| 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 |
2,000.1 |
2,020.6 |
20.5 |
1.0% |
1,963.2 |
| High |
2,030.0 |
2,028.4 |
-1.6 |
-0.1% |
2,016.5 |
| Low |
1,999.9 |
2,008.9 |
9.0 |
0.5% |
1,955.4 |
| Close |
2,021.8 |
2,013.2 |
-8.6 |
-0.4% |
2,004.8 |
| Range |
30.1 |
19.5 |
-10.6 |
-35.2% |
61.1 |
| ATR |
24.3 |
24.0 |
-0.3 |
-1.4% |
0.0 |
| Volume |
62,250 |
71,421 |
9,171 |
14.7% |
147,996 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,075.3 |
2,063.8 |
2,023.9 |
|
| R3 |
2,055.8 |
2,044.3 |
2,018.6 |
|
| R2 |
2,036.3 |
2,036.3 |
2,016.8 |
|
| R1 |
2,024.8 |
2,024.8 |
2,015.0 |
2,020.8 |
| PP |
2,016.8 |
2,016.8 |
2,016.8 |
2,014.9 |
| S1 |
2,005.3 |
2,005.3 |
2,011.4 |
2,001.3 |
| S2 |
1,997.3 |
1,997.3 |
2,009.6 |
|
| S3 |
1,977.8 |
1,985.8 |
2,007.8 |
|
| S4 |
1,958.3 |
1,966.3 |
2,002.5 |
|
|
| 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 |
1,979.3 |
50.7 |
2.5% |
23.4 |
1.2% |
67% |
False |
False |
45,231 |
| 10 |
2,030.0 |
1,955.4 |
74.6 |
3.7% |
24.3 |
1.2% |
77% |
False |
False |
42,760 |
| 20 |
2,039.7 |
1,955.4 |
84.3 |
4.2% |
23.4 |
1.2% |
69% |
False |
False |
31,751 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
24.1 |
1.2% |
87% |
False |
False |
20,016 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
21.0 |
1.0% |
87% |
False |
False |
14,283 |
| 80 |
2,039.7 |
1,842.5 |
197.2 |
9.8% |
19.8 |
1.0% |
87% |
False |
False |
11,124 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.6 |
1.0% |
83% |
False |
False |
9,267 |
| 120 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.8 |
1.0% |
83% |
False |
False |
7,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.3 |
|
2.618 |
2,079.5 |
|
1.618 |
2,060.0 |
|
1.000 |
2,047.9 |
|
0.618 |
2,040.5 |
|
HIGH |
2,028.4 |
|
0.618 |
2,021.0 |
|
0.500 |
2,018.7 |
|
0.382 |
2,016.3 |
|
LOW |
2,008.9 |
|
0.618 |
1,996.8 |
|
1.000 |
1,989.4 |
|
1.618 |
1,977.3 |
|
2.618 |
1,957.8 |
|
4.250 |
1,926.0 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.7 |
2,011.7 |
| PP |
2,016.8 |
2,010.2 |
| S1 |
2,015.0 |
2,008.7 |
|