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 |
4,613.25 |
4,596.00 |
-17.25 |
-0.4% |
4,475.00 |
High |
4,616.50 |
4,630.00 |
13.50 |
0.3% |
4,589.50 |
Low |
4,586.50 |
4,593.00 |
6.50 |
0.1% |
4,455.75 |
Close |
4,601.25 |
4,617.25 |
16.00 |
0.3% |
4,576.75 |
Range |
30.00 |
37.00 |
7.00 |
23.3% |
133.75 |
ATR |
51.75 |
50.70 |
-1.05 |
-2.0% |
0.00 |
Volume |
4,116 |
7,611 |
3,495 |
84.9% |
27,416 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,724.50 |
4,707.75 |
4,637.50 |
|
R3 |
4,687.50 |
4,670.75 |
4,627.50 |
|
R2 |
4,650.50 |
4,650.50 |
4,624.00 |
|
R1 |
4,633.75 |
4,633.75 |
4,620.75 |
4,642.00 |
PP |
4,613.50 |
4,613.50 |
4,613.50 |
4,617.50 |
S1 |
4,596.75 |
4,596.75 |
4,613.75 |
4,605.00 |
S2 |
4,576.50 |
4,576.50 |
4,610.50 |
|
S3 |
4,539.50 |
4,559.75 |
4,607.00 |
|
S4 |
4,502.50 |
4,522.75 |
4,597.00 |
|
|
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 |
4,630.00 |
4,550.75 |
79.25 |
1.7% |
34.75 |
0.8% |
84% |
True |
False |
4,669 |
10 |
4,630.00 |
4,402.00 |
228.00 |
4.9% |
47.00 |
1.0% |
94% |
True |
False |
5,064 |
20 |
4,630.00 |
4,167.50 |
462.50 |
10.0% |
50.50 |
1.1% |
97% |
True |
False |
4,710 |
40 |
4,630.00 |
4,167.50 |
462.50 |
10.0% |
57.75 |
1.3% |
97% |
True |
False |
4,163 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.4% |
53.75 |
1.2% |
94% |
False |
False |
3,216 |
80 |
4,698.25 |
4,167.50 |
530.75 |
11.5% |
54.25 |
1.2% |
85% |
False |
False |
2,459 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
50.25 |
1.1% |
79% |
False |
False |
1,978 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
46.25 |
1.0% |
79% |
False |
False |
1,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,787.25 |
2.618 |
4,726.75 |
1.618 |
4,689.75 |
1.000 |
4,667.00 |
0.618 |
4,652.75 |
HIGH |
4,630.00 |
0.618 |
4,615.75 |
0.500 |
4,611.50 |
0.382 |
4,607.25 |
LOW |
4,593.00 |
0.618 |
4,570.25 |
1.000 |
4,556.00 |
1.618 |
4,533.25 |
2.618 |
4,496.25 |
4.250 |
4,435.75 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,615.25 |
4,611.50 |
PP |
4,613.50 |
4,605.50 |
S1 |
4,611.50 |
4,599.50 |
|