| 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 |
15,853.08 |
15,951.55 |
98.47 |
0.6% |
15,460.40 |
| High |
16,056.76 |
15,963.15 |
-93.61 |
-0.6% |
15,904.63 |
| Low |
15,852.93 |
15,866.82 |
13.89 |
0.1% |
15,404.71 |
| Close |
16,027.06 |
15,933.62 |
-93.44 |
-0.6% |
15,837.99 |
| Range |
203.83 |
96.33 |
-107.50 |
-52.7% |
499.92 |
| ATR |
211.85 |
208.16 |
-3.69 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,210.19 |
16,168.23 |
15,986.60 |
|
| R3 |
16,113.86 |
16,071.90 |
15,960.11 |
|
| R2 |
16,017.53 |
16,017.53 |
15,951.28 |
|
| R1 |
15,975.57 |
15,975.57 |
15,942.45 |
15,948.39 |
| PP |
15,921.20 |
15,921.20 |
15,921.20 |
15,907.60 |
| S1 |
15,879.24 |
15,879.24 |
15,924.79 |
15,852.06 |
| S2 |
15,824.87 |
15,824.87 |
15,915.96 |
|
| S3 |
15,728.54 |
15,782.91 |
15,907.13 |
|
| S4 |
15,632.21 |
15,686.58 |
15,880.64 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,215.54 |
17,026.68 |
16,112.95 |
|
| R3 |
16,715.62 |
16,526.76 |
15,975.47 |
|
| R2 |
16,215.70 |
16,215.70 |
15,929.64 |
|
| R1 |
16,026.84 |
16,026.84 |
15,883.82 |
16,121.27 |
| PP |
15,715.78 |
15,715.78 |
15,715.78 |
15,762.99 |
| S1 |
15,526.92 |
15,526.92 |
15,792.16 |
15,621.35 |
| S2 |
15,215.86 |
15,215.86 |
15,746.34 |
|
| S3 |
14,715.94 |
15,027.00 |
15,700.51 |
|
| S4 |
14,216.02 |
14,527.08 |
15,563.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,056.76 |
15,738.22 |
318.54 |
2.0% |
130.76 |
0.8% |
61% |
False |
False |
|
| 10 |
16,056.76 |
15,171.32 |
885.44 |
5.6% |
152.91 |
1.0% |
86% |
False |
False |
|
| 20 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
175.74 |
1.1% |
94% |
False |
False |
|
| 40 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
208.85 |
1.3% |
94% |
False |
False |
|
| 60 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
197.70 |
1.2% |
94% |
False |
False |
|
| 80 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
201.34 |
1.3% |
94% |
False |
False |
|
| 100 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
196.46 |
1.2% |
94% |
False |
False |
|
| 120 |
16,056.76 |
14,058.33 |
1,998.43 |
12.5% |
197.33 |
1.2% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,372.55 |
|
2.618 |
16,215.34 |
|
1.618 |
16,119.01 |
|
1.000 |
16,059.48 |
|
0.618 |
16,022.68 |
|
HIGH |
15,963.15 |
|
0.618 |
15,926.35 |
|
0.500 |
15,914.99 |
|
0.382 |
15,903.62 |
|
LOW |
15,866.82 |
|
0.618 |
15,807.29 |
|
1.000 |
15,770.49 |
|
1.618 |
15,710.96 |
|
2.618 |
15,614.63 |
|
4.250 |
15,457.42 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,927.41 |
15,926.36 |
| PP |
15,921.20 |
15,919.11 |
| S1 |
15,914.99 |
15,911.85 |
|