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 |
1,992.82 |
2,003.63 |
10.81 |
0.5% |
1,980.95 |
High |
2,002.74 |
2,015.49 |
12.75 |
0.6% |
2,006.55 |
Low |
1,992.03 |
2,001.37 |
9.34 |
0.5% |
1,966.26 |
Close |
2,002.28 |
2,014.01 |
11.73 |
0.6% |
2,002.28 |
Range |
10.71 |
14.12 |
3.41 |
31.8% |
40.29 |
ATR |
19.97 |
19.55 |
-0.42 |
-2.1% |
0.00 |
Volume |
5,196 |
5,400 |
204 |
3.9% |
21,905 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.65 |
2,047.45 |
2,021.78 |
|
R3 |
2,038.53 |
2,033.33 |
2,017.89 |
|
R2 |
2,024.41 |
2,024.41 |
2,016.60 |
|
R1 |
2,019.21 |
2,019.21 |
2,015.30 |
2,021.81 |
PP |
2,010.29 |
2,010.29 |
2,010.29 |
2,011.59 |
S1 |
2,005.09 |
2,005.09 |
2,012.72 |
2,007.69 |
S2 |
1,996.17 |
1,996.17 |
2,011.42 |
|
S3 |
1,982.05 |
1,990.97 |
2,010.13 |
|
S4 |
1,967.93 |
1,976.85 |
2,006.24 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,112.57 |
2,097.71 |
2,024.44 |
|
R3 |
2,072.28 |
2,057.42 |
2,013.36 |
|
R2 |
2,031.99 |
2,031.99 |
2,009.67 |
|
R1 |
2,017.13 |
2,017.13 |
2,005.97 |
2,024.56 |
PP |
1,991.70 |
1,991.70 |
1,991.70 |
1,995.41 |
S1 |
1,976.84 |
1,976.84 |
1,998.59 |
1,984.27 |
S2 |
1,951.41 |
1,951.41 |
1,994.89 |
|
S3 |
1,911.12 |
1,936.55 |
1,991.20 |
|
S4 |
1,870.83 |
1,896.26 |
1,980.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,015.49 |
1,966.26 |
49.23 |
2.4% |
17.88 |
0.9% |
97% |
True |
False |
5,461 |
10 |
2,015.49 |
1,933.24 |
82.25 |
4.1% |
18.77 |
0.9% |
98% |
True |
False |
5,590 |
20 |
2,015.49 |
1,933.24 |
82.25 |
4.1% |
18.97 |
0.9% |
98% |
True |
False |
5,616 |
40 |
2,015.49 |
1,812.39 |
203.10 |
10.1% |
20.75 |
1.0% |
99% |
True |
False |
5,545 |
60 |
2,015.49 |
1,812.39 |
203.10 |
10.1% |
18.69 |
0.9% |
99% |
True |
False |
5,661 |
80 |
2,015.49 |
1,812.39 |
203.10 |
10.1% |
17.33 |
0.9% |
99% |
True |
False |
5,668 |
100 |
2,015.49 |
1,812.39 |
203.10 |
10.1% |
17.51 |
0.9% |
99% |
True |
False |
5,682 |
120 |
2,015.49 |
1,812.39 |
203.10 |
10.1% |
17.80 |
0.9% |
99% |
True |
False |
5,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,075.50 |
2.618 |
2,052.46 |
1.618 |
2,038.34 |
1.000 |
2,029.61 |
0.618 |
2,024.22 |
HIGH |
2,015.49 |
0.618 |
2,010.10 |
0.500 |
2,008.43 |
0.382 |
2,006.76 |
LOW |
2,001.37 |
0.618 |
1,992.64 |
1.000 |
1,987.25 |
1.618 |
1,978.52 |
2.618 |
1,964.40 |
4.250 |
1,941.36 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
2,012.15 |
2,009.91 |
PP |
2,010.29 |
2,005.80 |
S1 |
2,008.43 |
2,001.70 |
|