| 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 |
2,039.4 |
2,041.1 |
1.7 |
0.1% |
2,003.2 |
| High |
2,046.3 |
2,068.8 |
22.5 |
1.1% |
2,055.5 |
| Low |
2,026.6 |
2,041.1 |
14.5 |
0.7% |
1,994.8 |
| Close |
2,039.4 |
2,060.9 |
21.5 |
1.1% |
2,044.1 |
| Range |
19.7 |
27.7 |
8.0 |
40.6% |
60.7 |
| ATR |
22.8 |
23.3 |
0.5 |
2.1% |
0.0 |
| Volume |
1,359 |
2,455 |
1,096 |
80.6% |
10,417 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.0 |
2,128.2 |
2,076.1 |
|
| R3 |
2,112.3 |
2,100.5 |
2,068.5 |
|
| R2 |
2,084.6 |
2,084.6 |
2,066.0 |
|
| R1 |
2,072.8 |
2,072.8 |
2,063.4 |
2,078.7 |
| PP |
2,056.9 |
2,056.9 |
2,056.9 |
2,059.9 |
| S1 |
2,045.1 |
2,045.1 |
2,058.4 |
2,051.0 |
| S2 |
2,029.2 |
2,029.2 |
2,055.8 |
|
| S3 |
2,001.5 |
2,017.4 |
2,053.3 |
|
| S4 |
1,973.8 |
1,989.7 |
2,045.7 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.6 |
2,189.5 |
2,077.5 |
|
| R3 |
2,152.9 |
2,128.8 |
2,060.8 |
|
| R2 |
2,092.2 |
2,092.2 |
2,055.2 |
|
| R1 |
2,068.1 |
2,068.1 |
2,049.7 |
2,080.2 |
| PP |
2,031.5 |
2,031.5 |
2,031.5 |
2,037.5 |
| S1 |
2,007.4 |
2,007.4 |
2,038.5 |
2,019.5 |
| S2 |
1,970.8 |
1,970.8 |
2,033.0 |
|
| S3 |
1,910.1 |
1,946.7 |
2,027.4 |
|
| S4 |
1,849.4 |
1,886.0 |
2,010.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.8 |
2,019.6 |
49.2 |
2.4% |
22.1 |
1.1% |
84% |
True |
False |
1,816 |
| 10 |
2,068.8 |
1,994.8 |
74.0 |
3.6% |
23.5 |
1.1% |
89% |
True |
False |
2,739 |
| 20 |
2,078.9 |
1,994.8 |
84.1 |
4.1% |
22.6 |
1.1% |
79% |
False |
False |
2,792 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
23.0 |
1.1% |
91% |
False |
False |
2,134 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
19.7 |
1.0% |
91% |
False |
False |
1,589 |
| 80 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
18.3 |
0.9% |
91% |
False |
False |
1,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.5 |
|
2.618 |
2,141.3 |
|
1.618 |
2,113.6 |
|
1.000 |
2,096.5 |
|
0.618 |
2,085.9 |
|
HIGH |
2,068.8 |
|
0.618 |
2,058.2 |
|
0.500 |
2,055.0 |
|
0.382 |
2,051.7 |
|
LOW |
2,041.1 |
|
0.618 |
2,024.0 |
|
1.000 |
2,013.4 |
|
1.618 |
1,996.3 |
|
2.618 |
1,968.6 |
|
4.250 |
1,923.4 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.9 |
2,056.5 |
| PP |
2,056.9 |
2,052.1 |
| S1 |
2,055.0 |
2,047.7 |
|