| 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 |
16,037.0 |
16,120.0 |
83.0 |
0.5% |
15,477.0 |
| High |
16,155.0 |
16,129.0 |
-26.0 |
-0.2% |
16,155.0 |
| Low |
16,037.0 |
16,117.0 |
80.0 |
0.5% |
15,477.0 |
| Close |
16,138.0 |
16,128.0 |
-10.0 |
-0.1% |
16,138.0 |
| Range |
118.0 |
12.0 |
-106.0 |
-89.8% |
678.0 |
| ATR |
147.8 |
138.8 |
-9.1 |
-6.1% |
0.0 |
| Volume |
46 |
7 |
-39 |
-84.8% |
224 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,160.7 |
16,156.3 |
16,134.6 |
|
| R3 |
16,148.7 |
16,144.3 |
16,131.3 |
|
| R2 |
16,136.7 |
16,136.7 |
16,130.2 |
|
| R1 |
16,132.3 |
16,132.3 |
16,129.1 |
16,134.5 |
| PP |
16,124.7 |
16,124.7 |
16,124.7 |
16,125.8 |
| S1 |
16,120.3 |
16,120.3 |
16,126.9 |
16,122.5 |
| S2 |
16,112.7 |
16,112.7 |
16,125.8 |
|
| S3 |
16,100.7 |
16,108.3 |
16,124.7 |
|
| S4 |
16,088.7 |
16,096.3 |
16,121.4 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,957.3 |
17,725.7 |
16,510.9 |
|
| R3 |
17,279.3 |
17,047.7 |
16,324.5 |
|
| R2 |
16,601.3 |
16,601.3 |
16,262.3 |
|
| R1 |
16,369.7 |
16,369.7 |
16,200.2 |
16,485.5 |
| PP |
15,923.3 |
15,923.3 |
15,923.3 |
15,981.3 |
| S1 |
15,691.7 |
15,691.7 |
16,075.9 |
15,807.5 |
| S2 |
15,245.3 |
15,245.3 |
16,013.7 |
|
| S3 |
14,567.3 |
15,013.7 |
15,951.6 |
|
| S4 |
13,889.3 |
14,335.7 |
15,765.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,155.0 |
15,587.0 |
568.0 |
3.5% |
114.2 |
0.7% |
95% |
False |
False |
39 |
| 10 |
16,155.0 |
15,325.0 |
830.0 |
5.1% |
113.0 |
0.7% |
97% |
False |
False |
30 |
| 20 |
16,155.0 |
14,836.0 |
1,319.0 |
8.2% |
110.9 |
0.7% |
98% |
False |
False |
28 |
| 40 |
16,155.0 |
14,836.0 |
1,319.0 |
8.2% |
107.5 |
0.7% |
98% |
False |
False |
29 |
| 60 |
16,319.0 |
14,836.0 |
1,483.0 |
9.2% |
87.5 |
0.5% |
87% |
False |
False |
22 |
| 80 |
16,667.0 |
14,836.0 |
1,831.0 |
11.4% |
74.6 |
0.5% |
71% |
False |
False |
17 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
59.7 |
0.4% |
63% |
False |
False |
13 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
49.7 |
0.3% |
63% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,180.0 |
|
2.618 |
16,160.4 |
|
1.618 |
16,148.4 |
|
1.000 |
16,141.0 |
|
0.618 |
16,136.4 |
|
HIGH |
16,129.0 |
|
0.618 |
16,124.4 |
|
0.500 |
16,123.0 |
|
0.382 |
16,121.6 |
|
LOW |
16,117.0 |
|
0.618 |
16,109.6 |
|
1.000 |
16,105.0 |
|
1.618 |
16,097.6 |
|
2.618 |
16,085.6 |
|
4.250 |
16,066.0 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,126.3 |
16,110.0 |
| PP |
16,124.7 |
16,092.0 |
| S1 |
16,123.0 |
16,074.0 |
|