| 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 |
16,292.50 |
16,158.25 |
-134.25 |
-0.8% |
15,782.75 |
| High |
16,323.00 |
16,373.50 |
50.50 |
0.3% |
16,246.00 |
| Low |
16,115.25 |
16,144.00 |
28.75 |
0.2% |
15,662.50 |
| Close |
16,191.25 |
16,251.25 |
60.00 |
0.4% |
16,095.00 |
| Range |
207.75 |
229.50 |
21.75 |
10.5% |
583.50 |
| ATR |
236.54 |
236.04 |
-0.50 |
-0.2% |
0.00 |
| Volume |
1,358 |
1,775 |
417 |
30.7% |
5,034 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,944.75 |
16,827.50 |
16,377.50 |
|
| R3 |
16,715.25 |
16,598.00 |
16,314.25 |
|
| R2 |
16,485.75 |
16,485.75 |
16,293.25 |
|
| R1 |
16,368.50 |
16,368.50 |
16,272.25 |
16,427.00 |
| PP |
16,256.25 |
16,256.25 |
16,256.25 |
16,285.50 |
| S1 |
16,139.00 |
16,139.00 |
16,230.25 |
16,197.50 |
| S2 |
16,026.75 |
16,026.75 |
16,209.25 |
|
| S3 |
15,797.25 |
15,909.50 |
16,188.25 |
|
| S4 |
15,567.75 |
15,680.00 |
16,125.00 |
|
|
| 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 |
16,373.50 |
15,997.25 |
376.25 |
2.3% |
187.00 |
1.2% |
68% |
True |
False |
1,146 |
| 10 |
16,373.50 |
15,401.25 |
972.25 |
6.0% |
227.50 |
1.4% |
87% |
True |
False |
1,238 |
| 20 |
16,373.50 |
14,322.75 |
2,050.75 |
12.6% |
226.75 |
1.4% |
94% |
True |
False |
1,295 |
| 40 |
16,373.50 |
14,322.75 |
2,050.75 |
12.6% |
255.75 |
1.6% |
94% |
True |
False |
1,133 |
| 60 |
16,373.50 |
14,322.75 |
2,050.75 |
12.6% |
239.50 |
1.5% |
94% |
True |
False |
916 |
| 80 |
16,373.50 |
14,322.75 |
2,050.75 |
12.6% |
247.25 |
1.5% |
94% |
True |
False |
712 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
226.00 |
1.4% |
91% |
False |
False |
571 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
196.00 |
1.2% |
91% |
False |
False |
476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,349.00 |
|
2.618 |
16,974.25 |
|
1.618 |
16,744.75 |
|
1.000 |
16,603.00 |
|
0.618 |
16,515.25 |
|
HIGH |
16,373.50 |
|
0.618 |
16,285.75 |
|
0.500 |
16,258.75 |
|
0.382 |
16,231.75 |
|
LOW |
16,144.00 |
|
0.618 |
16,002.25 |
|
1.000 |
15,914.50 |
|
1.618 |
15,772.75 |
|
2.618 |
15,543.25 |
|
4.250 |
15,168.50 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,258.75 |
16,236.00 |
| PP |
16,256.25 |
16,221.00 |
| S1 |
16,253.75 |
16,205.75 |
|