| 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 |
2,020.2 |
2,040.0 |
19.8 |
1.0% |
1,982.3 |
| High |
2,049.1 |
2,046.8 |
-2.3 |
-0.1% |
2,035.0 |
| Low |
2,020.2 |
2,028.5 |
8.3 |
0.4% |
1,975.1 |
| Close |
2,041.0 |
2,032.4 |
-8.6 |
-0.4% |
2,024.2 |
| Range |
28.9 |
18.3 |
-10.6 |
-36.7% |
59.9 |
| ATR |
23.1 |
22.7 |
-0.3 |
-1.5% |
0.0 |
| Volume |
6,399 |
6,525 |
126 |
2.0% |
14,115 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.8 |
2,079.9 |
2,042.5 |
|
| R3 |
2,072.5 |
2,061.6 |
2,037.4 |
|
| R2 |
2,054.2 |
2,054.2 |
2,035.8 |
|
| R1 |
2,043.3 |
2,043.3 |
2,034.1 |
2,039.6 |
| PP |
2,035.9 |
2,035.9 |
2,035.9 |
2,034.1 |
| S1 |
2,025.0 |
2,025.0 |
2,030.7 |
2,021.3 |
| S2 |
2,017.6 |
2,017.6 |
2,029.0 |
|
| S3 |
1,999.3 |
2,006.7 |
2,027.4 |
|
| S4 |
1,981.0 |
1,988.4 |
2,022.3 |
|
|
| 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 |
2,049.1 |
2,000.2 |
48.9 |
2.4% |
22.2 |
1.1% |
66% |
False |
False |
4,788 |
| 10 |
2,049.1 |
1,975.1 |
74.0 |
3.6% |
22.8 |
1.1% |
77% |
False |
False |
3,957 |
| 20 |
2,058.5 |
1,975.1 |
83.4 |
4.1% |
21.9 |
1.1% |
69% |
False |
False |
3,639 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
22.7 |
1.1% |
87% |
False |
False |
3,073 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
19.8 |
1.0% |
87% |
False |
False |
2,352 |
| 80 |
2,058.5 |
1,861.7 |
196.8 |
9.7% |
18.7 |
0.9% |
87% |
False |
False |
1,886 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
18.2 |
0.9% |
84% |
False |
False |
1,627 |
| 120 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
18.2 |
0.9% |
84% |
False |
False |
1,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.6 |
|
2.618 |
2,094.7 |
|
1.618 |
2,076.4 |
|
1.000 |
2,065.1 |
|
0.618 |
2,058.1 |
|
HIGH |
2,046.8 |
|
0.618 |
2,039.8 |
|
0.500 |
2,037.7 |
|
0.382 |
2,035.5 |
|
LOW |
2,028.5 |
|
0.618 |
2,017.2 |
|
1.000 |
2,010.2 |
|
1.618 |
1,998.9 |
|
2.618 |
1,980.6 |
|
4.250 |
1,950.7 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.7 |
2,030.9 |
| PP |
2,035.9 |
2,029.4 |
| S1 |
2,034.2 |
2,027.9 |
|