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 |
4,526.75 |
4,561.75 |
35.00 |
0.8% |
4,425.75 |
High |
4,571.00 |
4,567.00 |
-4.00 |
-0.1% |
4,541.25 |
Low |
4,520.00 |
4,536.75 |
16.75 |
0.4% |
4,407.25 |
Close |
4,562.25 |
4,551.25 |
-11.00 |
-0.2% |
4,527.50 |
Range |
51.00 |
30.25 |
-20.75 |
-40.7% |
134.00 |
ATR |
53.59 |
51.93 |
-1.67 |
-3.1% |
0.00 |
Volume |
1,220,790 |
1,101,669 |
-119,121 |
-9.8% |
7,575,127 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,642.50 |
4,627.00 |
4,568.00 |
|
R3 |
4,612.25 |
4,596.75 |
4,559.50 |
|
R2 |
4,582.00 |
4,582.00 |
4,556.75 |
|
R1 |
4,566.50 |
4,566.50 |
4,554.00 |
4,559.00 |
PP |
4,551.75 |
4,551.75 |
4,551.75 |
4,548.00 |
S1 |
4,536.25 |
4,536.25 |
4,548.50 |
4,529.00 |
S2 |
4,521.50 |
4,521.50 |
4,545.75 |
|
S3 |
4,491.25 |
4,506.00 |
4,543.00 |
|
S4 |
4,461.00 |
4,475.75 |
4,534.50 |
|
|
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 |
4,501.75 |
69.25 |
1.5% |
33.25 |
0.7% |
71% |
False |
False |
1,343,911 |
10 |
4,571.00 |
4,354.25 |
216.75 |
4.8% |
47.00 |
1.0% |
91% |
False |
False |
1,501,250 |
20 |
4,571.00 |
4,122.25 |
448.75 |
9.9% |
52.25 |
1.1% |
96% |
False |
False |
1,686,024 |
40 |
4,571.00 |
4,122.25 |
448.75 |
9.9% |
58.50 |
1.3% |
96% |
False |
False |
1,833,940 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.4% |
54.75 |
1.2% |
90% |
False |
False |
1,580,751 |
80 |
4,673.50 |
4,122.25 |
551.25 |
12.1% |
55.00 |
1.2% |
78% |
False |
False |
1,186,729 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.4% |
51.75 |
1.1% |
76% |
False |
False |
949,799 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.4% |
50.50 |
1.1% |
76% |
False |
False |
791,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,695.50 |
2.618 |
4,646.25 |
1.618 |
4,616.00 |
1.000 |
4,597.25 |
0.618 |
4,585.75 |
HIGH |
4,567.00 |
0.618 |
4,555.50 |
0.500 |
4,552.00 |
0.382 |
4,548.25 |
LOW |
4,536.75 |
0.618 |
4,518.00 |
1.000 |
4,506.50 |
1.618 |
4,487.75 |
2.618 |
4,457.50 |
4.250 |
4,408.25 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,552.00 |
4,548.00 |
PP |
4,551.75 |
4,545.00 |
S1 |
4,551.50 |
4,542.00 |
|