Trading Metrics calculated at close of trading on 22-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1,980.0 |
2,000.3 |
20.3 |
1.0% |
1,943.4 |
High |
2,009.8 |
2,008.3 |
-1.5 |
-0.1% |
1,996.4 |
Low |
1,979.9 |
1,988.6 |
8.7 |
0.4% |
1,935.6 |
Close |
2,001.6 |
1,992.8 |
-8.8 |
-0.4% |
1,984.7 |
Range |
29.9 |
19.7 |
-10.2 |
-34.1% |
60.8 |
ATR |
24.6 |
24.2 |
-0.3 |
-1.4% |
0.0 |
Volume |
230,024 |
199,370 |
-30,654 |
-13.3% |
827,297 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,055.7 |
2,043.9 |
2,003.6 |
|
R3 |
2,036.0 |
2,024.2 |
1,998.2 |
|
R2 |
2,016.3 |
2,016.3 |
1,996.4 |
|
R1 |
2,004.5 |
2,004.5 |
1,994.6 |
2,000.6 |
PP |
1,996.6 |
1,996.6 |
1,996.6 |
1,994.6 |
S1 |
1,984.8 |
1,984.8 |
1,991.0 |
1,980.9 |
S2 |
1,976.9 |
1,976.9 |
1,989.2 |
|
S3 |
1,957.2 |
1,965.1 |
1,987.4 |
|
S4 |
1,937.5 |
1,945.4 |
1,982.0 |
|
|
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 |
2,009.8 |
1,959.0 |
50.8 |
2.5% |
23.5 |
1.2% |
67% |
False |
False |
185,442 |
10 |
2,009.8 |
1,935.6 |
74.2 |
3.7% |
24.4 |
1.2% |
77% |
False |
False |
187,829 |
20 |
2,019.7 |
1,935.6 |
84.1 |
4.2% |
23.6 |
1.2% |
68% |
False |
False |
191,763 |
40 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
24.5 |
1.2% |
86% |
False |
False |
203,665 |
60 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
21.5 |
1.1% |
86% |
False |
False |
191,790 |
80 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
20.4 |
1.0% |
86% |
False |
False |
179,608 |
100 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.3 |
1.0% |
83% |
False |
False |
157,838 |
120 |
2,028.6 |
1,823.5 |
205.1 |
10.3% |
20.7 |
1.0% |
83% |
False |
False |
132,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,092.0 |
2.618 |
2,059.9 |
1.618 |
2,040.2 |
1.000 |
2,028.0 |
0.618 |
2,020.5 |
HIGH |
2,008.3 |
0.618 |
2,000.8 |
0.500 |
1,998.5 |
0.382 |
1,996.1 |
LOW |
1,988.6 |
0.618 |
1,976.4 |
1.000 |
1,968.9 |
1.618 |
1,956.7 |
2.618 |
1,937.0 |
4.250 |
1,904.9 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1,998.5 |
1,991.4 |
PP |
1,996.6 |
1,989.9 |
S1 |
1,994.7 |
1,988.5 |
|