| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,054.9320 |
2,029.7530 |
-25.1790 |
-1.2% |
1,946.3220 |
| High |
2,072.9040 |
2,052.0010 |
-20.9030 |
-1.0% |
2,132.1010 |
| Low |
2,020.2850 |
2,022.0890 |
1.8040 |
0.1% |
1,919.5750 |
| Close |
2,030.2600 |
2,046.0420 |
15.7820 |
0.8% |
2,087.0470 |
| Range |
52.6190 |
29.9120 |
-22.7070 |
-43.2% |
212.5260 |
| ATR |
89.0457 |
84.8218 |
-4.2238 |
-4.7% |
0.0000 |
| Volume |
125,839 |
109,291 |
-16,548 |
-13.2% |
693,755 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.7800 |
2,117.8230 |
2,062.4936 |
|
| R3 |
2,099.8680 |
2,087.9110 |
2,054.2678 |
|
| R2 |
2,069.9560 |
2,069.9560 |
2,051.5259 |
|
| R1 |
2,057.9990 |
2,057.9990 |
2,048.7839 |
2,063.9775 |
| PP |
2,040.0440 |
2,040.0440 |
2,040.0440 |
2,043.0333 |
| S1 |
2,028.0870 |
2,028.0870 |
2,043.3001 |
2,034.0655 |
| S2 |
2,010.1320 |
2,010.1320 |
2,040.5581 |
|
| S3 |
1,980.2200 |
1,998.1750 |
2,037.8162 |
|
| S4 |
1,950.3080 |
1,968.2630 |
2,029.5904 |
|
|
| 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 |
1,986.4300 |
145.6710 |
7.1% |
68.6316 |
3.4% |
41% |
False |
False |
125,269 |
| 10 |
2,132.1010 |
1,909.8580 |
222.2430 |
10.9% |
96.3910 |
4.7% |
61% |
False |
False |
164,353 |
| 20 |
2,135.6880 |
1,779.1820 |
356.5060 |
17.4% |
93.7585 |
4.6% |
75% |
False |
False |
185,213 |
| 40 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.9% |
78.6060 |
3.8% |
85% |
False |
False |
166,287 |
| 60 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.9% |
67.7905 |
3.3% |
85% |
False |
False |
148,206 |
| 80 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.9% |
64.2522 |
3.1% |
85% |
False |
False |
152,142 |
| 100 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.9% |
61.3605 |
3.0% |
85% |
False |
False |
145,574 |
| 120 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.9% |
63.3240 |
3.1% |
85% |
False |
False |
142,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.1270 |
|
2.618 |
2,130.3106 |
|
1.618 |
2,100.3986 |
|
1.000 |
2,081.9130 |
|
0.618 |
2,070.4866 |
|
HIGH |
2,052.0010 |
|
0.618 |
2,040.5746 |
|
0.500 |
2,037.0450 |
|
0.382 |
2,033.5154 |
|
LOW |
2,022.0890 |
|
0.618 |
2,003.6034 |
|
1.000 |
1,992.1770 |
|
1.618 |
1,973.6914 |
|
2.618 |
1,943.7794 |
|
4.250 |
1,894.9630 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.0430 |
2,042.6183 |
| PP |
2,040.0440 |
2,039.1947 |
| S1 |
2,037.0450 |
2,035.7710 |
|