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 |
7,481.0 |
7,518.0 |
37.0 |
0.5% |
7,393.0 |
High |
7,540.5 |
7,535.5 |
-5.0 |
-0.1% |
7,540.5 |
Low |
7,481.0 |
7,518.0 |
37.0 |
0.5% |
7,393.0 |
Close |
7,540.5 |
7,534.5 |
-6.0 |
-0.1% |
7,540.5 |
Range |
59.5 |
17.5 |
-42.0 |
-70.6% |
147.5 |
ATR |
56.5 |
54.1 |
-2.4 |
-4.3% |
0.0 |
Volume |
14 |
1,766 |
1,752 |
12,514.3% |
121 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,582.0 |
7,575.5 |
7,544.0 |
|
R3 |
7,564.5 |
7,558.0 |
7,539.5 |
|
R2 |
7,547.0 |
7,547.0 |
7,537.5 |
|
R1 |
7,540.5 |
7,540.5 |
7,536.0 |
7,544.0 |
PP |
7,529.5 |
7,529.5 |
7,529.5 |
7,531.0 |
S1 |
7,523.0 |
7,523.0 |
7,533.0 |
7,526.0 |
S2 |
7,512.0 |
7,512.0 |
7,531.5 |
|
S3 |
7,494.5 |
7,505.5 |
7,529.5 |
|
S4 |
7,477.0 |
7,488.0 |
7,525.0 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,934.0 |
7,884.5 |
7,621.5 |
|
R3 |
7,786.5 |
7,737.0 |
7,581.0 |
|
R2 |
7,639.0 |
7,639.0 |
7,567.5 |
|
R1 |
7,589.5 |
7,589.5 |
7,554.0 |
7,614.0 |
PP |
7,491.5 |
7,491.5 |
7,491.5 |
7,503.5 |
S1 |
7,442.0 |
7,442.0 |
7,527.0 |
7,467.0 |
S2 |
7,344.0 |
7,344.0 |
7,513.5 |
|
S3 |
7,196.5 |
7,294.5 |
7,500.0 |
|
S4 |
7,049.0 |
7,147.0 |
7,459.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,540.5 |
7,449.0 |
91.5 |
1.2% |
30.5 |
0.4% |
93% |
False |
False |
372 |
10 |
7,540.5 |
7,355.0 |
185.5 |
2.5% |
31.5 |
0.4% |
97% |
False |
False |
195 |
20 |
7,540.5 |
7,319.0 |
221.5 |
2.9% |
25.5 |
0.3% |
97% |
False |
False |
98 |
40 |
7,759.0 |
7,319.0 |
440.0 |
5.8% |
28.5 |
0.4% |
49% |
False |
False |
153 |
60 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
19.5 |
0.3% |
42% |
False |
False |
136 |
80 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
14.5 |
0.2% |
42% |
False |
False |
102 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
13.0 |
0.2% |
42% |
False |
False |
84 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
11.0 |
0.1% |
42% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,610.0 |
2.618 |
7,581.5 |
1.618 |
7,564.0 |
1.000 |
7,553.0 |
0.618 |
7,546.5 |
HIGH |
7,535.5 |
0.618 |
7,529.0 |
0.500 |
7,527.0 |
0.382 |
7,524.5 |
LOW |
7,518.0 |
0.618 |
7,507.0 |
1.000 |
7,500.5 |
1.618 |
7,489.5 |
2.618 |
7,472.0 |
4.250 |
7,443.5 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,532.0 |
7,521.0 |
PP |
7,529.5 |
7,508.0 |
S1 |
7,527.0 |
7,495.0 |
|