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 |
4,362.0 |
4,351.0 |
-11.0 |
-0.3% |
4,228.0 |
High |
4,363.0 |
4,368.0 |
5.0 |
0.1% |
4,357.0 |
Low |
4,339.0 |
4,342.0 |
3.0 |
0.1% |
4,210.0 |
Close |
4,343.0 |
4,363.0 |
20.0 |
0.5% |
4,348.0 |
Range |
24.0 |
26.0 |
2.0 |
8.3% |
147.0 |
ATR |
50.3 |
48.5 |
-1.7 |
-3.4% |
0.0 |
Volume |
518,541 |
485,526 |
-33,015 |
-6.4% |
4,126,505 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,435.7 |
4,425.3 |
4,377.3 |
|
R3 |
4,409.7 |
4,399.3 |
4,370.2 |
|
R2 |
4,383.7 |
4,383.7 |
4,367.8 |
|
R1 |
4,373.3 |
4,373.3 |
4,365.4 |
4,378.5 |
PP |
4,357.7 |
4,357.7 |
4,357.7 |
4,360.3 |
S1 |
4,347.3 |
4,347.3 |
4,360.6 |
4,352.5 |
S2 |
4,331.7 |
4,331.7 |
4,358.2 |
|
S3 |
4,305.7 |
4,321.3 |
4,355.9 |
|
S4 |
4,279.7 |
4,295.3 |
4,348.7 |
|
|
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 |
4,368.0 |
4,308.0 |
60.0 |
1.4% |
28.2 |
0.6% |
92% |
True |
False |
627,849 |
10 |
4,368.0 |
4,185.0 |
183.0 |
4.2% |
41.0 |
0.9% |
97% |
True |
False |
741,261 |
20 |
4,368.0 |
4,001.0 |
367.0 |
8.4% |
47.9 |
1.1% |
99% |
True |
False |
793,458 |
40 |
4,368.0 |
4,001.0 |
367.0 |
8.4% |
55.1 |
1.3% |
99% |
True |
False |
833,573 |
60 |
4,388.0 |
4,001.0 |
387.0 |
8.9% |
54.9 |
1.3% |
94% |
False |
False |
771,418 |
80 |
4,446.0 |
4,001.0 |
445.0 |
10.2% |
54.0 |
1.2% |
81% |
False |
False |
579,255 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
51.2 |
1.2% |
68% |
False |
False |
463,474 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
45.8 |
1.0% |
68% |
False |
False |
386,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,478.5 |
2.618 |
4,436.1 |
1.618 |
4,410.1 |
1.000 |
4,394.0 |
0.618 |
4,384.1 |
HIGH |
4,368.0 |
0.618 |
4,358.1 |
0.500 |
4,355.0 |
0.382 |
4,351.9 |
LOW |
4,342.0 |
0.618 |
4,325.9 |
1.000 |
4,316.0 |
1.618 |
4,299.9 |
2.618 |
4,273.9 |
4.250 |
4,231.5 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,360.3 |
4,359.8 |
PP |
4,357.7 |
4,356.7 |
S1 |
4,355.0 |
4,353.5 |
|