Trading Metrics calculated at close of trading on 22-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
2,025.9970 |
1,985.5420 |
-40.4550 |
-2.0% |
2,092.5030 |
High |
2,035.9380 |
2,091.7130 |
55.7750 |
2.7% |
2,118.2240 |
Low |
1,954.4870 |
1,932.7500 |
-21.7370 |
-1.1% |
1,909.8580 |
Close |
1,986.8490 |
2,083.3440 |
96.4950 |
4.9% |
1,946.8450 |
Range |
81.4510 |
158.9630 |
77.5120 |
95.2% |
208.3660 |
ATR |
87.9747 |
93.0453 |
5.0706 |
5.8% |
0.0000 |
Volume |
218,632 |
267,951 |
49,319 |
22.6% |
1,042,283 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,512.8247 |
2,457.0473 |
2,170.7737 |
|
R3 |
2,353.8617 |
2,298.0843 |
2,127.0588 |
|
R2 |
2,194.8987 |
2,194.8987 |
2,112.4872 |
|
R1 |
2,139.1213 |
2,139.1213 |
2,097.9156 |
2,167.0100 |
PP |
2,035.9357 |
2,035.9357 |
2,035.9357 |
2,049.8800 |
S1 |
1,980.1583 |
1,980.1583 |
2,068.7724 |
2,008.0470 |
S2 |
1,876.9727 |
1,876.9727 |
2,054.2008 |
|
S3 |
1,718.0097 |
1,821.1953 |
2,039.6292 |
|
S4 |
1,559.0467 |
1,662.2323 |
1,995.9144 |
|
|
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 |
2,091.7130 |
1,909.8580 |
181.8550 |
8.7% |
124.1504 |
6.0% |
95% |
True |
False |
203,438 |
10 |
2,135.6880 |
1,883.7550 |
251.9330 |
12.1% |
121.4540 |
5.8% |
79% |
False |
False |
239,051 |
20 |
2,135.6880 |
1,751.1680 |
384.5200 |
18.5% |
93.2909 |
4.5% |
86% |
False |
False |
195,385 |
40 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.4% |
76.7090 |
3.7% |
91% |
False |
False |
168,560 |
60 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.4% |
66.2944 |
3.2% |
91% |
False |
False |
150,625 |
80 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.4% |
62.5531 |
3.0% |
91% |
False |
False |
151,315 |
100 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.4% |
60.7618 |
2.9% |
91% |
False |
False |
141,846 |
120 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.4% |
63.4213 |
3.0% |
91% |
False |
False |
140,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,767.3058 |
2.618 |
2,507.8781 |
1.618 |
2,348.9151 |
1.000 |
2,250.6760 |
0.618 |
2,189.9521 |
HIGH |
2,091.7130 |
0.618 |
2,030.9891 |
0.500 |
2,012.2315 |
0.382 |
1,993.4739 |
LOW |
1,932.7500 |
0.618 |
1,834.5109 |
1.000 |
1,773.7870 |
1.618 |
1,675.5479 |
2.618 |
1,516.5849 |
4.250 |
1,257.1573 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
2,059.6398 |
2,057.4440 |
PP |
2,035.9357 |
2,031.5440 |
S1 |
2,012.2315 |
2,005.6440 |
|