| 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 |
15,897.75 |
15,895.00 |
-2.75 |
0.0% |
15,586.25 |
| High |
15,940.00 |
16,116.75 |
176.75 |
1.1% |
16,049.50 |
| Low |
15,825.00 |
15,837.25 |
12.25 |
0.1% |
15,465.25 |
| Close |
15,895.75 |
16,086.50 |
190.75 |
1.2% |
15,895.75 |
| Range |
115.00 |
279.50 |
164.50 |
143.0% |
584.25 |
| ATR |
237.61 |
240.60 |
2.99 |
1.3% |
0.00 |
| Volume |
562,424 |
559,493 |
-2,931 |
-0.5% |
3,070,988 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,852.00 |
16,748.75 |
16,240.25 |
|
| R3 |
16,572.50 |
16,469.25 |
16,163.25 |
|
| R2 |
16,293.00 |
16,293.00 |
16,137.75 |
|
| R1 |
16,189.75 |
16,189.75 |
16,112.00 |
16,241.50 |
| PP |
16,013.50 |
16,013.50 |
16,013.50 |
16,039.25 |
| S1 |
15,910.25 |
15,910.25 |
16,061.00 |
15,962.00 |
| S2 |
15,734.00 |
15,734.00 |
16,035.25 |
|
| S3 |
15,454.50 |
15,630.75 |
16,009.75 |
|
| S4 |
15,175.00 |
15,351.25 |
15,932.75 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,556.25 |
17,310.25 |
16,217.00 |
|
| R3 |
16,972.00 |
16,726.00 |
16,056.50 |
|
| R2 |
16,387.75 |
16,387.75 |
16,002.75 |
|
| R1 |
16,141.75 |
16,141.75 |
15,949.25 |
16,264.75 |
| PP |
15,803.50 |
15,803.50 |
15,803.50 |
15,865.00 |
| S1 |
15,557.50 |
15,557.50 |
15,842.25 |
15,680.50 |
| S2 |
15,219.25 |
15,219.25 |
15,788.75 |
|
| S3 |
14,635.00 |
14,973.25 |
15,735.00 |
|
| S4 |
14,050.75 |
14,389.00 |
15,574.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,116.75 |
15,552.00 |
564.75 |
3.5% |
217.75 |
1.4% |
95% |
True |
False |
619,508 |
| 10 |
16,116.75 |
15,176.00 |
940.75 |
5.8% |
221.50 |
1.4% |
97% |
True |
False |
615,350 |
| 20 |
16,116.75 |
14,140.25 |
1,976.50 |
12.3% |
239.00 |
1.5% |
98% |
True |
False |
669,433 |
| 40 |
16,116.75 |
14,140.25 |
1,976.50 |
12.3% |
260.00 |
1.6% |
98% |
True |
False |
710,310 |
| 60 |
16,116.75 |
14,140.25 |
1,976.50 |
12.3% |
245.25 |
1.5% |
98% |
True |
False |
592,744 |
| 80 |
16,117.00 |
14,140.25 |
1,976.75 |
12.3% |
251.25 |
1.6% |
98% |
False |
False |
445,133 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.2% |
246.50 |
1.5% |
92% |
False |
False |
356,444 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.2% |
245.00 |
1.5% |
92% |
False |
False |
297,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,304.50 |
|
2.618 |
16,848.50 |
|
1.618 |
16,569.00 |
|
1.000 |
16,396.25 |
|
0.618 |
16,289.50 |
|
HIGH |
16,116.75 |
|
0.618 |
16,010.00 |
|
0.500 |
15,977.00 |
|
0.382 |
15,944.00 |
|
LOW |
15,837.25 |
|
0.618 |
15,664.50 |
|
1.000 |
15,557.75 |
|
1.618 |
15,385.00 |
|
2.618 |
15,105.50 |
|
4.250 |
14,649.50 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,050.00 |
16,043.25 |
| PP |
16,013.50 |
16,000.00 |
| S1 |
15,977.00 |
15,956.75 |
|