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 |
15,812.98 |
15,853.08 |
40.10 |
0.3% |
15,460.40 |
High |
15,876.87 |
16,056.76 |
179.89 |
1.1% |
15,904.63 |
Low |
15,766.94 |
15,852.93 |
85.99 |
0.5% |
15,404.71 |
Close |
15,837.99 |
16,027.06 |
189.07 |
1.2% |
15,837.99 |
Range |
109.93 |
203.83 |
93.90 |
85.4% |
499.92 |
ATR |
211.32 |
211.85 |
0.53 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,590.41 |
16,512.56 |
16,139.17 |
|
R3 |
16,386.58 |
16,308.73 |
16,083.11 |
|
R2 |
16,182.75 |
16,182.75 |
16,064.43 |
|
R1 |
16,104.90 |
16,104.90 |
16,045.74 |
16,143.83 |
PP |
15,978.92 |
15,978.92 |
15,978.92 |
15,998.38 |
S1 |
15,901.07 |
15,901.07 |
16,008.38 |
15,940.00 |
S2 |
15,775.09 |
15,775.09 |
15,989.69 |
|
S3 |
15,571.26 |
15,697.24 |
15,971.01 |
|
S4 |
15,367.43 |
15,493.41 |
15,914.95 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,215.54 |
17,026.68 |
16,112.95 |
|
R3 |
16,715.62 |
16,526.76 |
15,975.47 |
|
R2 |
16,215.70 |
16,215.70 |
15,929.64 |
|
R1 |
16,026.84 |
16,026.84 |
15,883.82 |
16,121.27 |
PP |
15,715.78 |
15,715.78 |
15,715.78 |
15,762.99 |
S1 |
15,526.92 |
15,526.92 |
15,792.16 |
15,621.35 |
S2 |
15,215.86 |
15,215.86 |
15,746.34 |
|
S3 |
14,715.94 |
15,027.00 |
15,700.51 |
|
S4 |
14,216.02 |
14,527.08 |
15,563.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,056.76 |
15,726.12 |
330.64 |
2.1% |
136.34 |
0.9% |
91% |
True |
False |
|
10 |
16,056.76 |
15,153.31 |
903.45 |
5.6% |
161.49 |
1.0% |
97% |
True |
False |
|
20 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
179.11 |
1.1% |
99% |
True |
False |
|
40 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
210.77 |
1.3% |
99% |
True |
False |
|
60 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
198.38 |
1.2% |
99% |
True |
False |
|
80 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
201.38 |
1.3% |
99% |
True |
False |
|
100 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
196.82 |
1.2% |
99% |
True |
False |
|
120 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
198.77 |
1.2% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,923.04 |
2.618 |
16,590.39 |
1.618 |
16,386.56 |
1.000 |
16,260.59 |
0.618 |
16,182.73 |
HIGH |
16,056.76 |
0.618 |
15,978.90 |
0.500 |
15,954.85 |
0.382 |
15,930.79 |
LOW |
15,852.93 |
0.618 |
15,726.96 |
1.000 |
15,649.10 |
1.618 |
15,523.13 |
2.618 |
15,319.30 |
4.250 |
14,986.65 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
16,002.99 |
15,983.87 |
PP |
15,978.92 |
15,940.68 |
S1 |
15,954.85 |
15,897.49 |
|