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 |
37,075 |
37,525 |
450 |
1.2% |
37,510 |
High |
37,865 |
37,745 |
-120 |
-0.3% |
38,285 |
Low |
36,745 |
36,225 |
-520 |
-1.4% |
34,760 |
Close |
37,615 |
36,920 |
-695 |
-1.8% |
36,565 |
Range |
1,120 |
1,520 |
400 |
35.7% |
3,525 |
ATR |
1,543 |
1,541 |
-2 |
-0.1% |
0 |
Volume |
15,555 |
17,841 |
2,286 |
14.7% |
51,917 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41,523 |
40,742 |
37,756 |
|
R3 |
40,003 |
39,222 |
37,338 |
|
R2 |
38,483 |
38,483 |
37,199 |
|
R1 |
37,702 |
37,702 |
37,059 |
37,333 |
PP |
36,963 |
36,963 |
36,963 |
36,779 |
S1 |
36,182 |
36,182 |
36,781 |
35,813 |
S2 |
35,443 |
35,443 |
36,641 |
|
S3 |
33,923 |
34,662 |
36,502 |
|
S4 |
32,403 |
33,142 |
36,084 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47,112 |
45,363 |
38,504 |
|
R3 |
43,587 |
41,838 |
37,534 |
|
R2 |
40,062 |
40,062 |
37,211 |
|
R1 |
38,313 |
38,313 |
36,888 |
37,425 |
PP |
36,537 |
36,537 |
36,537 |
36,093 |
S1 |
34,788 |
34,788 |
36,242 |
33,900 |
S2 |
33,012 |
33,012 |
35,919 |
|
S3 |
29,487 |
31,263 |
35,596 |
|
S4 |
25,962 |
27,738 |
34,626 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38,285 |
35,485 |
2,800 |
7.6% |
1,837 |
5.0% |
51% |
False |
False |
13,598 |
10 |
38,380 |
34,760 |
3,620 |
9.8% |
1,752 |
4.7% |
60% |
False |
False |
11,798 |
20 |
38,380 |
33,655 |
4,725 |
12.8% |
1,490 |
4.0% |
69% |
False |
False |
9,879 |
40 |
38,380 |
26,480 |
11,900 |
32.2% |
1,314 |
3.6% |
88% |
False |
False |
5,761 |
60 |
38,380 |
25,210 |
13,170 |
35.7% |
1,140 |
3.1% |
89% |
False |
False |
3,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44,205 |
2.618 |
41,724 |
1.618 |
40,204 |
1.000 |
39,265 |
0.618 |
38,684 |
HIGH |
37,745 |
0.618 |
37,164 |
0.500 |
36,985 |
0.382 |
36,806 |
LOW |
36,225 |
0.618 |
35,286 |
1.000 |
34,705 |
1.618 |
33,766 |
2.618 |
32,246 |
4.250 |
29,765 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
36,985 |
36,915 |
PP |
36,963 |
36,910 |
S1 |
36,942 |
36,905 |
|