| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,015.1680 |
2,054.9320 |
39.7640 |
2.0% |
1,946.3220 |
| High |
2,075.4790 |
2,072.9040 |
-2.5750 |
-0.1% |
2,132.1010 |
| Low |
1,996.0630 |
2,020.2850 |
24.2220 |
1.2% |
1,919.5750 |
| Close |
2,055.1320 |
2,030.2600 |
-24.8720 |
-1.2% |
2,087.0470 |
| Range |
79.4160 |
52.6190 |
-26.7970 |
-33.7% |
212.5260 |
| ATR |
91.8477 |
89.0457 |
-2.8021 |
-3.1% |
0.0000 |
| Volume |
184,665 |
125,839 |
-58,826 |
-31.9% |
693,755 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,199.0067 |
2,167.2523 |
2,059.2005 |
|
| R3 |
2,146.3877 |
2,114.6333 |
2,044.7302 |
|
| R2 |
2,093.7687 |
2,093.7687 |
2,039.9068 |
|
| R1 |
2,062.0143 |
2,062.0143 |
2,035.0834 |
2,051.5820 |
| PP |
2,041.1497 |
2,041.1497 |
2,041.1497 |
2,035.9335 |
| S1 |
2,009.3953 |
2,009.3953 |
2,025.4366 |
1,998.9630 |
| S2 |
1,988.5307 |
1,988.5307 |
2,020.6132 |
|
| S3 |
1,935.9117 |
1,956.7763 |
2,015.7898 |
|
| S4 |
1,883.2927 |
1,904.1573 |
2,001.3196 |
|
|
| 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 |
1,932.7500 |
199.3510 |
9.8% |
94.4418 |
4.7% |
49% |
False |
False |
157,001 |
| 10 |
2,132.1010 |
1,909.8580 |
222.2430 |
10.9% |
102.8935 |
5.1% |
54% |
False |
False |
177,893 |
| 20 |
2,135.6880 |
1,779.1820 |
356.5060 |
17.6% |
95.8449 |
4.7% |
70% |
False |
False |
191,230 |
| 40 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.2% |
78.6087 |
3.9% |
83% |
False |
False |
166,963 |
| 60 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.2% |
68.1963 |
3.4% |
83% |
False |
False |
148,736 |
| 80 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.2% |
64.4767 |
3.2% |
83% |
False |
False |
152,507 |
| 100 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.2% |
61.3695 |
3.0% |
83% |
False |
False |
145,713 |
| 120 |
2,135.6880 |
1,523.0770 |
612.6110 |
30.2% |
63.2941 |
3.1% |
83% |
False |
False |
142,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,296.5348 |
|
2.618 |
2,210.6605 |
|
1.618 |
2,158.0415 |
|
1.000 |
2,125.5230 |
|
0.618 |
2,105.4225 |
|
HIGH |
2,072.9040 |
|
0.618 |
2,052.8035 |
|
0.500 |
2,046.5945 |
|
0.382 |
2,040.3855 |
|
LOW |
2,020.2850 |
|
0.618 |
1,987.7665 |
|
1.000 |
1,967.6660 |
|
1.618 |
1,935.1475 |
|
2.618 |
1,882.5285 |
|
4.250 |
1,796.6543 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.5945 |
2,041.0240 |
| PP |
2,041.1497 |
2,037.4360 |
| S1 |
2,035.7048 |
2,033.8480 |
|