Trading Metrics calculated at close of trading on 27-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
2,069.0720 |
2,086.1020 |
17.0300 |
0.8% |
1,946.3220 |
High |
2,132.1010 |
2,095.6180 |
-36.4830 |
-1.7% |
2,132.1010 |
Low |
2,060.0780 |
1,986.4300 |
-73.6480 |
-3.6% |
1,919.5750 |
Close |
2,087.0470 |
2,015.1610 |
-71.8860 |
-3.4% |
2,087.0470 |
Range |
72.0230 |
109.1880 |
37.1650 |
51.6% |
212.5260 |
ATR |
91.5437 |
92.8040 |
1.2603 |
1.4% |
0.0000 |
Volume |
204,392 |
2,158 |
-202,234 |
-98.9% |
693,755 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,359.9670 |
2,296.7520 |
2,075.2144 |
|
R3 |
2,250.7790 |
2,187.5640 |
2,045.1877 |
|
R2 |
2,141.5910 |
2,141.5910 |
2,035.1788 |
|
R1 |
2,078.3760 |
2,078.3760 |
2,025.1699 |
2,055.3895 |
PP |
2,032.4030 |
2,032.4030 |
2,032.4030 |
2,020.9098 |
S1 |
1,969.1880 |
1,969.1880 |
2,005.1521 |
1,946.2015 |
S2 |
1,923.2150 |
1,923.2150 |
1,995.1432 |
|
S3 |
1,814.0270 |
1,860.0000 |
1,985.1343 |
|
S4 |
1,704.8390 |
1,750.8120 |
1,955.1076 |
|
|
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 |
1,919.5750 |
212.5260 |
10.5% |
113.8208 |
5.6% |
45% |
False |
False |
139,182 |
10 |
2,132.1010 |
1,909.8580 |
222.2430 |
11.0% |
111.8660 |
5.6% |
47% |
False |
False |
173,819 |
20 |
2,135.6880 |
1,764.9770 |
370.7110 |
18.4% |
94.2985 |
4.7% |
67% |
False |
False |
183,147 |
40 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.4% |
78.2809 |
3.9% |
80% |
False |
False |
163,734 |
60 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.4% |
67.4603 |
3.3% |
80% |
False |
False |
149,050 |
80 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.4% |
63.7202 |
3.2% |
80% |
False |
False |
150,201 |
100 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.4% |
61.2299 |
3.0% |
80% |
False |
False |
142,618 |
120 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.4% |
63.0177 |
3.1% |
80% |
False |
False |
141,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,559.6670 |
2.618 |
2,381.4722 |
1.618 |
2,272.2842 |
1.000 |
2,204.8060 |
0.618 |
2,163.0962 |
HIGH |
2,095.6180 |
0.618 |
2,053.9082 |
0.500 |
2,041.0240 |
0.382 |
2,028.1398 |
LOW |
1,986.4300 |
0.618 |
1,918.9518 |
1.000 |
1,877.2420 |
1.618 |
1,809.7638 |
2.618 |
1,700.5758 |
4.250 |
1,522.3810 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
2,041.0240 |
2,032.4255 |
PP |
2,032.4030 |
2,026.6707 |
S1 |
2,023.7820 |
2,020.9158 |
|