| 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 |
16,100.00 |
16,292.50 |
192.50 |
1.2% |
15,782.75 |
| High |
16,317.50 |
16,323.00 |
5.50 |
0.0% |
16,246.00 |
| Low |
16,038.00 |
16,115.25 |
77.25 |
0.5% |
15,662.50 |
| Close |
16,288.25 |
16,191.25 |
-97.00 |
-0.6% |
16,095.00 |
| Range |
279.50 |
207.75 |
-71.75 |
-25.7% |
583.50 |
| ATR |
238.76 |
236.54 |
-2.21 |
-0.9% |
0.00 |
| Volume |
1,281 |
1,358 |
77 |
6.0% |
5,034 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,833.00 |
16,720.00 |
16,305.50 |
|
| R3 |
16,625.25 |
16,512.25 |
16,248.50 |
|
| R2 |
16,417.50 |
16,417.50 |
16,229.25 |
|
| R1 |
16,304.50 |
16,304.50 |
16,210.25 |
16,257.00 |
| PP |
16,209.75 |
16,209.75 |
16,209.75 |
16,186.25 |
| S1 |
16,096.75 |
16,096.75 |
16,172.25 |
16,049.50 |
| S2 |
16,002.00 |
16,002.00 |
16,153.25 |
|
| S3 |
15,794.25 |
15,889.00 |
16,134.00 |
|
| S4 |
15,586.50 |
15,681.25 |
16,077.00 |
|
|
| 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 |
16,323.00 |
15,997.25 |
325.75 |
2.0% |
184.25 |
1.1% |
60% |
True |
False |
1,041 |
| 10 |
16,323.00 |
15,401.25 |
921.75 |
5.7% |
217.50 |
1.3% |
86% |
True |
False |
1,131 |
| 20 |
16,323.00 |
14,322.75 |
2,000.25 |
12.4% |
235.25 |
1.5% |
93% |
True |
False |
1,271 |
| 40 |
16,323.00 |
14,322.75 |
2,000.25 |
12.4% |
256.00 |
1.6% |
93% |
True |
False |
1,121 |
| 60 |
16,323.00 |
14,322.75 |
2,000.25 |
12.4% |
241.75 |
1.5% |
93% |
True |
False |
891 |
| 80 |
16,323.00 |
14,322.75 |
2,000.25 |
12.4% |
246.00 |
1.5% |
93% |
True |
False |
690 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
224.00 |
1.4% |
88% |
False |
False |
553 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
194.00 |
1.2% |
88% |
False |
False |
461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,206.00 |
|
2.618 |
16,867.00 |
|
1.618 |
16,659.25 |
|
1.000 |
16,530.75 |
|
0.618 |
16,451.50 |
|
HIGH |
16,323.00 |
|
0.618 |
16,243.75 |
|
0.500 |
16,219.00 |
|
0.382 |
16,194.50 |
|
LOW |
16,115.25 |
|
0.618 |
15,986.75 |
|
1.000 |
15,907.50 |
|
1.618 |
15,779.00 |
|
2.618 |
15,571.25 |
|
4.250 |
15,232.25 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,219.00 |
16,185.50 |
| PP |
16,209.75 |
16,179.75 |
| S1 |
16,200.50 |
16,174.00 |
|