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 |
1,981.34 |
1,980.95 |
-0.39 |
0.0% |
1,938.70 |
High |
1,992.91 |
1,984.42 |
-8.49 |
-0.4% |
1,992.91 |
Low |
1,979.28 |
1,966.26 |
-13.02 |
-0.7% |
1,933.24 |
Close |
1,980.71 |
1,977.48 |
-3.23 |
-0.2% |
1,980.71 |
Range |
13.63 |
18.16 |
4.53 |
33.2% |
59.67 |
ATR |
20.27 |
20.12 |
-0.15 |
-0.7% |
0.00 |
Volume |
5,683 |
5,534 |
-149 |
-2.6% |
28,595 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,030.53 |
2,022.17 |
1,987.47 |
|
R3 |
2,012.37 |
2,004.01 |
1,982.47 |
|
R2 |
1,994.21 |
1,994.21 |
1,980.81 |
|
R1 |
1,985.85 |
1,985.85 |
1,979.14 |
1,980.95 |
PP |
1,976.05 |
1,976.05 |
1,976.05 |
1,973.61 |
S1 |
1,967.69 |
1,967.69 |
1,975.82 |
1,962.79 |
S2 |
1,957.89 |
1,957.89 |
1,974.15 |
|
S3 |
1,939.73 |
1,949.53 |
1,972.49 |
|
S4 |
1,921.57 |
1,931.37 |
1,967.49 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,147.96 |
2,124.01 |
2,013.53 |
|
R3 |
2,088.29 |
2,064.34 |
1,997.12 |
|
R2 |
2,028.62 |
2,028.62 |
1,991.65 |
|
R1 |
2,004.67 |
2,004.67 |
1,986.18 |
2,016.65 |
PP |
1,968.95 |
1,968.95 |
1,968.95 |
1,974.94 |
S1 |
1,945.00 |
1,945.00 |
1,975.24 |
1,956.98 |
S2 |
1,909.28 |
1,909.28 |
1,969.77 |
|
S3 |
1,849.61 |
1,885.33 |
1,964.30 |
|
S4 |
1,789.94 |
1,825.66 |
1,947.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,992.91 |
1,944.08 |
48.83 |
2.5% |
20.33 |
1.0% |
68% |
False |
False |
5,690 |
10 |
1,992.91 |
1,933.24 |
59.67 |
3.0% |
20.49 |
1.0% |
74% |
False |
False |
5,697 |
20 |
2,008.65 |
1,933.24 |
75.41 |
3.8% |
19.66 |
1.0% |
59% |
False |
False |
5,622 |
40 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
21.39 |
1.1% |
84% |
False |
False |
5,575 |
60 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
18.42 |
0.9% |
84% |
False |
False |
5,695 |
80 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.45 |
0.9% |
84% |
False |
False |
5,681 |
100 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
17.57 |
0.9% |
84% |
False |
False |
5,693 |
120 |
2,008.65 |
1,812.39 |
196.26 |
9.9% |
18.10 |
0.9% |
84% |
False |
False |
5,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,061.60 |
2.618 |
2,031.96 |
1.618 |
2,013.80 |
1.000 |
2,002.58 |
0.618 |
1,995.64 |
HIGH |
1,984.42 |
0.618 |
1,977.48 |
0.500 |
1,975.34 |
0.382 |
1,973.20 |
LOW |
1,966.26 |
0.618 |
1,955.04 |
1.000 |
1,948.10 |
1.618 |
1,936.88 |
2.618 |
1,918.72 |
4.250 |
1,889.08 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,976.77 |
1,976.67 |
PP |
1,976.05 |
1,975.86 |
S1 |
1,975.34 |
1,975.05 |
|