Trading Metrics calculated at close of trading on 24-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1,998.52 |
1,992.82 |
-5.70 |
-0.3% |
1,980.95 |
High |
2,005.53 |
2,002.74 |
-2.79 |
-0.1% |
2,006.55 |
Low |
1,987.90 |
1,992.03 |
4.13 |
0.2% |
1,966.26 |
Close |
1,990.15 |
2,002.28 |
12.13 |
0.6% |
2,002.28 |
Range |
17.63 |
10.71 |
-6.92 |
-39.3% |
40.29 |
ATR |
20.54 |
19.97 |
-0.57 |
-2.8% |
0.00 |
Volume |
5,628 |
5,196 |
-432 |
-7.7% |
21,905 |
|
Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.15 |
2,027.42 |
2,008.17 |
|
R3 |
2,020.44 |
2,016.71 |
2,005.23 |
|
R2 |
2,009.73 |
2,009.73 |
2,004.24 |
|
R1 |
2,006.00 |
2,006.00 |
2,003.26 |
2,007.87 |
PP |
1,999.02 |
1,999.02 |
1,999.02 |
1,999.95 |
S1 |
1,995.29 |
1,995.29 |
2,001.30 |
1,997.16 |
S2 |
1,988.31 |
1,988.31 |
2,000.32 |
|
S3 |
1,977.60 |
1,984.58 |
1,999.33 |
|
S4 |
1,966.89 |
1,973.87 |
1,996.39 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,112.57 |
2,097.71 |
2,024.44 |
|
R3 |
2,072.28 |
2,057.42 |
2,013.36 |
|
R2 |
2,031.99 |
2,031.99 |
2,009.67 |
|
R1 |
2,017.13 |
2,017.13 |
2,005.97 |
2,024.56 |
PP |
1,991.70 |
1,991.70 |
1,991.70 |
1,995.41 |
S1 |
1,976.84 |
1,976.84 |
1,998.59 |
1,984.27 |
S2 |
1,951.41 |
1,951.41 |
1,994.89 |
|
S3 |
1,911.12 |
1,936.55 |
1,991.20 |
|
S4 |
1,870.83 |
1,896.26 |
1,980.12 |
|
|
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 |
1,966.26 |
40.29 |
2.0% |
17.78 |
0.9% |
89% |
False |
False |
5,517 |
10 |
2,006.55 |
1,933.24 |
73.31 |
3.7% |
19.97 |
1.0% |
94% |
False |
False |
5,618 |
20 |
2,008.65 |
1,933.24 |
75.41 |
3.8% |
19.71 |
1.0% |
92% |
False |
False |
5,621 |
40 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
21.18 |
1.1% |
97% |
False |
False |
5,552 |
60 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
18.59 |
0.9% |
97% |
False |
False |
5,671 |
80 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
17.40 |
0.9% |
97% |
False |
False |
5,671 |
100 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
17.56 |
0.9% |
97% |
False |
False |
5,686 |
120 |
2,008.65 |
1,812.39 |
196.26 |
9.8% |
17.89 |
0.9% |
97% |
False |
False |
5,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,048.26 |
2.618 |
2,030.78 |
1.618 |
2,020.07 |
1.000 |
2,013.45 |
0.618 |
2,009.36 |
HIGH |
2,002.74 |
0.618 |
1,998.65 |
0.500 |
1,997.39 |
0.382 |
1,996.12 |
LOW |
1,992.03 |
0.618 |
1,985.41 |
1.000 |
1,981.32 |
1.618 |
1,974.70 |
2.618 |
1,963.99 |
4.250 |
1,946.51 |
|
|
Fisher Pivots for day following 24-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
2,000.65 |
1,998.91 |
PP |
1,999.02 |
1,995.53 |
S1 |
1,997.39 |
1,992.16 |
|