Trading Metrics calculated at close of trading on 28-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
2,003.63 |
2,014.21 |
10.58 |
0.5% |
1,980.95 |
High |
2,015.49 |
2,042.31 |
26.82 |
1.3% |
2,006.55 |
Low |
2,001.37 |
2,012.82 |
11.45 |
0.6% |
1,966.26 |
Close |
2,014.01 |
2,041.60 |
27.59 |
1.4% |
2,002.28 |
Range |
14.12 |
29.49 |
15.37 |
108.9% |
40.29 |
ATR |
19.55 |
20.26 |
0.71 |
3.6% |
0.00 |
Volume |
5,400 |
5,510 |
110 |
2.0% |
21,905 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,120.71 |
2,110.65 |
2,057.82 |
|
R3 |
2,091.22 |
2,081.16 |
2,049.71 |
|
R2 |
2,061.73 |
2,061.73 |
2,047.01 |
|
R1 |
2,051.67 |
2,051.67 |
2,044.30 |
2,056.70 |
PP |
2,032.24 |
2,032.24 |
2,032.24 |
2,034.76 |
S1 |
2,022.18 |
2,022.18 |
2,038.90 |
2,027.21 |
S2 |
2,002.75 |
2,002.75 |
2,036.19 |
|
S3 |
1,973.26 |
1,992.69 |
2,033.49 |
|
S4 |
1,943.77 |
1,963.20 |
2,025.38 |
|
|
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 |
2,042.31 |
1,977.76 |
64.55 |
3.2% |
20.15 |
1.0% |
99% |
True |
False |
5,456 |
10 |
2,042.31 |
1,944.08 |
98.23 |
4.8% |
20.24 |
1.0% |
99% |
True |
False |
5,573 |
20 |
2,042.31 |
1,933.24 |
109.07 |
5.3% |
19.70 |
1.0% |
99% |
True |
False |
5,622 |
40 |
2,042.31 |
1,812.39 |
229.92 |
11.3% |
20.96 |
1.0% |
100% |
True |
False |
5,546 |
60 |
2,042.31 |
1,812.39 |
229.92 |
11.3% |
18.94 |
0.9% |
100% |
True |
False |
5,653 |
80 |
2,042.31 |
1,812.39 |
229.92 |
11.3% |
17.61 |
0.9% |
100% |
True |
False |
5,666 |
100 |
2,042.31 |
1,812.39 |
229.92 |
11.3% |
17.57 |
0.9% |
100% |
True |
False |
5,679 |
120 |
2,042.31 |
1,812.39 |
229.92 |
11.3% |
17.97 |
0.9% |
100% |
True |
False |
5,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,167.64 |
2.618 |
2,119.51 |
1.618 |
2,090.02 |
1.000 |
2,071.80 |
0.618 |
2,060.53 |
HIGH |
2,042.31 |
0.618 |
2,031.04 |
0.500 |
2,027.57 |
0.382 |
2,024.09 |
LOW |
2,012.82 |
0.618 |
1,994.60 |
1.000 |
1,983.33 |
1.618 |
1,965.11 |
2.618 |
1,935.62 |
4.250 |
1,887.49 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
2,036.92 |
2,033.46 |
PP |
2,032.24 |
2,025.31 |
S1 |
2,027.57 |
2,017.17 |
|