| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
4,380.0 |
4,392.0 |
12.0 |
0.3% |
4,252.0 |
| High |
4,388.0 |
4,394.0 |
6.0 |
0.1% |
4,386.0 |
| Low |
4,373.0 |
4,372.0 |
-1.0 |
0.0% |
4,251.0 |
| Close |
4,386.0 |
4,375.0 |
-11.0 |
-0.3% |
4,381.0 |
| Range |
15.0 |
22.0 |
7.0 |
46.7% |
135.0 |
| ATR |
44.2 |
42.6 |
-1.6 |
-3.6% |
0.0 |
| Volume |
67 |
4,428 |
4,361 |
6,509.0% |
6,790 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,446.3 |
4,432.7 |
4,387.1 |
|
| R3 |
4,424.3 |
4,410.7 |
4,381.1 |
|
| R2 |
4,402.3 |
4,402.3 |
4,379.0 |
|
| R1 |
4,388.7 |
4,388.7 |
4,377.0 |
4,384.5 |
| PP |
4,380.3 |
4,380.3 |
4,380.3 |
4,378.3 |
| S1 |
4,366.7 |
4,366.7 |
4,373.0 |
4,362.5 |
| S2 |
4,358.3 |
4,358.3 |
4,371.0 |
|
| S3 |
4,336.3 |
4,344.7 |
4,369.0 |
|
| S4 |
4,314.3 |
4,322.7 |
4,362.9 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,744.3 |
4,697.7 |
4,455.3 |
|
| R3 |
4,609.3 |
4,562.7 |
4,418.1 |
|
| R2 |
4,474.3 |
4,474.3 |
4,405.8 |
|
| R1 |
4,427.7 |
4,427.7 |
4,393.4 |
4,451.0 |
| PP |
4,339.3 |
4,339.3 |
4,339.3 |
4,351.0 |
| S1 |
4,292.7 |
4,292.7 |
4,368.6 |
4,316.0 |
| S2 |
4,204.3 |
4,204.3 |
4,356.3 |
|
| S3 |
4,069.3 |
4,157.7 |
4,343.9 |
|
| S4 |
3,934.3 |
4,022.7 |
4,306.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,394.0 |
4,335.0 |
59.0 |
1.3% |
20.8 |
0.5% |
68% |
True |
False |
2,181 |
| 10 |
4,394.0 |
4,178.0 |
216.0 |
4.9% |
35.7 |
0.8% |
91% |
True |
False |
1,164 |
| 20 |
4,394.0 |
4,034.0 |
360.0 |
8.2% |
36.5 |
0.8% |
95% |
True |
False |
1,258 |
| 40 |
4,394.0 |
4,034.0 |
360.0 |
8.2% |
41.4 |
0.9% |
95% |
True |
False |
1,755 |
| 60 |
4,394.0 |
4,034.0 |
360.0 |
8.2% |
34.1 |
0.8% |
95% |
True |
False |
1,254 |
| 80 |
4,461.0 |
4,034.0 |
427.0 |
9.8% |
26.7 |
0.6% |
80% |
False |
False |
940 |
| 100 |
4,557.0 |
4,034.0 |
523.0 |
12.0% |
21.4 |
0.5% |
65% |
False |
False |
752 |
| 120 |
4,557.0 |
4,034.0 |
523.0 |
12.0% |
17.8 |
0.4% |
65% |
False |
False |
677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,487.5 |
|
2.618 |
4,451.6 |
|
1.618 |
4,429.6 |
|
1.000 |
4,416.0 |
|
0.618 |
4,407.6 |
|
HIGH |
4,394.0 |
|
0.618 |
4,385.6 |
|
0.500 |
4,383.0 |
|
0.382 |
4,380.4 |
|
LOW |
4,372.0 |
|
0.618 |
4,358.4 |
|
1.000 |
4,350.0 |
|
1.618 |
4,336.4 |
|
2.618 |
4,314.4 |
|
4.250 |
4,278.5 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,383.0 |
4,380.5 |
| PP |
4,380.3 |
4,378.7 |
| S1 |
4,377.7 |
4,376.8 |
|