607 |
1,927.7448 |
1,824.1685 |
S2 |
1,783.2763 |
1,783.2763 |
1,908.6446 |
|
S3 |
1,574.9103 |
1,656.6947 |
1,889.5444 |
|
S4 |
1,366.5443 |
1,448.3287 |
1,832.2437 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,091.5350 |
1,909.8580 |
181.6770 |
9.0% |
119.8462 |
5.9% |
64% |
False |
False |
208,462 |
10 |
2,135.6880 |
1,851.7300 |
283.9580 |
14.0% |
106.0454 |
5.2% |
62% |
False |
False |
222,884 |
20 |
2,135.6880 |
1,704.8370 |
430.8510 |
21.3% |
91.4435 |
4.5% |
75% |
False |
False |
209,215 |
40 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.2% |
72.3477 |
3.6% |
82% |
False |
False |
162,223 |
60 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.2% |
64.5689 |
3.2% |
82% |
False |
False |
152,634 |
80 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.2% |
60.5900 |
3.0% |
82% |
False |
False |
147,878 |
100 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.2% |
60.2263 |
3.0% |
82% |
False |
False |
140,499 |
120 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.2% |
62.2765 |
3.1% |
82% |
False |
False |
137,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,693.8398 |
2.618 |
2,453.1540 |
1.618 |
2,305.6750 |
1.000 |
2,214.5330 |
0.618 |
2,158.1960 |
HIGH |
2,067.0540 |
0.618 |
2,010.7170 |
0.500 |
1,993.3145 |
0.382 |
1,975.9120 |
LOW |
1,919.5750 |
0.618 |
1,828.4330 |
1.000 |
1,772.0960 |
1.618 |
1,680.9540 |
2.618 |
1,533.4750 |
4.250 |
1,292.7893 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
2,015.7835 |
2,018.2442 |
PP |
2,004.5490 |
2,009.4703 |
S1 |
1,993.3145 |
2,000.6965 |
|