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 |
15,996.0 |
15,984.0 |
-12.0 |
-0.1% |
15,353.0 |
High |
16,003.0 |
15,994.0 |
-9.0 |
-0.1% |
15,998.0 |
Low |
15,903.0 |
15,935.0 |
32.0 |
0.2% |
15,282.0 |
Close |
15,960.0 |
15,955.0 |
-5.0 |
0.0% |
15,970.0 |
Range |
100.0 |
59.0 |
-41.0 |
-41.0% |
716.0 |
ATR |
182.9 |
174.0 |
-8.8 |
-4.8% |
0.0 |
Volume |
54,485 |
43,838 |
-10,647 |
-19.5% |
289,726 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,138.3 |
16,105.7 |
15,987.5 |
|
R3 |
16,079.3 |
16,046.7 |
15,971.2 |
|
R2 |
16,020.3 |
16,020.3 |
15,965.8 |
|
R1 |
15,987.7 |
15,987.7 |
15,960.4 |
15,974.5 |
PP |
15,961.3 |
15,961.3 |
15,961.3 |
15,954.8 |
S1 |
15,928.7 |
15,928.7 |
15,949.6 |
15,915.5 |
S2 |
15,902.3 |
15,902.3 |
15,944.2 |
|
S3 |
15,843.3 |
15,869.7 |
15,938.8 |
|
S4 |
15,784.3 |
15,810.7 |
15,922.6 |
|
|
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 |
15,665.0 |
338.0 |
2.1% |
123.2 |
0.8% |
86% |
False |
False |
54,215 |
10 |
16,003.0 |
15,141.0 |
862.0 |
5.4% |
160.0 |
1.0% |
94% |
False |
False |
56,063 |
20 |
16,003.0 |
14,666.0 |
1,337.0 |
8.4% |
162.6 |
1.0% |
96% |
False |
False |
60,967 |
40 |
16,003.0 |
14,666.0 |
1,337.0 |
8.4% |
186.9 |
1.2% |
96% |
False |
False |
64,886 |
60 |
16,200.0 |
14,666.0 |
1,534.0 |
9.6% |
179.6 |
1.1% |
84% |
False |
False |
54,610 |
80 |
16,621.0 |
14,666.0 |
1,955.0 |
12.3% |
156.9 |
1.0% |
66% |
False |
False |
40,965 |
100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
140.8 |
0.9% |
63% |
False |
False |
32,776 |
120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
128.2 |
0.8% |
63% |
False |
False |
27,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,244.8 |
2.618 |
16,148.5 |
1.618 |
16,089.5 |
1.000 |
16,053.0 |
0.618 |
16,030.5 |
HIGH |
15,994.0 |
0.618 |
15,971.5 |
0.500 |
15,964.5 |
0.382 |
15,957.5 |
LOW |
15,935.0 |
0.618 |
15,898.5 |
1.000 |
15,876.0 |
1.618 |
15,839.5 |
2.618 |
15,780.5 |
4.250 |
15,684.3 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,964.5 |
15,947.5 |
PP |
15,961.3 |
15,940.0 |
S1 |
15,958.2 |
15,932.5 |
|