| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1,985.5420 |
2,069.0720 |
83.5300 |
4.2% |
1,946.3220 |
| High |
2,091.7130 |
2,132.1010 |
40.3880 |
1.9% |
2,132.1010 |
| Low |
1,932.7500 |
2,060.0780 |
127.3280 |
6.6% |
1,919.5750 |
| Close |
2,083.3440 |
2,087.0470 |
3.7030 |
0.2% |
2,087.0470 |
| Range |
158.9630 |
72.0230 |
-86.9400 |
-54.7% |
212.5260 |
| ATR |
93.0453 |
91.5437 |
-1.5016 |
-1.6% |
0.0000 |
| Volume |
267,951 |
204,392 |
-63,559 |
-23.7% |
693,755 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.1443 |
2,270.1187 |
2,126.6597 |
|
| R3 |
2,237.1213 |
2,198.0957 |
2,106.8533 |
|
| R2 |
2,165.0983 |
2,165.0983 |
2,100.2512 |
|
| R1 |
2,126.0727 |
2,126.0727 |
2,093.6491 |
2,145.5855 |
| PP |
2,093.0753 |
2,093.0753 |
2,093.0753 |
2,102.8318 |
| S1 |
2,054.0497 |
2,054.0497 |
2,080.4449 |
2,073.5625 |
| S2 |
2,021.0523 |
2,021.0523 |
2,073.8428 |
|
| S3 |
1,949.0293 |
1,982.0267 |
2,067.2407 |
|
| S4 |
1,877.0063 |
1,910.0037 |
2,047.4344 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,683.8190 |
2,597.9590 |
2,203.9363 |
|
| R3 |
2,471.2930 |
2,385.4330 |
2,145.4917 |
|
| R2 |
2,258.7670 |
2,258.7670 |
2,126.0101 |
|
| R1 |
2,172.9070 |
2,172.9070 |
2,106.5286 |
2,215.8370 |
| PP |
2,046.2410 |
2,046.2410 |
2,046.2410 |
2,067.7060 |
| S1 |
1,960.3810 |
1,960.3810 |
2,067.5655 |
2,003.3110 |
| S2 |
1,833.7150 |
1,833.7150 |
2,048.0839 |
|
| S3 |
1,621.1890 |
1,747.8550 |
2,028.6024 |
|
| S4 |
1,408.6630 |
1,535.3290 |
1,970.1577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,132.1010 |
1,909.8580 |
222.2430 |
10.6% |
108.2460 |
5.2% |
80% |
True |
False |
183,414 |
| 10 |
2,135.6880 |
1,909.8580 |
225.8300 |
10.8% |
108.5429 |
5.2% |
78% |
False |
False |
210,483 |
| 20 |
2,135.6880 |
1,751.1680 |
384.5200 |
18.4% |
91.8351 |
4.4% |
87% |
False |
False |
192,017 |
| 40 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.4% |
76.6443 |
3.7% |
92% |
False |
False |
168,190 |
| 60 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.4% |
66.8699 |
3.2% |
92% |
False |
False |
151,833 |
| 80 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.4% |
62.7530 |
3.0% |
92% |
False |
False |
151,647 |
| 100 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.4% |
61.0108 |
2.9% |
92% |
False |
False |
142,615 |
| 120 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.4% |
62.9400 |
3.0% |
92% |
False |
False |
141,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,438.1988 |
|
2.618 |
2,320.6572 |
|
1.618 |
2,248.6342 |
|
1.000 |
2,204.1240 |
|
0.618 |
2,176.6112 |
|
HIGH |
2,132.1010 |
|
0.618 |
2,104.5882 |
|
0.500 |
2,096.0895 |
|
0.382 |
2,087.5908 |
|
LOW |
2,060.0780 |
|
0.618 |
2,015.5678 |
|
1.000 |
1,988.0550 |
|
1.618 |
1,943.5448 |
|
2.618 |
1,871.5218 |
|
4.250 |
1,753.9803 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.0895 |
2,068.8398 |
| PP |
2,093.0753 |
2,050.6327 |
| S1 |
2,090.0612 |
2,032.4255 |
|