| 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 |
16,087.50 |
15,967.25 |
-120.25 |
-0.7% |
15,586.25 |
| High |
16,122.50 |
16,173.50 |
51.00 |
0.3% |
16,049.50 |
| Low |
15,912.00 |
15,942.75 |
30.75 |
0.2% |
15,465.25 |
| Close |
15,990.25 |
16,049.25 |
59.00 |
0.4% |
15,895.75 |
| Range |
210.50 |
230.75 |
20.25 |
9.6% |
584.25 |
| ATR |
238.45 |
237.90 |
-0.55 |
-0.2% |
0.00 |
| Volume |
575,452 |
624,552 |
49,100 |
8.5% |
3,070,988 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,747.50 |
16,629.00 |
16,176.25 |
|
| R3 |
16,516.75 |
16,398.25 |
16,112.75 |
|
| R2 |
16,286.00 |
16,286.00 |
16,091.50 |
|
| R1 |
16,167.50 |
16,167.50 |
16,070.50 |
16,226.75 |
| PP |
16,055.25 |
16,055.25 |
16,055.25 |
16,084.75 |
| S1 |
15,936.75 |
15,936.75 |
16,028.00 |
15,996.00 |
| S2 |
15,824.50 |
15,824.50 |
16,007.00 |
|
| S3 |
15,593.75 |
15,706.00 |
15,985.75 |
|
| S4 |
15,363.00 |
15,475.25 |
15,922.25 |
|
|
| 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 |
16,173.50 |
15,796.75 |
376.75 |
2.3% |
189.25 |
1.2% |
67% |
True |
False |
591,275 |
| 10 |
16,173.50 |
15,207.25 |
966.25 |
6.0% |
228.75 |
1.4% |
87% |
True |
False |
622,054 |
| 20 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
228.50 |
1.4% |
94% |
True |
False |
653,246 |
| 40 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
258.00 |
1.6% |
94% |
True |
False |
705,715 |
| 60 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
243.75 |
1.5% |
94% |
True |
False |
612,660 |
| 80 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
253.25 |
1.6% |
94% |
True |
False |
460,108 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.2% |
247.25 |
1.5% |
90% |
False |
False |
368,399 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.2% |
245.25 |
1.5% |
90% |
False |
False |
307,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,154.25 |
|
2.618 |
16,777.50 |
|
1.618 |
16,546.75 |
|
1.000 |
16,404.25 |
|
0.618 |
16,316.00 |
|
HIGH |
16,173.50 |
|
0.618 |
16,085.25 |
|
0.500 |
16,058.00 |
|
0.382 |
16,031.00 |
|
LOW |
15,942.75 |
|
0.618 |
15,800.25 |
|
1.000 |
15,712.00 |
|
1.618 |
15,569.50 |
|
2.618 |
15,338.75 |
|
4.250 |
14,962.00 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,058.00 |
16,034.50 |
| PP |
16,055.25 |
16,020.00 |
| S1 |
16,052.25 |
16,005.50 |
|