| 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 |
15,895.00 |
16,087.50 |
192.50 |
1.2% |
15,586.25 |
| High |
16,116.75 |
16,122.50 |
5.75 |
0.0% |
16,049.50 |
| Low |
15,837.25 |
15,912.00 |
74.75 |
0.5% |
15,465.25 |
| Close |
16,086.50 |
15,990.25 |
-96.25 |
-0.6% |
15,895.75 |
| Range |
279.50 |
210.50 |
-69.00 |
-24.7% |
584.25 |
| ATR |
240.60 |
238.45 |
-2.15 |
-0.9% |
0.00 |
| Volume |
559,493 |
575,452 |
15,959 |
2.9% |
3,070,988 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,639.75 |
16,525.50 |
16,106.00 |
|
| R3 |
16,429.25 |
16,315.00 |
16,048.25 |
|
| R2 |
16,218.75 |
16,218.75 |
16,028.75 |
|
| R1 |
16,104.50 |
16,104.50 |
16,009.50 |
16,056.50 |
| PP |
16,008.25 |
16,008.25 |
16,008.25 |
15,984.25 |
| S1 |
15,894.00 |
15,894.00 |
15,971.00 |
15,846.00 |
| S2 |
15,797.75 |
15,797.75 |
15,951.75 |
|
| S3 |
15,587.25 |
15,683.50 |
15,932.25 |
|
| S4 |
15,376.75 |
15,473.00 |
15,874.50 |
|
|
| 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 |
16,122.50 |
15,796.75 |
325.75 |
2.0% |
186.50 |
1.2% |
59% |
True |
False |
603,379 |
| 10 |
16,122.50 |
15,207.25 |
915.25 |
5.7% |
218.75 |
1.4% |
86% |
True |
False |
614,383 |
| 20 |
16,122.50 |
14,140.25 |
1,982.25 |
12.4% |
237.50 |
1.5% |
93% |
True |
False |
663,052 |
| 40 |
16,122.50 |
14,140.25 |
1,982.25 |
12.4% |
258.00 |
1.6% |
93% |
True |
False |
708,006 |
| 60 |
16,122.50 |
14,140.25 |
1,982.25 |
12.4% |
246.25 |
1.5% |
93% |
True |
False |
602,309 |
| 80 |
16,122.50 |
14,140.25 |
1,982.25 |
12.4% |
252.50 |
1.6% |
93% |
True |
False |
452,309 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
245.75 |
1.5% |
87% |
False |
False |
362,162 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
244.50 |
1.5% |
87% |
False |
False |
301,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,017.00 |
|
2.618 |
16,673.50 |
|
1.618 |
16,463.00 |
|
1.000 |
16,333.00 |
|
0.618 |
16,252.50 |
|
HIGH |
16,122.50 |
|
0.618 |
16,042.00 |
|
0.500 |
16,017.25 |
|
0.382 |
15,992.50 |
|
LOW |
15,912.00 |
|
0.618 |
15,782.00 |
|
1.000 |
15,701.50 |
|
1.618 |
15,571.50 |
|
2.618 |
15,361.00 |
|
4.250 |
15,017.50 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,017.25 |
15,984.75 |
| PP |
16,008.25 |
15,979.25 |
| S1 |
15,999.25 |
15,973.75 |
|