| 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 |
2,007.5 |
2,001.2 |
-6.3 |
-0.3% |
1,963.2 |
| High |
2,016.5 |
2,007.6 |
-8.9 |
-0.4% |
2,016.5 |
| Low |
2,001.3 |
1,987.3 |
-14.0 |
-0.7% |
1,955.4 |
| Close |
2,004.8 |
2,000.4 |
-4.4 |
-0.2% |
2,004.8 |
| Range |
15.2 |
20.3 |
5.1 |
33.6% |
61.1 |
| ATR |
24.2 |
23.9 |
-0.3 |
-1.1% |
0.0 |
| Volume |
19,847 |
35,709 |
15,862 |
79.9% |
147,996 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.3 |
2,050.2 |
2,011.6 |
|
| R3 |
2,039.0 |
2,029.9 |
2,006.0 |
|
| R2 |
2,018.7 |
2,018.7 |
2,004.1 |
|
| R1 |
2,009.6 |
2,009.6 |
2,002.3 |
2,004.0 |
| PP |
1,998.4 |
1,998.4 |
1,998.4 |
1,995.7 |
| S1 |
1,989.3 |
1,989.3 |
1,998.5 |
1,983.7 |
| S2 |
1,978.1 |
1,978.1 |
1,996.7 |
|
| S3 |
1,957.8 |
1,969.0 |
1,994.8 |
|
| S4 |
1,937.5 |
1,948.7 |
1,989.2 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.5 |
2,151.3 |
2,038.4 |
|
| R3 |
2,114.4 |
2,090.2 |
2,021.6 |
|
| R2 |
2,053.3 |
2,053.3 |
2,016.0 |
|
| R1 |
2,029.1 |
2,029.1 |
2,010.4 |
2,041.2 |
| PP |
1,992.2 |
1,992.2 |
1,992.2 |
1,998.3 |
| S1 |
1,968.0 |
1,968.0 |
1,999.2 |
1,980.1 |
| S2 |
1,931.1 |
1,931.1 |
1,993.6 |
|
| S3 |
1,870.0 |
1,906.9 |
1,988.0 |
|
| S4 |
1,808.9 |
1,845.8 |
1,971.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,016.5 |
1,959.0 |
57.5 |
2.9% |
24.7 |
1.2% |
72% |
False |
False |
25,907 |
| 10 |
2,016.5 |
1,955.4 |
61.1 |
3.1% |
24.0 |
1.2% |
74% |
False |
False |
40,901 |
| 20 |
2,039.7 |
1,955.4 |
84.3 |
4.2% |
23.5 |
1.2% |
53% |
False |
False |
26,067 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
24.1 |
1.2% |
80% |
False |
False |
16,927 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
20.8 |
1.0% |
80% |
False |
False |
12,112 |
| 80 |
2,039.7 |
1,842.5 |
197.2 |
9.9% |
19.8 |
1.0% |
80% |
False |
False |
9,502 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.3% |
19.5 |
1.0% |
77% |
False |
False |
7,948 |
| 120 |
2,058.0 |
1,842.5 |
215.5 |
10.8% |
20.0 |
1.0% |
73% |
False |
False |
6,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,093.9 |
|
2.618 |
2,060.7 |
|
1.618 |
2,040.4 |
|
1.000 |
2,027.9 |
|
0.618 |
2,020.1 |
|
HIGH |
2,007.6 |
|
0.618 |
1,999.8 |
|
0.500 |
1,997.5 |
|
0.382 |
1,995.1 |
|
LOW |
1,987.3 |
|
0.618 |
1,974.8 |
|
1.000 |
1,967.0 |
|
1.618 |
1,954.5 |
|
2.618 |
1,934.2 |
|
4.250 |
1,901.0 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,999.4 |
1,999.6 |
| PP |
1,998.4 |
1,998.7 |
| S1 |
1,997.5 |
1,997.9 |
|