| 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 |
2,027.5 |
2,019.3 |
-8.2 |
-0.4% |
1,982.3 |
| High |
2,035.0 |
2,027.0 |
-8.0 |
-0.4% |
2,035.0 |
| Low |
2,020.9 |
2,006.7 |
-14.2 |
-0.7% |
1,975.1 |
| Close |
2,024.2 |
2,019.6 |
-4.6 |
-0.2% |
2,024.2 |
| Range |
14.1 |
20.3 |
6.2 |
44.0% |
59.9 |
| ATR |
22.8 |
22.6 |
-0.2 |
-0.8% |
0.0 |
| Volume |
2,513 |
4,852 |
2,339 |
93.1% |
14,115 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.7 |
2,069.4 |
2,030.8 |
|
| R3 |
2,058.4 |
2,049.1 |
2,025.2 |
|
| R2 |
2,038.1 |
2,038.1 |
2,023.3 |
|
| R1 |
2,028.8 |
2,028.8 |
2,021.5 |
2,033.5 |
| PP |
2,017.8 |
2,017.8 |
2,017.8 |
2,020.1 |
| S1 |
2,008.5 |
2,008.5 |
2,017.7 |
2,013.2 |
| S2 |
1,997.5 |
1,997.5 |
2,015.9 |
|
| S3 |
1,977.2 |
1,988.2 |
2,014.0 |
|
| S4 |
1,956.9 |
1,967.9 |
2,008.4 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.1 |
2,167.6 |
2,057.1 |
|
| R3 |
2,131.2 |
2,107.7 |
2,040.7 |
|
| R2 |
2,071.3 |
2,071.3 |
2,035.2 |
|
| R1 |
2,047.8 |
2,047.8 |
2,029.7 |
2,059.6 |
| PP |
2,011.4 |
2,011.4 |
2,011.4 |
2,017.3 |
| S1 |
1,987.9 |
1,987.9 |
2,018.7 |
1,999.7 |
| S2 |
1,951.5 |
1,951.5 |
2,013.2 |
|
| S3 |
1,891.6 |
1,928.0 |
2,007.7 |
|
| S4 |
1,831.7 |
1,868.1 |
1,991.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,035.0 |
1,983.0 |
52.0 |
2.6% |
22.5 |
1.1% |
70% |
False |
False |
3,211 |
| 10 |
2,035.0 |
1,975.1 |
59.9 |
3.0% |
22.3 |
1.1% |
74% |
False |
False |
3,556 |
| 20 |
2,058.5 |
1,975.1 |
83.4 |
4.1% |
22.1 |
1.1% |
53% |
False |
False |
3,293 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
22.7 |
1.1% |
80% |
False |
False |
2,838 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
19.6 |
1.0% |
80% |
False |
False |
2,148 |
| 80 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
18.7 |
0.9% |
80% |
False |
False |
1,738 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.1% |
18.1 |
0.9% |
77% |
False |
False |
1,500 |
| 120 |
2,074.8 |
1,861.7 |
213.1 |
10.6% |
18.3 |
0.9% |
74% |
False |
False |
1,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,113.3 |
|
2.618 |
2,080.1 |
|
1.618 |
2,059.8 |
|
1.000 |
2,047.3 |
|
0.618 |
2,039.5 |
|
HIGH |
2,027.0 |
|
0.618 |
2,019.2 |
|
0.500 |
2,016.9 |
|
0.382 |
2,014.5 |
|
LOW |
2,006.7 |
|
0.618 |
1,994.2 |
|
1.000 |
1,986.4 |
|
1.618 |
1,973.9 |
|
2.618 |
1,953.6 |
|
4.250 |
1,920.4 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.7 |
2,018.9 |
| PP |
2,017.8 |
2,018.3 |
| S1 |
2,016.9 |
2,017.6 |
|