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 |
7,518.0 |
7,499.0 |
-19.0 |
-0.3% |
7,393.0 |
High |
7,535.5 |
7,516.0 |
-19.5 |
-0.3% |
7,540.5 |
Low |
7,518.0 |
7,499.0 |
-19.0 |
-0.3% |
7,393.0 |
Close |
7,534.5 |
7,516.0 |
-18.5 |
-0.2% |
7,540.5 |
Range |
17.5 |
17.0 |
-0.5 |
-2.9% |
147.5 |
ATR |
54.1 |
52.8 |
-1.3 |
-2.5% |
0.0 |
Volume |
1,766 |
30 |
-1,736 |
-98.3% |
121 |
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,561.5 |
7,555.5 |
7,525.5 |
|
R3 |
7,544.5 |
7,538.5 |
7,520.5 |
|
R2 |
7,527.5 |
7,527.5 |
7,519.0 |
|
R1 |
7,521.5 |
7,521.5 |
7,517.5 |
7,524.5 |
PP |
7,510.5 |
7,510.5 |
7,510.5 |
7,512.0 |
S1 |
7,504.5 |
7,504.5 |
7,514.5 |
7,507.5 |
S2 |
7,493.5 |
7,493.5 |
7,513.0 |
|
S3 |
7,476.5 |
7,487.5 |
7,511.5 |
|
S4 |
7,459.5 |
7,470.5 |
7,506.5 |
|
|
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% |
29.5 |
0.4% |
73% |
False |
False |
370 |
10 |
7,540.5 |
7,355.0 |
185.5 |
2.5% |
33.5 |
0.4% |
87% |
False |
False |
198 |
20 |
7,540.5 |
7,319.0 |
221.5 |
2.9% |
24.0 |
0.3% |
89% |
False |
False |
100 |
40 |
7,759.0 |
7,319.0 |
440.0 |
5.9% |
29.0 |
0.4% |
45% |
False |
False |
154 |
60 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
20.0 |
0.3% |
39% |
False |
False |
136 |
80 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
15.0 |
0.2% |
39% |
False |
False |
102 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
13.0 |
0.2% |
39% |
False |
False |
84 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
11.0 |
0.1% |
39% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,588.0 |
2.618 |
7,560.5 |
1.618 |
7,543.5 |
1.000 |
7,533.0 |
0.618 |
7,526.5 |
HIGH |
7,516.0 |
0.618 |
7,509.5 |
0.500 |
7,507.5 |
0.382 |
7,505.5 |
LOW |
7,499.0 |
0.618 |
7,488.5 |
1.000 |
7,482.0 |
1.618 |
7,471.5 |
2.618 |
7,454.5 |
4.250 |
7,427.0 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,513.0 |
7,514.0 |
PP |
7,510.5 |
7,512.5 |
S1 |
7,507.5 |
7,511.0 |
|