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 |
4,527.75 |
4,526.75 |
-1.00 |
0.0% |
4,425.75 |
High |
4,539.50 |
4,571.00 |
31.50 |
0.7% |
4,541.25 |
Low |
4,512.75 |
4,520.00 |
7.25 |
0.2% |
4,407.25 |
Close |
4,527.50 |
4,562.25 |
34.75 |
0.8% |
4,527.50 |
Range |
26.75 |
51.00 |
24.25 |
90.7% |
134.00 |
ATR |
53.79 |
53.59 |
-0.20 |
-0.4% |
0.00 |
Volume |
1,331,912 |
1,220,790 |
-111,122 |
-8.3% |
7,575,127 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,704.00 |
4,684.25 |
4,590.25 |
|
R3 |
4,653.00 |
4,633.25 |
4,576.25 |
|
R2 |
4,602.00 |
4,602.00 |
4,571.50 |
|
R1 |
4,582.25 |
4,582.25 |
4,567.00 |
4,592.00 |
PP |
4,551.00 |
4,551.00 |
4,551.00 |
4,556.00 |
S1 |
4,531.25 |
4,531.25 |
4,557.50 |
4,541.00 |
S2 |
4,500.00 |
4,500.00 |
4,553.00 |
|
S3 |
4,449.00 |
4,480.25 |
4,548.25 |
|
S4 |
4,398.00 |
4,429.25 |
4,534.25 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.00 |
4,844.75 |
4,601.25 |
|
R3 |
4,760.00 |
4,710.75 |
4,564.25 |
|
R2 |
4,626.00 |
4,626.00 |
4,552.00 |
|
R1 |
4,576.75 |
4,576.75 |
4,539.75 |
4,601.50 |
PP |
4,492.00 |
4,492.00 |
4,492.00 |
4,504.25 |
S1 |
4,442.75 |
4,442.75 |
4,515.25 |
4,467.50 |
S2 |
4,358.00 |
4,358.00 |
4,503.00 |
|
S3 |
4,224.00 |
4,308.75 |
4,490.75 |
|
S4 |
4,090.00 |
4,174.75 |
4,453.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,571.00 |
4,420.25 |
150.75 |
3.3% |
48.00 |
1.1% |
94% |
True |
False |
1,503,947 |
10 |
4,571.00 |
4,354.25 |
216.75 |
4.8% |
47.50 |
1.0% |
96% |
True |
False |
1,528,209 |
20 |
4,571.00 |
4,122.25 |
448.75 |
9.8% |
53.25 |
1.2% |
98% |
True |
False |
1,721,296 |
40 |
4,571.00 |
4,122.25 |
448.75 |
9.8% |
59.75 |
1.3% |
98% |
True |
False |
1,850,350 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.4% |
54.75 |
1.2% |
93% |
False |
False |
1,562,461 |
80 |
4,673.50 |
4,122.25 |
551.25 |
12.1% |
55.00 |
1.2% |
80% |
False |
False |
1,172,977 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
52.25 |
1.1% |
78% |
False |
False |
938,807 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
50.75 |
1.1% |
78% |
False |
False |
782,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,787.75 |
2.618 |
4,704.50 |
1.618 |
4,653.50 |
1.000 |
4,622.00 |
0.618 |
4,602.50 |
HIGH |
4,571.00 |
0.618 |
4,551.50 |
0.500 |
4,545.50 |
0.382 |
4,539.50 |
LOW |
4,520.00 |
0.618 |
4,488.50 |
1.000 |
4,469.00 |
1.618 |
4,437.50 |
2.618 |
4,386.50 |
4.250 |
4,303.25 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,556.75 |
4,553.50 |
PP |
4,551.00 |
4,545.00 |
S1 |
4,545.50 |
4,536.50 |
|