Trading Metrics calculated at close of trading on 23-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
23-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
7,501.5 |
7,489.5 |
-12.0 |
-0.2% |
7,394.0 |
High |
7,523.5 |
7,518.0 |
-5.5 |
-0.1% |
7,546.5 |
Low |
7,467.0 |
7,470.0 |
3.0 |
0.0% |
7,371.0 |
Close |
7,482.0 |
7,510.5 |
28.5 |
0.4% |
7,522.0 |
Range |
56.5 |
48.0 |
-8.5 |
-15.0% |
175.5 |
ATR |
82.3 |
79.8 |
-2.4 |
-3.0% |
0.0 |
Volume |
69,318 |
52,514 |
-16,804 |
-24.2% |
504,791 |
|
Daily Pivots for day following 23-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,643.5 |
7,625.0 |
7,537.0 |
|
R3 |
7,595.5 |
7,577.0 |
7,523.5 |
|
R2 |
7,547.5 |
7,547.5 |
7,519.5 |
|
R1 |
7,529.0 |
7,529.0 |
7,515.0 |
7,538.0 |
PP |
7,499.5 |
7,499.5 |
7,499.5 |
7,504.0 |
S1 |
7,481.0 |
7,481.0 |
7,506.0 |
7,490.0 |
S2 |
7,451.5 |
7,451.5 |
7,501.5 |
|
S3 |
7,403.5 |
7,433.0 |
7,497.5 |
|
S4 |
7,355.5 |
7,385.0 |
7,484.0 |
|
|
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 |
7,443.5 |
92.5 |
1.2% |
58.5 |
0.8% |
72% |
False |
False |
72,441 |
10 |
7,546.5 |
7,332.0 |
214.5 |
2.9% |
74.5 |
1.0% |
83% |
False |
False |
86,813 |
20 |
7,546.5 |
7,274.5 |
272.0 |
3.6% |
76.5 |
1.0% |
87% |
False |
False |
91,464 |
40 |
7,738.0 |
7,274.5 |
463.5 |
6.2% |
84.5 |
1.1% |
51% |
False |
False |
95,098 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
84.0 |
1.1% |
44% |
False |
False |
97,571 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
72.0 |
1.0% |
44% |
False |
False |
73,188 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
62.0 |
0.8% |
44% |
False |
False |
58,556 |
120 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
52.0 |
0.7% |
44% |
False |
False |
48,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,722.0 |
2.618 |
7,643.5 |
1.618 |
7,595.5 |
1.000 |
7,566.0 |
0.618 |
7,547.5 |
HIGH |
7,518.0 |
0.618 |
7,499.5 |
0.500 |
7,494.0 |
0.382 |
7,488.5 |
LOW |
7,470.0 |
0.618 |
7,440.5 |
1.000 |
7,422.0 |
1.618 |
7,392.5 |
2.618 |
7,344.5 |
4.250 |
7,266.0 |
|
|
Fisher Pivots for day following 23-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,505.0 |
7,504.5 |
PP |
7,499.5 |
7,499.0 |
S1 |
7,494.0 |
7,493.0 |
|