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 |
4,392.0 |
4,373.0 |
-19.0 |
-0.4% |
4,252.0 |
High |
4,394.0 |
4,399.0 |
5.0 |
0.1% |
4,386.0 |
Low |
4,372.0 |
4,373.0 |
1.0 |
0.0% |
4,251.0 |
Close |
4,375.0 |
4,395.0 |
20.0 |
0.5% |
4,381.0 |
Range |
22.0 |
26.0 |
4.0 |
18.2% |
135.0 |
ATR |
42.6 |
41.4 |
-1.2 |
-2.8% |
0.0 |
Volume |
4,428 |
446 |
-3,982 |
-89.9% |
6,790 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,467.0 |
4,457.0 |
4,409.3 |
|
R3 |
4,441.0 |
4,431.0 |
4,402.2 |
|
R2 |
4,415.0 |
4,415.0 |
4,399.8 |
|
R1 |
4,405.0 |
4,405.0 |
4,397.4 |
4,410.0 |
PP |
4,389.0 |
4,389.0 |
4,389.0 |
4,391.5 |
S1 |
4,379.0 |
4,379.0 |
4,392.6 |
4,384.0 |
S2 |
4,363.0 |
4,363.0 |
4,390.2 |
|
S3 |
4,337.0 |
4,353.0 |
4,387.9 |
|
S4 |
4,311.0 |
4,327.0 |
4,380.7 |
|
|
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 |
4,399.0 |
4,335.0 |
64.0 |
1.5% |
21.6 |
0.5% |
94% |
True |
False |
2,246 |
10 |
4,399.0 |
4,220.0 |
179.0 |
4.1% |
32.4 |
0.7% |
98% |
True |
False |
1,205 |
20 |
4,399.0 |
4,034.0 |
365.0 |
8.3% |
36.5 |
0.8% |
99% |
True |
False |
929 |
40 |
4,399.0 |
4,034.0 |
365.0 |
8.3% |
41.2 |
0.9% |
99% |
True |
False |
1,763 |
60 |
4,399.0 |
4,034.0 |
365.0 |
8.3% |
34.5 |
0.8% |
99% |
True |
False |
1,261 |
80 |
4,461.0 |
4,034.0 |
427.0 |
9.7% |
27.0 |
0.6% |
85% |
False |
False |
946 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
21.6 |
0.5% |
69% |
False |
False |
757 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
18.0 |
0.4% |
69% |
False |
False |
681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,509.5 |
2.618 |
4,467.1 |
1.618 |
4,441.1 |
1.000 |
4,425.0 |
0.618 |
4,415.1 |
HIGH |
4,399.0 |
0.618 |
4,389.1 |
0.500 |
4,386.0 |
0.382 |
4,382.9 |
LOW |
4,373.0 |
0.618 |
4,356.9 |
1.000 |
4,347.0 |
1.618 |
4,330.9 |
2.618 |
4,304.9 |
4.250 |
4,262.5 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,392.0 |
4,391.8 |
PP |
4,389.0 |
4,388.7 |
S1 |
4,386.0 |
4,385.5 |
|