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 |
4,325.0 |
4,349.0 |
24.0 |
0.6% |
4,228.0 |
High |
4,357.0 |
4,366.0 |
9.0 |
0.2% |
4,357.0 |
Low |
4,316.0 |
4,340.0 |
24.0 |
0.6% |
4,210.0 |
Close |
4,348.0 |
4,354.0 |
6.0 |
0.1% |
4,348.0 |
Range |
41.0 |
26.0 |
-15.0 |
-36.6% |
147.0 |
ATR |
54.3 |
52.3 |
-2.0 |
-3.7% |
0.0 |
Volume |
847,163 |
505,761 |
-341,402 |
-40.3% |
4,126,505 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,431.3 |
4,418.7 |
4,368.3 |
|
R3 |
4,405.3 |
4,392.7 |
4,361.2 |
|
R2 |
4,379.3 |
4,379.3 |
4,358.8 |
|
R1 |
4,366.7 |
4,366.7 |
4,356.4 |
4,373.0 |
PP |
4,353.3 |
4,353.3 |
4,353.3 |
4,356.5 |
S1 |
4,340.7 |
4,340.7 |
4,351.6 |
4,347.0 |
S2 |
4,327.3 |
4,327.3 |
4,349.2 |
|
S3 |
4,301.3 |
4,314.7 |
4,346.9 |
|
S4 |
4,275.3 |
4,288.7 |
4,339.7 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,746.0 |
4,694.0 |
4,428.9 |
|
R3 |
4,599.0 |
4,547.0 |
4,388.4 |
|
R2 |
4,452.0 |
4,452.0 |
4,375.0 |
|
R1 |
4,400.0 |
4,400.0 |
4,361.5 |
4,426.0 |
PP |
4,305.0 |
4,305.0 |
4,305.0 |
4,318.0 |
S1 |
4,253.0 |
4,253.0 |
4,334.5 |
4,279.0 |
S2 |
4,158.0 |
4,158.0 |
4,321.1 |
|
S3 |
4,011.0 |
4,106.0 |
4,307.6 |
|
S4 |
3,864.0 |
3,959.0 |
4,267.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,366.0 |
4,238.0 |
128.0 |
2.9% |
40.8 |
0.9% |
91% |
True |
False |
804,814 |
10 |
4,366.0 |
4,143.0 |
223.0 |
5.1% |
45.9 |
1.1% |
95% |
True |
False |
789,000 |
20 |
4,366.0 |
4,001.0 |
365.0 |
8.4% |
50.5 |
1.2% |
97% |
True |
False |
823,909 |
40 |
4,366.0 |
4,001.0 |
365.0 |
8.4% |
56.4 |
1.3% |
97% |
True |
False |
852,076 |
60 |
4,388.0 |
4,001.0 |
387.0 |
8.9% |
55.4 |
1.3% |
91% |
False |
False |
754,723 |
80 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
54.1 |
1.2% |
66% |
False |
False |
566,705 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
51.0 |
1.2% |
66% |
False |
False |
453,434 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
45.6 |
1.0% |
66% |
False |
False |
378,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,476.5 |
2.618 |
4,434.1 |
1.618 |
4,408.1 |
1.000 |
4,392.0 |
0.618 |
4,382.1 |
HIGH |
4,366.0 |
0.618 |
4,356.1 |
0.500 |
4,353.0 |
0.382 |
4,349.9 |
LOW |
4,340.0 |
0.618 |
4,323.9 |
1.000 |
4,314.0 |
1.618 |
4,297.9 |
2.618 |
4,271.9 |
4.250 |
4,229.5 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,353.7 |
4,348.3 |
PP |
4,353.3 |
4,342.7 |
S1 |
4,353.0 |
4,337.0 |
|