| 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 |
16,085.50 |
16,100.00 |
14.50 |
0.1% |
15,782.75 |
| High |
16,138.00 |
16,317.50 |
179.50 |
1.1% |
16,246.00 |
| Low |
16,024.75 |
16,038.00 |
13.25 |
0.1% |
15,662.50 |
| Close |
16,095.00 |
16,288.25 |
193.25 |
1.2% |
16,095.00 |
| Range |
113.25 |
279.50 |
166.25 |
146.8% |
583.50 |
| ATR |
235.62 |
238.76 |
3.13 |
1.3% |
0.00 |
| Volume |
664 |
1,281 |
617 |
92.9% |
5,034 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,053.00 |
16,950.25 |
16,442.00 |
|
| R3 |
16,773.50 |
16,670.75 |
16,365.00 |
|
| R2 |
16,494.00 |
16,494.00 |
16,339.50 |
|
| R1 |
16,391.25 |
16,391.25 |
16,313.75 |
16,442.50 |
| PP |
16,214.50 |
16,214.50 |
16,214.50 |
16,240.25 |
| S1 |
16,111.75 |
16,111.75 |
16,262.75 |
16,163.00 |
| S2 |
15,935.00 |
15,935.00 |
16,237.00 |
|
| S3 |
15,655.50 |
15,832.25 |
16,211.50 |
|
| S4 |
15,376.00 |
15,552.75 |
16,134.50 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,751.75 |
17,506.75 |
16,416.00 |
|
| R3 |
17,168.25 |
16,923.25 |
16,255.50 |
|
| R2 |
16,584.75 |
16,584.75 |
16,202.00 |
|
| R1 |
16,339.75 |
16,339.75 |
16,148.50 |
16,462.25 |
| PP |
16,001.25 |
16,001.25 |
16,001.25 |
16,062.50 |
| S1 |
15,756.25 |
15,756.25 |
16,041.50 |
15,878.75 |
| S2 |
15,417.75 |
15,417.75 |
15,988.00 |
|
| S3 |
14,834.25 |
15,172.75 |
15,934.50 |
|
| S4 |
14,250.75 |
14,589.25 |
15,774.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,317.50 |
15,750.50 |
567.00 |
3.5% |
216.00 |
1.3% |
95% |
True |
False |
1,038 |
| 10 |
16,317.50 |
15,368.00 |
949.50 |
5.8% |
220.50 |
1.4% |
97% |
True |
False |
1,130 |
| 20 |
16,317.50 |
14,322.75 |
1,994.75 |
12.2% |
236.00 |
1.4% |
99% |
True |
False |
1,264 |
| 40 |
16,317.50 |
14,322.75 |
1,994.75 |
12.2% |
257.75 |
1.6% |
99% |
True |
False |
1,109 |
| 60 |
16,317.50 |
14,322.75 |
1,994.75 |
12.2% |
240.75 |
1.5% |
99% |
True |
False |
870 |
| 80 |
16,317.50 |
14,322.75 |
1,994.75 |
12.2% |
244.75 |
1.5% |
99% |
True |
False |
674 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
222.00 |
1.4% |
93% |
False |
False |
540 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
193.00 |
1.2% |
93% |
False |
False |
450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,505.50 |
|
2.618 |
17,049.25 |
|
1.618 |
16,769.75 |
|
1.000 |
16,597.00 |
|
0.618 |
16,490.25 |
|
HIGH |
16,317.50 |
|
0.618 |
16,210.75 |
|
0.500 |
16,177.75 |
|
0.382 |
16,144.75 |
|
LOW |
16,038.00 |
|
0.618 |
15,865.25 |
|
1.000 |
15,758.50 |
|
1.618 |
15,585.75 |
|
2.618 |
15,306.25 |
|
4.250 |
14,850.00 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,251.50 |
16,244.50 |
| PP |
16,214.50 |
16,201.00 |
| S1 |
16,177.75 |
16,157.50 |
|