| 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 |
150.725 |
149.562 |
-1.163 |
-0.8% |
151.391 |
| High |
150.776 |
149.989 |
-0.787 |
-0.5% |
151.908 |
| Low |
149.204 |
148.105 |
-1.099 |
-0.7% |
149.204 |
| Close |
149.611 |
148.411 |
-1.200 |
-0.8% |
149.611 |
| Range |
1.572 |
1.884 |
0.312 |
19.8% |
2.704 |
| ATR |
0.995 |
1.058 |
0.064 |
6.4% |
0.000 |
| Volume |
252,131 |
281,874 |
29,743 |
11.8% |
1,094,037 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.487 |
153.333 |
149.447 |
|
| R3 |
152.603 |
151.449 |
148.929 |
|
| R2 |
150.719 |
150.719 |
148.756 |
|
| R1 |
149.565 |
149.565 |
148.584 |
149.200 |
| PP |
148.835 |
148.835 |
148.835 |
148.653 |
| S1 |
147.681 |
147.681 |
148.238 |
147.316 |
| S2 |
146.951 |
146.951 |
148.066 |
|
| S3 |
145.067 |
145.797 |
147.893 |
|
| S4 |
143.183 |
143.913 |
147.375 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.353 |
156.686 |
151.098 |
|
| R3 |
155.649 |
153.982 |
150.355 |
|
| R2 |
152.945 |
152.945 |
150.107 |
|
| R1 |
151.278 |
151.278 |
149.859 |
150.760 |
| PP |
150.241 |
150.241 |
150.241 |
149.982 |
| S1 |
148.574 |
148.574 |
149.363 |
148.056 |
| S2 |
147.537 |
147.537 |
149.115 |
|
| S3 |
144.833 |
145.870 |
148.867 |
|
| S4 |
142.129 |
143.166 |
148.124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151.783 |
148.105 |
3.678 |
2.5% |
1.518 |
1.0% |
8% |
False |
True |
240,135 |
| 10 |
151.908 |
148.105 |
3.803 |
2.6% |
1.075 |
0.7% |
8% |
False |
True |
222,970 |
| 20 |
151.908 |
148.105 |
3.803 |
2.6% |
1.081 |
0.7% |
8% |
False |
True |
227,167 |
| 40 |
151.908 |
147.387 |
4.521 |
3.0% |
0.923 |
0.6% |
23% |
False |
False |
260,840 |
| 60 |
151.908 |
144.446 |
7.462 |
5.0% |
0.924 |
0.6% |
53% |
False |
False |
280,690 |
| 80 |
151.908 |
140.697 |
11.211 |
7.6% |
0.981 |
0.7% |
69% |
False |
False |
294,339 |
| 100 |
151.908 |
137.248 |
14.660 |
9.9% |
1.088 |
0.7% |
76% |
False |
False |
311,739 |
| 120 |
151.908 |
137.248 |
14.660 |
9.9% |
1.101 |
0.7% |
76% |
False |
False |
316,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.996 |
|
2.618 |
154.921 |
|
1.618 |
153.037 |
|
1.000 |
151.873 |
|
0.618 |
151.153 |
|
HIGH |
149.989 |
|
0.618 |
149.269 |
|
0.500 |
149.047 |
|
0.382 |
148.825 |
|
LOW |
148.105 |
|
0.618 |
146.941 |
|
1.000 |
146.221 |
|
1.618 |
145.057 |
|
2.618 |
143.173 |
|
4.250 |
140.098 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
149.047 |
149.768 |
| PP |
148.835 |
149.315 |
| S1 |
148.623 |
148.863 |
|