| 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 |
1,946.3220 |
2,025.9970 |
79.6750 |
4.1% |
2,092.5030 |
| High |
2,067.0540 |
2,035.9380 |
-31.1160 |
-1.5% |
2,118.2240 |
| Low |
1,919.5750 |
1,954.4870 |
34.9120 |
1.8% |
1,909.8580 |
| Close |
2,027.0180 |
1,986.8490 |
-40.1690 |
-2.0% |
1,946.8450 |
| Range |
147.4790 |
81.4510 |
-66.0280 |
-44.8% |
208.3660 |
| ATR |
88.4765 |
87.9747 |
-0.5018 |
-0.6% |
0.0000 |
| Volume |
2,780 |
218,632 |
215,852 |
7,764.5% |
1,042,283 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.7777 |
2,193.2643 |
2,031.6471 |
|
| R3 |
2,155.3267 |
2,111.8133 |
2,009.2480 |
|
| R2 |
2,073.8757 |
2,073.8757 |
2,001.7817 |
|
| R1 |
2,030.3623 |
2,030.3623 |
1,994.3153 |
2,011.3935 |
| PP |
1,992.4247 |
1,992.4247 |
1,992.4247 |
1,982.9403 |
| S1 |
1,948.9113 |
1,948.9113 |
1,979.3827 |
1,929.9425 |
| S2 |
1,910.9737 |
1,910.9737 |
1,971.9163 |
|
| S3 |
1,829.5227 |
1,867.4603 |
1,964.4500 |
|
| S4 |
1,748.0717 |
1,786.0093 |
1,942.0510 |
|
|
| 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 |
9.1% |
111.3452 |
5.6% |
42% |
False |
False |
198,786 |
| 10 |
2,135.6880 |
1,874.4960 |
261.1920 |
13.1% |
108.5943 |
5.5% |
43% |
False |
False |
224,980 |
| 20 |
2,135.6880 |
1,751.1680 |
384.5200 |
19.4% |
88.0614 |
4.4% |
61% |
False |
False |
195,205 |
| 40 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.8% |
73.9528 |
3.7% |
76% |
False |
False |
165,528 |
| 60 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.8% |
65.3554 |
3.3% |
76% |
False |
False |
156,259 |
| 80 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.8% |
61.1470 |
3.1% |
76% |
False |
False |
150,596 |
| 100 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.8% |
59.9782 |
3.0% |
76% |
False |
False |
139,191 |
| 120 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.8% |
62.5811 |
3.1% |
76% |
False |
False |
138,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,382.1048 |
|
2.618 |
2,249.1767 |
|
1.618 |
2,167.7257 |
|
1.000 |
2,117.3890 |
|
0.618 |
2,086.2747 |
|
HIGH |
2,035.9380 |
|
0.618 |
2,004.8237 |
|
0.500 |
1,995.2125 |
|
0.382 |
1,985.6013 |
|
LOW |
1,954.4870 |
|
0.618 |
1,904.1503 |
|
1.000 |
1,873.0360 |
|
1.618 |
1,822.6993 |
|
2.618 |
1,741.2483 |
|
4.250 |
1,608.3203 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,995.2125 |
1,988.4560 |
| PP |
1,992.4247 |
1,987.9203 |
| S1 |
1,989.6368 |
1,987.3847 |
|