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 |
4,574.25 |
4,574.25 |
0.00 |
0.0% |
4,475.00 |
High |
4,588.50 |
4,621.00 |
32.50 |
0.7% |
4,589.50 |
Low |
4,561.50 |
4,569.25 |
7.75 |
0.2% |
4,455.75 |
Close |
4,576.75 |
4,612.00 |
35.25 |
0.8% |
4,576.75 |
Range |
27.00 |
51.75 |
24.75 |
91.7% |
133.75 |
ATR |
53.55 |
53.42 |
-0.13 |
-0.2% |
0.00 |
Volume |
3,570 |
4,810 |
1,240 |
34.7% |
27,416 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,756.00 |
4,735.75 |
4,640.50 |
|
R3 |
4,704.25 |
4,684.00 |
4,626.25 |
|
R2 |
4,652.50 |
4,652.50 |
4,621.50 |
|
R1 |
4,632.25 |
4,632.25 |
4,616.75 |
4,642.50 |
PP |
4,600.75 |
4,600.75 |
4,600.75 |
4,605.75 |
S1 |
4,580.50 |
4,580.50 |
4,607.25 |
4,590.50 |
S2 |
4,549.00 |
4,549.00 |
4,602.50 |
|
S3 |
4,497.25 |
4,528.75 |
4,597.75 |
|
S4 |
4,445.50 |
4,477.00 |
4,583.50 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,942.00 |
4,893.00 |
4,650.25 |
|
R3 |
4,808.25 |
4,759.25 |
4,613.50 |
|
R2 |
4,674.50 |
4,674.50 |
4,601.25 |
|
R1 |
4,625.50 |
4,625.50 |
4,589.00 |
4,650.00 |
PP |
4,540.75 |
4,540.75 |
4,540.75 |
4,553.00 |
S1 |
4,491.75 |
4,491.75 |
4,564.50 |
4,516.25 |
S2 |
4,407.00 |
4,407.00 |
4,552.25 |
|
S3 |
4,273.25 |
4,358.00 |
4,540.00 |
|
S4 |
4,139.50 |
4,224.25 |
4,503.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,621.00 |
4,470.75 |
150.25 |
3.3% |
47.75 |
1.0% |
94% |
True |
False |
5,903 |
10 |
4,621.00 |
4,402.00 |
219.00 |
4.7% |
47.50 |
1.0% |
96% |
True |
False |
4,278 |
20 |
4,621.00 |
4,167.50 |
453.50 |
9.8% |
53.00 |
1.1% |
98% |
True |
False |
4,556 |
40 |
4,621.00 |
4,167.50 |
453.50 |
9.8% |
59.50 |
1.3% |
98% |
True |
False |
4,056 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.4% |
54.25 |
1.2% |
92% |
False |
False |
3,029 |
80 |
4,726.00 |
4,167.50 |
558.50 |
12.1% |
54.00 |
1.2% |
80% |
False |
False |
2,313 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
50.25 |
1.1% |
78% |
False |
False |
1,861 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
46.25 |
1.0% |
78% |
False |
False |
1,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,841.00 |
2.618 |
4,756.50 |
1.618 |
4,704.75 |
1.000 |
4,672.75 |
0.618 |
4,653.00 |
HIGH |
4,621.00 |
0.618 |
4,601.25 |
0.500 |
4,595.00 |
0.382 |
4,589.00 |
LOW |
4,569.25 |
0.618 |
4,537.25 |
1.000 |
4,517.50 |
1.618 |
4,485.50 |
2.618 |
4,433.75 |
4.250 |
4,349.25 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,606.50 |
4,603.25 |
PP |
4,600.75 |
4,594.50 |
S1 |
4,595.00 |
4,586.00 |
|