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 |
1,980.95 |
1,977.76 |
-3.19 |
-0.2% |
1,938.70 |
High |
1,984.42 |
2,006.55 |
22.13 |
1.1% |
1,992.91 |
Low |
1,966.26 |
1,977.76 |
11.50 |
0.6% |
1,933.24 |
Close |
1,977.48 |
1,998.79 |
21.31 |
1.1% |
1,980.71 |
Range |
18.16 |
28.79 |
10.63 |
58.5% |
59.67 |
ATR |
20.12 |
20.76 |
0.64 |
3.2% |
0.00 |
Volume |
5,534 |
5,547 |
13 |
0.2% |
28,595 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.74 |
2,068.55 |
2,014.62 |
|
R3 |
2,051.95 |
2,039.76 |
2,006.71 |
|
R2 |
2,023.16 |
2,023.16 |
2,004.07 |
|
R1 |
2,010.97 |
2,010.97 |
2,001.43 |
2,017.07 |
PP |
1,994.37 |
1,994.37 |
1,994.37 |
1,997.41 |
S1 |
1,982.18 |
1,982.18 |
1,996.15 |
1,988.28 |
S2 |
1,965.58 |
1,965.58 |
1,993.51 |
|
S3 |
1,936.79 |
1,953.39 |
1,990.87 |
|
S4 |
1,908.00 |
1,924.60 |
1,982.96 |
|
|
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 |
2,006.55 |
1,957.18 |
49.37 |
2.5% |
21.26 |
1.1% |
84% |
True |
False |
5,658 |
10 |
2,006.55 |
1,933.24 |
73.31 |
3.7% |
21.30 |
1.1% |
89% |
True |
False |
5,675 |
20 |
2,008.65 |
1,933.24 |
75.41 |
3.8% |
20.01 |
1.0% |
87% |
False |
False |
5,631 |
40 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
21.69 |
1.1% |
95% |
False |
False |
5,568 |
60 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
18.71 |
0.9% |
95% |
False |
False |
5,689 |
80 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
17.58 |
0.9% |
95% |
False |
False |
5,680 |
100 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
17.68 |
0.9% |
95% |
False |
False |
5,692 |
120 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
18.18 |
0.9% |
95% |
False |
False |
5,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,128.91 |
2.618 |
2,081.92 |
1.618 |
2,053.13 |
1.000 |
2,035.34 |
0.618 |
2,024.34 |
HIGH |
2,006.55 |
0.618 |
1,995.55 |
0.500 |
1,992.16 |
0.382 |
1,988.76 |
LOW |
1,977.76 |
0.618 |
1,959.97 |
1.000 |
1,948.97 |
1.618 |
1,931.18 |
2.618 |
1,902.39 |
4.250 |
1,855.40 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,996.58 |
1,994.66 |
PP |
1,994.37 |
1,990.53 |
S1 |
1,992.16 |
1,986.41 |
|