| 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 |
1,991.2 |
2,002.5 |
11.3 |
0.6% |
1,980.9 |
| High |
2,004.5 |
2,018.9 |
14.4 |
0.7% |
2,009.8 |
| Low |
1,990.9 |
2,001.4 |
10.5 |
0.5% |
1,967.2 |
| Close |
2,003.0 |
2,012.4 |
9.4 |
0.5% |
2,003.0 |
| Range |
13.6 |
17.5 |
3.9 |
28.7% |
42.6 |
| ATR |
23.5 |
23.1 |
-0.4 |
-1.8% |
0.0 |
| Volume |
214,880 |
251,250 |
36,370 |
16.9% |
822,161 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,063.4 |
2,055.4 |
2,022.0 |
|
| R3 |
2,045.9 |
2,037.9 |
2,017.2 |
|
| R2 |
2,028.4 |
2,028.4 |
2,015.6 |
|
| R1 |
2,020.4 |
2,020.4 |
2,014.0 |
2,024.4 |
| PP |
2,010.9 |
2,010.9 |
2,010.9 |
2,012.9 |
| S1 |
2,002.9 |
2,002.9 |
2,010.8 |
2,006.9 |
| S2 |
1,993.4 |
1,993.4 |
2,009.2 |
|
| S3 |
1,975.9 |
1,985.4 |
2,007.6 |
|
| S4 |
1,958.4 |
1,967.9 |
2,002.8 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.1 |
2,104.7 |
2,026.4 |
|
| R3 |
2,078.5 |
2,062.1 |
2,014.7 |
|
| R2 |
2,035.9 |
2,035.9 |
2,010.8 |
|
| R1 |
2,019.5 |
2,019.5 |
2,006.9 |
2,027.7 |
| PP |
1,993.3 |
1,993.3 |
1,993.3 |
1,997.5 |
| S1 |
1,976.9 |
1,976.9 |
1,999.1 |
1,985.1 |
| S2 |
1,950.7 |
1,950.7 |
1,995.2 |
|
| S3 |
1,908.1 |
1,934.3 |
1,991.3 |
|
| S4 |
1,865.5 |
1,891.7 |
1,979.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,018.9 |
1,967.2 |
51.7 |
2.6% |
20.3 |
1.0% |
87% |
True |
False |
214,682 |
| 10 |
2,018.9 |
1,935.6 |
83.3 |
4.1% |
22.4 |
1.1% |
92% |
True |
False |
190,070 |
| 20 |
2,018.9 |
1,935.6 |
83.3 |
4.1% |
22.4 |
1.1% |
92% |
True |
False |
193,679 |
| 40 |
2,019.7 |
1,823.5 |
196.2 |
9.7% |
23.8 |
1.2% |
96% |
False |
False |
203,404 |
| 60 |
2,019.7 |
1,823.5 |
196.2 |
9.7% |
21.6 |
1.1% |
96% |
False |
False |
194,957 |
| 80 |
2,019.7 |
1,823.5 |
196.2 |
9.7% |
20.4 |
1.0% |
96% |
False |
False |
181,547 |
| 100 |
2,028.6 |
1,823.5 |
205.1 |
10.2% |
20.2 |
1.0% |
92% |
False |
False |
162,167 |
| 120 |
2,028.6 |
1,823.5 |
205.1 |
10.2% |
20.6 |
1.0% |
92% |
False |
False |
136,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,093.3 |
|
2.618 |
2,064.7 |
|
1.618 |
2,047.2 |
|
1.000 |
2,036.4 |
|
0.618 |
2,029.7 |
|
HIGH |
2,018.9 |
|
0.618 |
2,012.2 |
|
0.500 |
2,010.2 |
|
0.382 |
2,008.1 |
|
LOW |
2,001.4 |
|
0.618 |
1,990.6 |
|
1.000 |
1,983.9 |
|
1.618 |
1,973.1 |
|
2.618 |
1,955.6 |
|
4.250 |
1,927.0 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,011.7 |
2,009.5 |
| PP |
2,010.9 |
2,006.6 |
| S1 |
2,010.2 |
2,003.8 |
|