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 |
16,120.0 |
16,131.0 |
11.0 |
0.1% |
15,477.0 |
High |
16,129.0 |
16,155.0 |
26.0 |
0.2% |
16,155.0 |
Low |
16,117.0 |
16,124.0 |
7.0 |
0.0% |
15,477.0 |
Close |
16,128.0 |
16,124.0 |
-4.0 |
0.0% |
16,138.0 |
Range |
12.0 |
31.0 |
19.0 |
158.3% |
678.0 |
ATR |
138.8 |
131.1 |
-7.7 |
-5.5% |
0.0 |
Volume |
7 |
25 |
18 |
257.1% |
224 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,227.3 |
16,206.7 |
16,141.1 |
|
R3 |
16,196.3 |
16,175.7 |
16,132.5 |
|
R2 |
16,165.3 |
16,165.3 |
16,129.7 |
|
R1 |
16,144.7 |
16,144.7 |
16,126.8 |
16,139.5 |
PP |
16,134.3 |
16,134.3 |
16,134.3 |
16,131.8 |
S1 |
16,113.7 |
16,113.7 |
16,121.2 |
16,108.5 |
S2 |
16,103.3 |
16,103.3 |
16,118.3 |
|
S3 |
16,072.3 |
16,082.7 |
16,115.5 |
|
S4 |
16,041.3 |
16,051.7 |
16,107.0 |
|
|
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 |
15,836.0 |
319.0 |
2.0% |
69.6 |
0.4% |
90% |
True |
False |
36 |
10 |
16,155.0 |
15,330.0 |
825.0 |
5.1% |
108.6 |
0.7% |
96% |
True |
False |
31 |
20 |
16,155.0 |
14,836.0 |
1,319.0 |
8.2% |
107.8 |
0.7% |
98% |
True |
False |
28 |
40 |
16,155.0 |
14,836.0 |
1,319.0 |
8.2% |
104.6 |
0.6% |
98% |
True |
False |
29 |
60 |
16,319.0 |
14,836.0 |
1,483.0 |
9.2% |
87.6 |
0.5% |
87% |
False |
False |
22 |
80 |
16,402.0 |
14,836.0 |
1,566.0 |
9.7% |
75.0 |
0.5% |
82% |
False |
False |
17 |
100 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
60.0 |
0.4% |
63% |
False |
False |
13 |
120 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
50.0 |
0.3% |
63% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,286.8 |
2.618 |
16,236.2 |
1.618 |
16,205.2 |
1.000 |
16,186.0 |
0.618 |
16,174.2 |
HIGH |
16,155.0 |
0.618 |
16,143.2 |
0.500 |
16,139.5 |
0.382 |
16,135.8 |
LOW |
16,124.0 |
0.618 |
16,104.8 |
1.000 |
16,093.0 |
1.618 |
16,073.8 |
2.618 |
16,042.8 |
4.250 |
15,992.3 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
16,139.5 |
16,114.7 |
PP |
16,134.3 |
16,105.3 |
S1 |
16,129.2 |
16,096.0 |
|