| 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 |
7,449.0 |
7,529.5 |
80.5 |
1.1% |
7,394.0 |
| High |
7,536.0 |
7,529.5 |
-6.5 |
-0.1% |
7,546.5 |
| Low |
7,443.5 |
7,488.5 |
45.0 |
0.6% |
7,371.0 |
| Close |
7,522.0 |
7,515.5 |
-6.5 |
-0.1% |
7,522.0 |
| Range |
92.5 |
41.0 |
-51.5 |
-55.7% |
175.5 |
| ATR |
90.0 |
86.5 |
-3.5 |
-3.9% |
0.0 |
| Volume |
102,456 |
74,755 |
-27,701 |
-27.0% |
504,791 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,634.0 |
7,616.0 |
7,538.0 |
|
| R3 |
7,593.0 |
7,575.0 |
7,527.0 |
|
| R2 |
7,552.0 |
7,552.0 |
7,523.0 |
|
| R1 |
7,534.0 |
7,534.0 |
7,519.5 |
7,522.5 |
| PP |
7,511.0 |
7,511.0 |
7,511.0 |
7,505.5 |
| S1 |
7,493.0 |
7,493.0 |
7,511.5 |
7,481.5 |
| S2 |
7,470.0 |
7,470.0 |
7,508.0 |
|
| S3 |
7,429.0 |
7,452.0 |
7,504.0 |
|
| S4 |
7,388.0 |
7,411.0 |
7,493.0 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,006.5 |
7,939.5 |
7,618.5 |
|
| R3 |
7,831.0 |
7,764.0 |
7,570.5 |
|
| R2 |
7,655.5 |
7,655.5 |
7,554.0 |
|
| R1 |
7,588.5 |
7,588.5 |
7,538.0 |
7,622.0 |
| PP |
7,480.0 |
7,480.0 |
7,480.0 |
7,496.5 |
| S1 |
7,413.0 |
7,413.0 |
7,506.0 |
7,446.5 |
| S2 |
7,304.5 |
7,304.5 |
7,490.0 |
|
| S3 |
7,129.0 |
7,237.5 |
7,473.5 |
|
| S4 |
6,953.5 |
7,062.0 |
7,425.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,546.5 |
7,397.0 |
149.5 |
2.0% |
81.0 |
1.1% |
79% |
False |
False |
100,726 |
| 10 |
7,546.5 |
7,332.0 |
214.5 |
2.9% |
79.0 |
1.0% |
86% |
False |
False |
94,352 |
| 20 |
7,546.5 |
7,274.5 |
272.0 |
3.6% |
80.0 |
1.1% |
89% |
False |
False |
96,651 |
| 40 |
7,738.0 |
7,274.5 |
463.5 |
6.2% |
87.0 |
1.2% |
52% |
False |
False |
97,337 |
| 60 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
84.0 |
1.1% |
45% |
False |
False |
94,491 |
| 80 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
71.5 |
1.0% |
45% |
False |
False |
70,876 |
| 100 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
60.5 |
0.8% |
45% |
False |
False |
56,706 |
| 120 |
7,810.5 |
7,274.5 |
536.0 |
7.1% |
51.0 |
0.7% |
45% |
False |
False |
47,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,704.0 |
|
2.618 |
7,637.0 |
|
1.618 |
7,596.0 |
|
1.000 |
7,570.5 |
|
0.618 |
7,555.0 |
|
HIGH |
7,529.5 |
|
0.618 |
7,514.0 |
|
0.500 |
7,509.0 |
|
0.382 |
7,504.0 |
|
LOW |
7,488.5 |
|
0.618 |
7,463.0 |
|
1.000 |
7,447.5 |
|
1.618 |
7,422.0 |
|
2.618 |
7,381.0 |
|
4.250 |
7,314.0 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,513.5 |
7,503.5 |
| PP |
7,511.0 |
7,491.5 |
| S1 |
7,509.0 |
7,480.0 |
|