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 |
4,349.0 |
4,362.0 |
13.0 |
0.3% |
4,228.0 |
High |
4,366.0 |
4,363.0 |
-3.0 |
-0.1% |
4,357.0 |
Low |
4,340.0 |
4,339.0 |
-1.0 |
0.0% |
4,210.0 |
Close |
4,354.0 |
4,343.0 |
-11.0 |
-0.3% |
4,348.0 |
Range |
26.0 |
24.0 |
-2.0 |
-7.7% |
147.0 |
ATR |
52.3 |
50.3 |
-2.0 |
-3.9% |
0.0 |
Volume |
505,761 |
518,541 |
12,780 |
2.5% |
4,126,505 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,420.3 |
4,405.7 |
4,356.2 |
|
R3 |
4,396.3 |
4,381.7 |
4,349.6 |
|
R2 |
4,372.3 |
4,372.3 |
4,347.4 |
|
R1 |
4,357.7 |
4,357.7 |
4,345.2 |
4,353.0 |
PP |
4,348.3 |
4,348.3 |
4,348.3 |
4,346.0 |
S1 |
4,333.7 |
4,333.7 |
4,340.8 |
4,329.0 |
S2 |
4,324.3 |
4,324.3 |
4,338.6 |
|
S3 |
4,300.3 |
4,309.7 |
4,336.4 |
|
S4 |
4,276.3 |
4,285.7 |
4,329.8 |
|
|
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 |
4,302.0 |
64.0 |
1.5% |
30.0 |
0.7% |
64% |
False |
False |
697,526 |
10 |
4,366.0 |
4,143.0 |
223.0 |
5.1% |
45.1 |
1.0% |
90% |
False |
False |
776,175 |
20 |
4,366.0 |
4,001.0 |
365.0 |
8.4% |
48.9 |
1.1% |
94% |
False |
False |
811,151 |
40 |
4,366.0 |
4,001.0 |
365.0 |
8.4% |
55.7 |
1.3% |
94% |
False |
False |
840,218 |
60 |
4,388.0 |
4,001.0 |
387.0 |
8.9% |
55.1 |
1.3% |
88% |
False |
False |
763,347 |
80 |
4,500.0 |
4,001.0 |
499.0 |
11.5% |
54.3 |
1.2% |
69% |
False |
False |
573,186 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
51.0 |
1.2% |
64% |
False |
False |
458,619 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
45.6 |
1.1% |
64% |
False |
False |
382,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,465.0 |
2.618 |
4,425.8 |
1.618 |
4,401.8 |
1.000 |
4,387.0 |
0.618 |
4,377.8 |
HIGH |
4,363.0 |
0.618 |
4,353.8 |
0.500 |
4,351.0 |
0.382 |
4,348.2 |
LOW |
4,339.0 |
0.618 |
4,324.2 |
1.000 |
4,315.0 |
1.618 |
4,300.2 |
2.618 |
4,276.2 |
4.250 |
4,237.0 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,351.0 |
4,342.3 |
PP |
4,348.3 |
4,341.7 |
S1 |
4,345.7 |
4,341.0 |
|