| 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 |
15,984.0 |
15,967.0 |
-17.0 |
-0.1% |
15,353.0 |
| High |
15,994.0 |
16,044.0 |
50.0 |
0.3% |
15,998.0 |
| Low |
15,935.0 |
15,954.0 |
19.0 |
0.1% |
15,282.0 |
| Close |
15,955.0 |
16,008.0 |
53.0 |
0.3% |
15,970.0 |
| Range |
59.0 |
90.0 |
31.0 |
52.5% |
716.0 |
| ATR |
174.0 |
168.0 |
-6.0 |
-3.4% |
0.0 |
| Volume |
43,838 |
45,630 |
1,792 |
4.1% |
289,726 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,272.0 |
16,230.0 |
16,057.5 |
|
| R3 |
16,182.0 |
16,140.0 |
16,032.8 |
|
| R2 |
16,092.0 |
16,092.0 |
16,024.5 |
|
| R1 |
16,050.0 |
16,050.0 |
16,016.3 |
16,071.0 |
| PP |
16,002.0 |
16,002.0 |
16,002.0 |
16,012.5 |
| S1 |
15,960.0 |
15,960.0 |
15,999.8 |
15,981.0 |
| S2 |
15,912.0 |
15,912.0 |
15,991.5 |
|
| S3 |
15,822.0 |
15,870.0 |
15,983.3 |
|
| S4 |
15,732.0 |
15,780.0 |
15,958.5 |
|
|
| 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 |
16,044.0 |
15,760.0 |
284.0 |
1.8% |
110.2 |
0.7% |
87% |
True |
False |
51,381 |
| 10 |
16,044.0 |
15,228.0 |
816.0 |
5.1% |
147.7 |
0.9% |
96% |
True |
False |
55,006 |
| 20 |
16,044.0 |
14,666.0 |
1,378.0 |
8.6% |
159.6 |
1.0% |
97% |
True |
False |
59,846 |
| 40 |
16,044.0 |
14,666.0 |
1,378.0 |
8.6% |
185.0 |
1.2% |
97% |
True |
False |
64,346 |
| 60 |
16,200.0 |
14,666.0 |
1,534.0 |
9.6% |
178.7 |
1.1% |
87% |
False |
False |
55,370 |
| 80 |
16,263.0 |
14,666.0 |
1,597.0 |
10.0% |
156.5 |
1.0% |
84% |
False |
False |
41,535 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
141.6 |
0.9% |
65% |
False |
False |
33,232 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
128.9 |
0.8% |
65% |
False |
False |
27,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,426.5 |
|
2.618 |
16,279.6 |
|
1.618 |
16,189.6 |
|
1.000 |
16,134.0 |
|
0.618 |
16,099.6 |
|
HIGH |
16,044.0 |
|
0.618 |
16,009.6 |
|
0.500 |
15,999.0 |
|
0.382 |
15,988.4 |
|
LOW |
15,954.0 |
|
0.618 |
15,898.4 |
|
1.000 |
15,864.0 |
|
1.618 |
15,808.4 |
|
2.618 |
15,718.4 |
|
4.250 |
15,571.5 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,005.0 |
15,996.5 |
| PP |
16,002.0 |
15,985.0 |
| S1 |
15,999.0 |
15,973.5 |
|