| 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 |
16,131.0 |
16,149.0 |
18.0 |
0.1% |
15,477.0 |
| High |
16,155.0 |
16,200.0 |
45.0 |
0.3% |
16,155.0 |
| Low |
16,124.0 |
16,149.0 |
25.0 |
0.2% |
15,477.0 |
| Close |
16,124.0 |
16,177.0 |
53.0 |
0.3% |
16,138.0 |
| Range |
31.0 |
51.0 |
20.0 |
64.5% |
678.0 |
| ATR |
131.1 |
127.1 |
-3.9 |
-3.0% |
0.0 |
| Volume |
25 |
84 |
59 |
236.0% |
224 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,328.3 |
16,303.7 |
16,205.1 |
|
| R3 |
16,277.3 |
16,252.7 |
16,191.0 |
|
| R2 |
16,226.3 |
16,226.3 |
16,186.4 |
|
| R1 |
16,201.7 |
16,201.7 |
16,181.7 |
16,214.0 |
| PP |
16,175.3 |
16,175.3 |
16,175.3 |
16,181.5 |
| S1 |
16,150.7 |
16,150.7 |
16,172.3 |
16,163.0 |
| S2 |
16,124.3 |
16,124.3 |
16,167.7 |
|
| S3 |
16,073.3 |
16,099.7 |
16,163.0 |
|
| S4 |
16,022.3 |
16,048.7 |
16,149.0 |
|
|
| 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 |
16,200.0 |
15,993.0 |
207.0 |
1.3% |
52.0 |
0.3% |
89% |
True |
False |
42 |
| 10 |
16,200.0 |
15,389.0 |
811.0 |
5.0% |
96.7 |
0.6% |
97% |
True |
False |
37 |
| 20 |
16,200.0 |
14,836.0 |
1,364.0 |
8.4% |
105.9 |
0.7% |
98% |
True |
False |
29 |
| 40 |
16,200.0 |
14,836.0 |
1,364.0 |
8.4% |
105.9 |
0.7% |
98% |
True |
False |
31 |
| 60 |
16,319.0 |
14,836.0 |
1,483.0 |
9.2% |
88.5 |
0.5% |
90% |
False |
False |
24 |
| 80 |
16,369.0 |
14,836.0 |
1,533.0 |
9.5% |
75.6 |
0.5% |
87% |
False |
False |
18 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
60.5 |
0.4% |
65% |
False |
False |
14 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
50.4 |
0.3% |
65% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,416.8 |
|
2.618 |
16,333.5 |
|
1.618 |
16,282.5 |
|
1.000 |
16,251.0 |
|
0.618 |
16,231.5 |
|
HIGH |
16,200.0 |
|
0.618 |
16,180.5 |
|
0.500 |
16,174.5 |
|
0.382 |
16,168.5 |
|
LOW |
16,149.0 |
|
0.618 |
16,117.5 |
|
1.000 |
16,098.0 |
|
1.618 |
16,066.5 |
|
2.618 |
16,015.5 |
|
4.250 |
15,932.3 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,176.2 |
16,170.8 |
| PP |
16,175.3 |
16,164.7 |
| S1 |
16,174.5 |
16,158.5 |
|