| 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 |
1,980.9 |
1,980.0 |
-0.9 |
0.0% |
1,943.4 |
| High |
1,987.8 |
2,009.8 |
22.0 |
1.1% |
1,996.4 |
| Low |
1,967.2 |
1,979.9 |
12.7 |
0.6% |
1,935.6 |
| Close |
1,980.3 |
2,001.6 |
21.3 |
1.1% |
1,984.7 |
| Range |
20.6 |
29.9 |
9.3 |
45.1% |
60.8 |
| ATR |
24.2 |
24.6 |
0.4 |
1.7% |
0.0 |
| Volume |
177,887 |
230,024 |
52,137 |
29.3% |
827,297 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.8 |
2,074.1 |
2,018.0 |
|
| R3 |
2,056.9 |
2,044.2 |
2,009.8 |
|
| R2 |
2,027.0 |
2,027.0 |
2,007.1 |
|
| R1 |
2,014.3 |
2,014.3 |
2,004.3 |
2,020.7 |
| PP |
1,997.1 |
1,997.1 |
1,997.1 |
2,000.3 |
| S1 |
1,984.4 |
1,984.4 |
1,998.9 |
1,990.8 |
| S2 |
1,967.2 |
1,967.2 |
1,996.1 |
|
| S3 |
1,937.3 |
1,954.5 |
1,993.4 |
|
| S4 |
1,907.4 |
1,924.6 |
1,985.2 |
|
|
| 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 |
2,009.8 |
1,958.8 |
51.0 |
2.5% |
23.7 |
1.2% |
84% |
True |
False |
174,153 |
| 10 |
2,009.8 |
1,935.6 |
74.2 |
3.7% |
24.9 |
1.2% |
89% |
True |
False |
186,828 |
| 20 |
2,019.7 |
1,935.6 |
84.1 |
4.2% |
23.9 |
1.2% |
78% |
False |
False |
193,827 |
| 40 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
24.8 |
1.2% |
91% |
False |
False |
204,644 |
| 60 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
21.6 |
1.1% |
91% |
False |
False |
191,371 |
| 80 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
20.5 |
1.0% |
91% |
False |
False |
179,212 |
| 100 |
2,028.6 |
1,823.5 |
205.1 |
10.2% |
20.4 |
1.0% |
87% |
False |
False |
155,954 |
| 120 |
2,038.9 |
1,823.5 |
215.4 |
10.8% |
20.8 |
1.0% |
83% |
False |
False |
130,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.9 |
|
2.618 |
2,088.1 |
|
1.618 |
2,058.2 |
|
1.000 |
2,039.7 |
|
0.618 |
2,028.3 |
|
HIGH |
2,009.8 |
|
0.618 |
1,998.4 |
|
0.500 |
1,994.9 |
|
0.382 |
1,991.3 |
|
LOW |
1,979.9 |
|
0.618 |
1,961.4 |
|
1.000 |
1,950.0 |
|
1.618 |
1,931.5 |
|
2.618 |
1,901.6 |
|
4.250 |
1,852.8 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,999.4 |
1,997.2 |
| PP |
1,997.1 |
1,992.9 |
| S1 |
1,994.9 |
1,988.5 |
|