| 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 |
2,001.2 |
2,000.1 |
-1.1 |
-0.1% |
1,963.2 |
| High |
2,007.6 |
2,030.0 |
22.4 |
1.1% |
2,016.5 |
| Low |
1,987.3 |
1,999.9 |
12.6 |
0.6% |
1,955.4 |
| Close |
2,000.4 |
2,021.8 |
21.4 |
1.1% |
2,004.8 |
| Range |
20.3 |
30.1 |
9.8 |
48.3% |
61.1 |
| ATR |
23.9 |
24.3 |
0.4 |
1.9% |
0.0 |
| Volume |
35,709 |
62,250 |
26,541 |
74.3% |
147,996 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.5 |
2,094.8 |
2,038.4 |
|
| R3 |
2,077.4 |
2,064.7 |
2,030.1 |
|
| R2 |
2,047.3 |
2,047.3 |
2,027.3 |
|
| R1 |
2,034.6 |
2,034.6 |
2,024.6 |
2,041.0 |
| PP |
2,017.2 |
2,017.2 |
2,017.2 |
2,020.4 |
| S1 |
2,004.5 |
2,004.5 |
2,019.0 |
2,010.9 |
| S2 |
1,987.1 |
1,987.1 |
2,016.3 |
|
| S3 |
1,957.0 |
1,974.4 |
2,013.5 |
|
| S4 |
1,926.9 |
1,944.3 |
2,005.2 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.5 |
2,151.3 |
2,038.4 |
|
| R3 |
2,114.4 |
2,090.2 |
2,021.6 |
|
| R2 |
2,053.3 |
2,053.3 |
2,016.0 |
|
| R1 |
2,029.1 |
2,029.1 |
2,010.4 |
2,041.2 |
| PP |
1,992.2 |
1,992.2 |
1,992.2 |
1,998.3 |
| S1 |
1,968.0 |
1,968.0 |
1,999.2 |
1,980.1 |
| S2 |
1,931.1 |
1,931.1 |
1,993.6 |
|
| S3 |
1,870.0 |
1,906.9 |
1,988.0 |
|
| S4 |
1,808.9 |
1,845.8 |
1,971.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,030.0 |
1,979.0 |
51.0 |
2.5% |
23.5 |
1.2% |
84% |
True |
False |
34,381 |
| 10 |
2,030.0 |
1,955.4 |
74.6 |
3.7% |
24.8 |
1.2% |
89% |
True |
False |
40,930 |
| 20 |
2,039.7 |
1,955.4 |
84.3 |
4.2% |
23.7 |
1.2% |
79% |
False |
False |
28,753 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
24.4 |
1.2% |
91% |
False |
False |
18,385 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
21.1 |
1.0% |
91% |
False |
False |
13,127 |
| 80 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
19.9 |
1.0% |
91% |
False |
False |
10,257 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.6 |
1.0% |
87% |
False |
False |
8,566 |
| 120 |
2,057.5 |
1,842.5 |
215.0 |
10.6% |
20.0 |
1.0% |
83% |
False |
False |
7,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.9 |
|
2.618 |
2,108.8 |
|
1.618 |
2,078.7 |
|
1.000 |
2,060.1 |
|
0.618 |
2,048.6 |
|
HIGH |
2,030.0 |
|
0.618 |
2,018.5 |
|
0.500 |
2,015.0 |
|
0.382 |
2,011.4 |
|
LOW |
1,999.9 |
|
0.618 |
1,981.3 |
|
1.000 |
1,969.8 |
|
1.618 |
1,951.2 |
|
2.618 |
1,921.1 |
|
4.250 |
1,872.0 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.5 |
2,017.4 |
| PP |
2,017.2 |
2,013.0 |
| S1 |
2,015.0 |
2,008.7 |
|