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 |
7,514.0 |
7,501.5 |
-12.5 |
-0.2% |
7,394.0 |
High |
7,518.0 |
7,523.5 |
5.5 |
0.1% |
7,546.5 |
Low |
7,462.5 |
7,467.0 |
4.5 |
0.1% |
7,371.0 |
Close |
7,497.0 |
7,482.0 |
-15.0 |
-0.2% |
7,522.0 |
Range |
55.5 |
56.5 |
1.0 |
1.8% |
175.5 |
ATR |
84.3 |
82.3 |
-2.0 |
-2.4% |
0.0 |
Volume |
63,162 |
69,318 |
6,156 |
9.7% |
504,791 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,660.5 |
7,627.5 |
7,513.0 |
|
R3 |
7,604.0 |
7,571.0 |
7,497.5 |
|
R2 |
7,547.5 |
7,547.5 |
7,492.5 |
|
R1 |
7,514.5 |
7,514.5 |
7,487.0 |
7,503.0 |
PP |
7,491.0 |
7,491.0 |
7,491.0 |
7,485.0 |
S1 |
7,458.0 |
7,458.0 |
7,477.0 |
7,446.0 |
S2 |
7,434.5 |
7,434.5 |
7,471.5 |
|
S3 |
7,378.0 |
7,401.5 |
7,466.5 |
|
S4 |
7,321.5 |
7,345.0 |
7,451.0 |
|
|
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 |
7,536.0 |
7,423.5 |
112.5 |
1.5% |
67.5 |
0.9% |
52% |
False |
False |
81,348 |
10 |
7,546.5 |
7,332.0 |
214.5 |
2.9% |
80.0 |
1.1% |
70% |
False |
False |
91,531 |
20 |
7,546.5 |
7,274.5 |
272.0 |
3.6% |
78.0 |
1.0% |
76% |
False |
False |
93,972 |
40 |
7,738.0 |
7,274.5 |
463.5 |
6.2% |
86.0 |
1.1% |
45% |
False |
False |
96,313 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
84.5 |
1.1% |
39% |
False |
False |
96,696 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
72.5 |
1.0% |
39% |
False |
False |
72,532 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
61.5 |
0.8% |
39% |
False |
False |
58,031 |
120 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
51.5 |
0.7% |
39% |
False |
False |
48,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,763.5 |
2.618 |
7,671.5 |
1.618 |
7,615.0 |
1.000 |
7,580.0 |
0.618 |
7,558.5 |
HIGH |
7,523.5 |
0.618 |
7,502.0 |
0.500 |
7,495.0 |
0.382 |
7,488.5 |
LOW |
7,467.0 |
0.618 |
7,432.0 |
1.000 |
7,410.5 |
1.618 |
7,375.5 |
2.618 |
7,319.0 |
4.250 |
7,227.0 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,495.0 |
7,496.0 |
PP |
7,491.0 |
7,491.5 |
S1 |
7,486.5 |
7,486.5 |
|