| 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 |
2,019.3 |
2,020.2 |
0.9 |
0.0% |
1,982.3 |
| High |
2,027.0 |
2,049.1 |
22.1 |
1.1% |
2,035.0 |
| Low |
2,006.7 |
2,020.2 |
13.5 |
0.7% |
1,975.1 |
| Close |
2,019.6 |
2,041.0 |
21.4 |
1.1% |
2,024.2 |
| Range |
20.3 |
28.9 |
8.6 |
42.4% |
59.9 |
| ATR |
22.6 |
23.1 |
0.5 |
2.2% |
0.0 |
| Volume |
4,852 |
6,399 |
1,547 |
31.9% |
14,115 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.5 |
2,111.1 |
2,056.9 |
|
| R3 |
2,094.6 |
2,082.2 |
2,048.9 |
|
| R2 |
2,065.7 |
2,065.7 |
2,046.3 |
|
| R1 |
2,053.3 |
2,053.3 |
2,043.6 |
2,059.5 |
| PP |
2,036.8 |
2,036.8 |
2,036.8 |
2,039.9 |
| S1 |
2,024.4 |
2,024.4 |
2,038.4 |
2,030.6 |
| S2 |
2,007.9 |
2,007.9 |
2,035.7 |
|
| S3 |
1,979.0 |
1,995.5 |
2,033.1 |
|
| S4 |
1,950.1 |
1,966.6 |
2,025.1 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.1 |
2,167.6 |
2,057.1 |
|
| R3 |
2,131.2 |
2,107.7 |
2,040.7 |
|
| R2 |
2,071.3 |
2,071.3 |
2,035.2 |
|
| R1 |
2,047.8 |
2,047.8 |
2,029.7 |
2,059.6 |
| PP |
2,011.4 |
2,011.4 |
2,011.4 |
2,017.3 |
| S1 |
1,987.9 |
1,987.9 |
2,018.7 |
1,999.7 |
| S2 |
1,951.5 |
1,951.5 |
2,013.2 |
|
| S3 |
1,891.6 |
1,928.0 |
2,007.7 |
|
| S4 |
1,831.7 |
1,868.1 |
1,991.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,049.1 |
1,999.6 |
49.5 |
2.4% |
22.2 |
1.1% |
84% |
True |
False |
4,063 |
| 10 |
2,049.1 |
1,975.1 |
74.0 |
3.6% |
23.2 |
1.1% |
89% |
True |
False |
3,761 |
| 20 |
2,058.5 |
1,975.1 |
83.4 |
4.1% |
22.3 |
1.1% |
79% |
False |
False |
3,483 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.6% |
23.0 |
1.1% |
91% |
False |
False |
2,965 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.6% |
19.8 |
1.0% |
91% |
False |
False |
2,247 |
| 80 |
2,058.5 |
1,861.7 |
196.8 |
9.6% |
18.7 |
0.9% |
91% |
False |
False |
1,809 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
18.2 |
0.9% |
88% |
False |
False |
1,563 |
| 120 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
18.3 |
0.9% |
88% |
False |
False |
1,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.9 |
|
2.618 |
2,124.8 |
|
1.618 |
2,095.9 |
|
1.000 |
2,078.0 |
|
0.618 |
2,067.0 |
|
HIGH |
2,049.1 |
|
0.618 |
2,038.1 |
|
0.500 |
2,034.7 |
|
0.382 |
2,031.2 |
|
LOW |
2,020.2 |
|
0.618 |
2,002.3 |
|
1.000 |
1,991.3 |
|
1.618 |
1,973.4 |
|
2.618 |
1,944.5 |
|
4.250 |
1,897.4 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,038.9 |
2,036.6 |
| PP |
2,036.8 |
2,032.3 |
| S1 |
2,034.7 |
2,027.9 |
|