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 |
4,561.75 |
4,547.75 |
-14.00 |
-0.3% |
4,425.75 |
High |
4,567.00 |
4,580.50 |
13.50 |
0.3% |
4,541.25 |
Low |
4,536.75 |
4,543.00 |
6.25 |
0.1% |
4,407.25 |
Close |
4,551.25 |
4,567.25 |
16.00 |
0.4% |
4,527.50 |
Range |
30.25 |
37.50 |
7.25 |
24.0% |
134.00 |
ATR |
51.93 |
50.89 |
-1.03 |
-2.0% |
0.00 |
Volume |
1,101,669 |
1,403,636 |
301,967 |
27.4% |
7,575,127 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,676.00 |
4,659.25 |
4,588.00 |
|
R3 |
4,638.50 |
4,621.75 |
4,577.50 |
|
R2 |
4,601.00 |
4,601.00 |
4,574.00 |
|
R1 |
4,584.25 |
4,584.25 |
4,570.75 |
4,592.50 |
PP |
4,563.50 |
4,563.50 |
4,563.50 |
4,567.75 |
S1 |
4,546.75 |
4,546.75 |
4,563.75 |
4,555.00 |
S2 |
4,526.00 |
4,526.00 |
4,560.50 |
|
S3 |
4,488.50 |
4,509.25 |
4,557.00 |
|
S4 |
4,451.00 |
4,471.75 |
4,546.50 |
|
|
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 |
4,580.50 |
4,501.75 |
78.75 |
1.7% |
34.75 |
0.8% |
83% |
True |
False |
1,309,948 |
10 |
4,580.50 |
4,354.25 |
226.25 |
5.0% |
47.50 |
1.0% |
94% |
True |
False |
1,502,585 |
20 |
4,580.50 |
4,122.25 |
458.25 |
10.0% |
50.75 |
1.1% |
97% |
True |
False |
1,657,125 |
40 |
4,580.50 |
4,122.25 |
458.25 |
10.0% |
58.00 |
1.3% |
97% |
True |
False |
1,819,883 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.4% |
54.00 |
1.2% |
94% |
False |
False |
1,603,981 |
80 |
4,644.75 |
4,122.25 |
522.50 |
11.4% |
55.00 |
1.2% |
85% |
False |
False |
1,204,229 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
52.00 |
1.1% |
79% |
False |
False |
963,828 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
50.25 |
1.1% |
79% |
False |
False |
803,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,740.00 |
2.618 |
4,678.75 |
1.618 |
4,641.25 |
1.000 |
4,618.00 |
0.618 |
4,603.75 |
HIGH |
4,580.50 |
0.618 |
4,566.25 |
0.500 |
4,561.75 |
0.382 |
4,557.25 |
LOW |
4,543.00 |
0.618 |
4,519.75 |
1.000 |
4,505.50 |
1.618 |
4,482.25 |
2.618 |
4,444.75 |
4.250 |
4,383.50 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,565.50 |
4,561.50 |
PP |
4,563.50 |
4,556.00 |
S1 |
4,561.75 |
4,550.25 |
|