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 |
7,529.5 |
7,514.0 |
-15.5 |
-0.2% |
7,394.0 |
High |
7,529.5 |
7,518.0 |
-11.5 |
-0.2% |
7,546.5 |
Low |
7,488.5 |
7,462.5 |
-26.0 |
-0.3% |
7,371.0 |
Close |
7,515.5 |
7,497.0 |
-18.5 |
-0.2% |
7,522.0 |
Range |
41.0 |
55.5 |
14.5 |
35.4% |
175.5 |
ATR |
86.5 |
84.3 |
-2.2 |
-2.6% |
0.0 |
Volume |
74,755 |
63,162 |
-11,593 |
-15.5% |
504,791 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,659.0 |
7,633.5 |
7,527.5 |
|
R3 |
7,603.5 |
7,578.0 |
7,512.5 |
|
R2 |
7,548.0 |
7,548.0 |
7,507.0 |
|
R1 |
7,522.5 |
7,522.5 |
7,502.0 |
7,507.5 |
PP |
7,492.5 |
7,492.5 |
7,492.5 |
7,485.0 |
S1 |
7,467.0 |
7,467.0 |
7,492.0 |
7,452.0 |
S2 |
7,437.0 |
7,437.0 |
7,487.0 |
|
S3 |
7,381.5 |
7,411.5 |
7,481.5 |
|
S4 |
7,326.0 |
7,356.0 |
7,466.5 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,006.5 |
7,939.5 |
7,618.5 |
|
R3 |
7,831.0 |
7,764.0 |
7,570.5 |
|
R2 |
7,655.5 |
7,655.5 |
7,554.0 |
|
R1 |
7,588.5 |
7,588.5 |
7,538.0 |
7,622.0 |
PP |
7,480.0 |
7,480.0 |
7,480.0 |
7,496.5 |
S1 |
7,413.0 |
7,413.0 |
7,506.0 |
7,446.5 |
S2 |
7,304.5 |
7,304.5 |
7,490.0 |
|
S3 |
7,129.0 |
7,237.5 |
7,473.5 |
|
S4 |
6,953.5 |
7,062.0 |
7,425.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,546.5 |
7,423.5 |
123.0 |
1.6% |
77.5 |
1.0% |
60% |
False |
False |
93,019 |
10 |
7,546.5 |
7,332.0 |
214.5 |
2.9% |
80.5 |
1.1% |
77% |
False |
False |
92,339 |
20 |
7,546.5 |
7,274.5 |
272.0 |
3.6% |
78.5 |
1.0% |
82% |
False |
False |
94,809 |
40 |
7,738.0 |
7,274.5 |
463.5 |
6.2% |
86.5 |
1.2% |
48% |
False |
False |
96,645 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
83.5 |
1.1% |
42% |
False |
False |
95,543 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
72.0 |
1.0% |
42% |
False |
False |
71,665 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
61.0 |
0.8% |
42% |
False |
False |
57,338 |
120 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
51.0 |
0.7% |
42% |
False |
False |
47,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,754.0 |
2.618 |
7,663.5 |
1.618 |
7,608.0 |
1.000 |
7,573.5 |
0.618 |
7,552.5 |
HIGH |
7,518.0 |
0.618 |
7,497.0 |
0.500 |
7,490.0 |
0.382 |
7,483.5 |
LOW |
7,462.5 |
0.618 |
7,428.0 |
1.000 |
7,407.0 |
1.618 |
7,372.5 |
2.618 |
7,317.0 |
4.250 |
7,226.5 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,495.0 |
7,494.5 |
PP |
7,492.5 |
7,492.0 |
S1 |
7,490.0 |
7,490.0 |
|