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 |
15,876.0 |
15,996.0 |
120.0 |
0.8% |
15,353.0 |
High |
15,998.0 |
16,003.0 |
5.0 |
0.0% |
15,998.0 |
Low |
15,862.0 |
15,903.0 |
41.0 |
0.3% |
15,282.0 |
Close |
15,970.0 |
15,960.0 |
-10.0 |
-0.1% |
15,970.0 |
Range |
136.0 |
100.0 |
-36.0 |
-26.5% |
716.0 |
ATR |
189.2 |
182.9 |
-6.4 |
-3.4% |
0.0 |
Volume |
56,046 |
54,485 |
-1,561 |
-2.8% |
289,726 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,255.3 |
16,207.7 |
16,015.0 |
|
R3 |
16,155.3 |
16,107.7 |
15,987.5 |
|
R2 |
16,055.3 |
16,055.3 |
15,978.3 |
|
R1 |
16,007.7 |
16,007.7 |
15,969.2 |
15,981.5 |
PP |
15,955.3 |
15,955.3 |
15,955.3 |
15,942.3 |
S1 |
15,907.7 |
15,907.7 |
15,950.8 |
15,881.5 |
S2 |
15,855.3 |
15,855.3 |
15,941.7 |
|
S3 |
15,755.3 |
15,807.7 |
15,932.5 |
|
S4 |
15,655.3 |
15,707.7 |
15,905.0 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,898.0 |
17,650.0 |
16,363.8 |
|
R3 |
17,182.0 |
16,934.0 |
16,166.9 |
|
R2 |
16,466.0 |
16,466.0 |
16,101.3 |
|
R1 |
16,218.0 |
16,218.0 |
16,035.6 |
16,342.0 |
PP |
15,750.0 |
15,750.0 |
15,750.0 |
15,812.0 |
S1 |
15,502.0 |
15,502.0 |
15,904.4 |
15,626.0 |
S2 |
15,034.0 |
15,034.0 |
15,838.7 |
|
S3 |
14,318.0 |
14,786.0 |
15,773.1 |
|
S4 |
13,602.0 |
14,070.0 |
15,576.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,003.0 |
15,387.0 |
616.0 |
3.9% |
172.0 |
1.1% |
93% |
True |
False |
60,173 |
10 |
16,003.0 |
15,133.0 |
870.0 |
5.5% |
167.0 |
1.0% |
95% |
True |
False |
56,593 |
20 |
16,003.0 |
14,666.0 |
1,337.0 |
8.4% |
169.7 |
1.1% |
97% |
True |
False |
62,164 |
40 |
16,003.0 |
14,666.0 |
1,337.0 |
8.4% |
190.8 |
1.2% |
97% |
True |
False |
65,475 |
60 |
16,200.0 |
14,666.0 |
1,534.0 |
9.6% |
179.3 |
1.1% |
84% |
False |
False |
53,880 |
80 |
16,713.0 |
14,666.0 |
2,047.0 |
12.8% |
156.3 |
1.0% |
63% |
False |
False |
40,418 |
100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
141.5 |
0.9% |
63% |
False |
False |
32,337 |
120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
127.7 |
0.8% |
63% |
False |
False |
26,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,428.0 |
2.618 |
16,264.8 |
1.618 |
16,164.8 |
1.000 |
16,103.0 |
0.618 |
16,064.8 |
HIGH |
16,003.0 |
0.618 |
15,964.8 |
0.500 |
15,953.0 |
0.382 |
15,941.2 |
LOW |
15,903.0 |
0.618 |
15,841.2 |
1.000 |
15,803.0 |
1.618 |
15,741.2 |
2.618 |
15,641.2 |
4.250 |
15,478.0 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,957.7 |
15,933.8 |
PP |
15,955.3 |
15,907.7 |
S1 |
15,953.0 |
15,881.5 |
|