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 |
4,574.25 |
4,613.25 |
39.00 |
0.9% |
4,475.00 |
High |
4,621.00 |
4,616.50 |
-4.50 |
-0.1% |
4,589.50 |
Low |
4,569.25 |
4,586.50 |
17.25 |
0.4% |
4,455.75 |
Close |
4,612.00 |
4,601.25 |
-10.75 |
-0.2% |
4,576.75 |
Range |
51.75 |
30.00 |
-21.75 |
-42.0% |
133.75 |
ATR |
53.42 |
51.75 |
-1.67 |
-3.1% |
0.00 |
Volume |
4,810 |
4,116 |
-694 |
-14.4% |
27,416 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,691.50 |
4,676.25 |
4,617.75 |
|
R3 |
4,661.50 |
4,646.25 |
4,609.50 |
|
R2 |
4,631.50 |
4,631.50 |
4,606.75 |
|
R1 |
4,616.25 |
4,616.25 |
4,604.00 |
4,609.00 |
PP |
4,601.50 |
4,601.50 |
4,601.50 |
4,597.75 |
S1 |
4,586.25 |
4,586.25 |
4,598.50 |
4,579.00 |
S2 |
4,571.50 |
4,571.50 |
4,595.75 |
|
S3 |
4,541.50 |
4,556.25 |
4,593.00 |
|
S4 |
4,511.50 |
4,526.25 |
4,584.75 |
|
|
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 |
4,550.75 |
70.25 |
1.5% |
33.25 |
0.7% |
72% |
False |
False |
4,534 |
10 |
4,621.00 |
4,402.00 |
219.00 |
4.8% |
46.75 |
1.0% |
91% |
False |
False |
4,545 |
20 |
4,621.00 |
4,167.50 |
453.50 |
9.9% |
52.25 |
1.1% |
96% |
False |
False |
4,581 |
40 |
4,621.00 |
4,167.50 |
453.50 |
9.9% |
58.50 |
1.3% |
96% |
False |
False |
4,081 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.5% |
54.25 |
1.2% |
90% |
False |
False |
3,096 |
80 |
4,726.00 |
4,167.50 |
558.50 |
12.1% |
54.00 |
1.2% |
78% |
False |
False |
2,365 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
50.00 |
1.1% |
76% |
False |
False |
1,902 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
46.25 |
1.0% |
76% |
False |
False |
1,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,744.00 |
2.618 |
4,695.00 |
1.618 |
4,665.00 |
1.000 |
4,646.50 |
0.618 |
4,635.00 |
HIGH |
4,616.50 |
0.618 |
4,605.00 |
0.500 |
4,601.50 |
0.382 |
4,598.00 |
LOW |
4,586.50 |
0.618 |
4,568.00 |
1.000 |
4,556.50 |
1.618 |
4,538.00 |
2.618 |
4,508.00 |
4.250 |
4,459.00 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,601.50 |
4,598.00 |
PP |
4,601.50 |
4,594.50 |
S1 |
4,601.25 |
4,591.25 |
|