| 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 |
2,045.0 |
2,039.4 |
-5.6 |
-0.3% |
2,003.2 |
| High |
2,055.5 |
2,046.3 |
-9.2 |
-0.4% |
2,055.5 |
| Low |
2,040.9 |
2,026.6 |
-14.3 |
-0.7% |
1,994.8 |
| Close |
2,044.1 |
2,039.4 |
-4.7 |
-0.2% |
2,044.1 |
| Range |
14.6 |
19.7 |
5.1 |
34.9% |
60.7 |
| ATR |
23.1 |
22.8 |
-0.2 |
-1.0% |
0.0 |
| Volume |
1,505 |
1,359 |
-146 |
-9.7% |
10,417 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,096.5 |
2,087.7 |
2,050.2 |
|
| R3 |
2,076.8 |
2,068.0 |
2,044.8 |
|
| R2 |
2,057.1 |
2,057.1 |
2,043.0 |
|
| R1 |
2,048.3 |
2,048.3 |
2,041.2 |
2,049.3 |
| PP |
2,037.4 |
2,037.4 |
2,037.4 |
2,037.9 |
| S1 |
2,028.6 |
2,028.6 |
2,037.6 |
2,029.6 |
| S2 |
2,017.7 |
2,017.7 |
2,035.8 |
|
| S3 |
1,998.0 |
2,008.9 |
2,034.0 |
|
| S4 |
1,978.3 |
1,989.2 |
2,028.6 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.6 |
2,189.5 |
2,077.5 |
|
| R3 |
2,152.9 |
2,128.8 |
2,060.8 |
|
| R2 |
2,092.2 |
2,092.2 |
2,055.2 |
|
| R1 |
2,068.1 |
2,068.1 |
2,049.7 |
2,080.2 |
| PP |
2,031.5 |
2,031.5 |
2,031.5 |
2,037.5 |
| S1 |
2,007.4 |
2,007.4 |
2,038.5 |
2,019.5 |
| S2 |
1,970.8 |
1,970.8 |
2,033.0 |
|
| S3 |
1,910.1 |
1,946.7 |
2,027.4 |
|
| S4 |
1,849.4 |
1,886.0 |
2,010.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,055.5 |
1,999.0 |
56.5 |
2.8% |
23.5 |
1.2% |
72% |
False |
False |
1,675 |
| 10 |
2,055.5 |
1,994.8 |
60.7 |
3.0% |
22.8 |
1.1% |
73% |
False |
False |
2,884 |
| 20 |
2,078.9 |
1,994.8 |
84.1 |
4.1% |
22.4 |
1.1% |
53% |
False |
False |
2,772 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
22.7 |
1.1% |
80% |
False |
False |
2,086 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
19.4 |
1.0% |
80% |
False |
False |
1,550 |
| 80 |
2,078.9 |
1,879.5 |
199.4 |
9.8% |
18.2 |
0.9% |
80% |
False |
False |
1,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.0 |
|
2.618 |
2,097.9 |
|
1.618 |
2,078.2 |
|
1.000 |
2,066.0 |
|
0.618 |
2,058.5 |
|
HIGH |
2,046.3 |
|
0.618 |
2,038.8 |
|
0.500 |
2,036.5 |
|
0.382 |
2,034.1 |
|
LOW |
2,026.6 |
|
0.618 |
2,014.4 |
|
1.000 |
2,006.9 |
|
1.618 |
1,994.7 |
|
2.618 |
1,975.0 |
|
4.250 |
1,942.9 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,038.4 |
2,038.9 |
| PP |
2,037.4 |
2,038.3 |
| S1 |
2,036.5 |
2,037.8 |
|