Trading Metrics calculated at close of trading on 20-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,371.0 |
4,380.0 |
9.0 |
0.2% |
4,252.0 |
High |
4,386.0 |
4,388.0 |
2.0 |
0.0% |
4,386.0 |
Low |
4,367.0 |
4,373.0 |
6.0 |
0.1% |
4,251.0 |
Close |
4,381.0 |
4,386.0 |
5.0 |
0.1% |
4,381.0 |
Range |
19.0 |
15.0 |
-4.0 |
-21.1% |
135.0 |
ATR |
46.4 |
44.2 |
-2.2 |
-4.8% |
0.0 |
Volume |
174 |
67 |
-107 |
-61.5% |
6,790 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,427.3 |
4,421.7 |
4,394.3 |
|
R3 |
4,412.3 |
4,406.7 |
4,390.1 |
|
R2 |
4,397.3 |
4,397.3 |
4,388.8 |
|
R1 |
4,391.7 |
4,391.7 |
4,387.4 |
4,394.5 |
PP |
4,382.3 |
4,382.3 |
4,382.3 |
4,383.8 |
S1 |
4,376.7 |
4,376.7 |
4,384.6 |
4,379.5 |
S2 |
4,367.3 |
4,367.3 |
4,383.3 |
|
S3 |
4,352.3 |
4,361.7 |
4,381.9 |
|
S4 |
4,337.3 |
4,346.7 |
4,377.8 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,744.3 |
4,697.7 |
4,455.3 |
|
R3 |
4,609.3 |
4,562.7 |
4,418.1 |
|
R2 |
4,474.3 |
4,474.3 |
4,405.8 |
|
R1 |
4,427.7 |
4,427.7 |
4,393.4 |
4,451.0 |
PP |
4,339.3 |
4,339.3 |
4,339.3 |
4,351.0 |
S1 |
4,292.7 |
4,292.7 |
4,368.6 |
4,316.0 |
S2 |
4,204.3 |
4,204.3 |
4,356.3 |
|
S3 |
4,069.3 |
4,157.7 |
4,343.9 |
|
S4 |
3,934.3 |
4,022.7 |
4,306.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,388.0 |
4,270.0 |
118.0 |
2.7% |
31.4 |
0.7% |
98% |
True |
False |
1,357 |
10 |
4,388.0 |
4,178.0 |
210.0 |
4.8% |
35.0 |
0.8% |
99% |
True |
False |
723 |
20 |
4,388.0 |
4,034.0 |
354.0 |
8.1% |
39.0 |
0.9% |
99% |
True |
False |
1,038 |
40 |
4,388.0 |
4,034.0 |
354.0 |
8.1% |
41.5 |
0.9% |
99% |
True |
False |
1,647 |
60 |
4,397.0 |
4,034.0 |
363.0 |
8.3% |
33.7 |
0.8% |
97% |
False |
False |
1,180 |
80 |
4,491.0 |
4,034.0 |
457.0 |
10.4% |
26.4 |
0.6% |
77% |
False |
False |
885 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
21.2 |
0.5% |
67% |
False |
False |
708 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
17.6 |
0.4% |
67% |
False |
False |
640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,451.8 |
2.618 |
4,427.3 |
1.618 |
4,412.3 |
1.000 |
4,403.0 |
0.618 |
4,397.3 |
HIGH |
4,388.0 |
0.618 |
4,382.3 |
0.500 |
4,380.5 |
0.382 |
4,378.7 |
LOW |
4,373.0 |
0.618 |
4,363.7 |
1.000 |
4,358.0 |
1.618 |
4,348.7 |
2.618 |
4,333.7 |
4.250 |
4,309.3 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,384.2 |
4,377.8 |
PP |
4,382.3 |
4,369.7 |
S1 |
4,380.5 |
4,361.5 |
|