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 |
1,984.2 |
1,980.9 |
-3.3 |
-0.2% |
1,943.4 |
High |
1,996.4 |
1,987.8 |
-8.6 |
-0.4% |
1,996.4 |
Low |
1,981.1 |
1,967.2 |
-13.9 |
-0.7% |
1,935.6 |
Close |
1,984.7 |
1,980.3 |
-4.4 |
-0.2% |
1,984.7 |
Range |
15.3 |
20.6 |
5.3 |
34.6% |
60.8 |
ATR |
24.5 |
24.2 |
-0.3 |
-1.1% |
0.0 |
Volume |
133,120 |
177,887 |
44,767 |
33.6% |
827,297 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,040.2 |
2,030.9 |
1,991.6 |
|
R3 |
2,019.6 |
2,010.3 |
1,986.0 |
|
R2 |
1,999.0 |
1,999.0 |
1,984.1 |
|
R1 |
1,989.7 |
1,989.7 |
1,982.2 |
1,984.1 |
PP |
1,978.4 |
1,978.4 |
1,978.4 |
1,975.6 |
S1 |
1,969.1 |
1,969.1 |
1,978.4 |
1,963.5 |
S2 |
1,957.8 |
1,957.8 |
1,976.5 |
|
S3 |
1,937.2 |
1,948.5 |
1,974.6 |
|
S4 |
1,916.6 |
1,927.9 |
1,969.0 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,154.6 |
2,130.5 |
2,018.1 |
|
R3 |
2,093.8 |
2,069.7 |
2,001.4 |
|
R2 |
2,033.0 |
2,033.0 |
1,995.8 |
|
R1 |
2,008.9 |
2,008.9 |
1,990.3 |
2,021.0 |
PP |
1,972.2 |
1,972.2 |
1,972.2 |
1,978.3 |
S1 |
1,948.1 |
1,948.1 |
1,979.1 |
1,960.2 |
S2 |
1,911.4 |
1,911.4 |
1,973.6 |
|
S3 |
1,850.6 |
1,887.3 |
1,968.0 |
|
S4 |
1,789.8 |
1,826.5 |
1,951.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,996.4 |
1,938.8 |
57.6 |
2.9% |
25.0 |
1.3% |
72% |
False |
False |
164,296 |
10 |
1,996.4 |
1,935.6 |
60.8 |
3.1% |
24.1 |
1.2% |
74% |
False |
False |
185,720 |
20 |
2,019.7 |
1,935.6 |
84.1 |
4.2% |
23.8 |
1.2% |
53% |
False |
False |
192,373 |
40 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
24.5 |
1.2% |
80% |
False |
False |
204,200 |
60 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
21.3 |
1.1% |
80% |
False |
False |
189,463 |
80 |
2,019.7 |
1,823.5 |
196.2 |
9.9% |
20.4 |
1.0% |
80% |
False |
False |
178,087 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.4% |
20.3 |
1.0% |
76% |
False |
False |
153,722 |
120 |
2,039.0 |
1,823.5 |
215.5 |
10.9% |
20.8 |
1.1% |
73% |
False |
False |
128,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,075.4 |
2.618 |
2,041.7 |
1.618 |
2,021.1 |
1.000 |
2,008.4 |
0.618 |
2,000.5 |
HIGH |
1,987.8 |
0.618 |
1,979.9 |
0.500 |
1,977.5 |
0.382 |
1,975.1 |
LOW |
1,967.2 |
0.618 |
1,954.5 |
1.000 |
1,946.6 |
1.618 |
1,933.9 |
2.618 |
1,913.3 |
4.250 |
1,879.7 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,979.4 |
1,979.4 |
PP |
1,978.4 |
1,978.6 |
S1 |
1,977.5 |
1,977.7 |
|