| 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 |
2,041.1 |
2,059.0 |
17.9 |
0.9% |
2,003.2 |
| High |
2,068.8 |
2,066.2 |
-2.6 |
-0.1% |
2,055.5 |
| Low |
2,041.1 |
2,049.0 |
7.9 |
0.4% |
1,994.8 |
| Close |
2,060.9 |
2,052.1 |
-8.8 |
-0.4% |
2,044.1 |
| Range |
27.7 |
17.2 |
-10.5 |
-37.9% |
60.7 |
| ATR |
23.3 |
22.9 |
-0.4 |
-1.9% |
0.0 |
| Volume |
2,455 |
3,532 |
1,077 |
43.9% |
10,417 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.4 |
2,096.9 |
2,061.6 |
|
| R3 |
2,090.2 |
2,079.7 |
2,056.8 |
|
| R2 |
2,073.0 |
2,073.0 |
2,055.3 |
|
| R1 |
2,062.5 |
2,062.5 |
2,053.7 |
2,059.2 |
| PP |
2,055.8 |
2,055.8 |
2,055.8 |
2,054.1 |
| S1 |
2,045.3 |
2,045.3 |
2,050.5 |
2,042.0 |
| S2 |
2,038.6 |
2,038.6 |
2,048.9 |
|
| S3 |
2,021.4 |
2,028.1 |
2,047.4 |
|
| S4 |
2,004.2 |
2,010.9 |
2,042.6 |
|
|
| 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 |
2,068.8 |
2,020.1 |
48.7 |
2.4% |
21.9 |
1.1% |
66% |
False |
False |
2,351 |
| 10 |
2,068.8 |
1,994.8 |
74.0 |
3.6% |
22.9 |
1.1% |
77% |
False |
False |
2,618 |
| 20 |
2,078.9 |
1,994.8 |
84.1 |
4.1% |
22.2 |
1.1% |
68% |
False |
False |
2,841 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
22.7 |
1.1% |
87% |
False |
False |
2,174 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
19.6 |
1.0% |
87% |
False |
False |
1,643 |
| 80 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
18.2 |
0.9% |
87% |
False |
False |
1,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,139.3 |
|
2.618 |
2,111.2 |
|
1.618 |
2,094.0 |
|
1.000 |
2,083.4 |
|
0.618 |
2,076.8 |
|
HIGH |
2,066.2 |
|
0.618 |
2,059.6 |
|
0.500 |
2,057.6 |
|
0.382 |
2,055.6 |
|
LOW |
2,049.0 |
|
0.618 |
2,038.4 |
|
1.000 |
2,031.8 |
|
1.618 |
2,021.2 |
|
2.618 |
2,004.0 |
|
4.250 |
1,975.9 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.6 |
2,050.6 |
| PP |
2,055.8 |
2,049.2 |
| S1 |
2,053.9 |
2,047.7 |
|