| 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 |
2,002.5 |
2,014.3 |
11.8 |
0.6% |
1,980.9 |
| High |
2,018.9 |
2,044.1 |
25.2 |
1.2% |
2,009.8 |
| Low |
2,001.4 |
2,011.5 |
10.1 |
0.5% |
1,967.2 |
| Close |
2,012.4 |
2,040.0 |
27.6 |
1.4% |
2,003.0 |
| Range |
17.5 |
32.6 |
15.1 |
86.3% |
42.6 |
| ATR |
23.1 |
23.7 |
0.7 |
3.0% |
0.0 |
| Volume |
251,250 |
174,665 |
-76,585 |
-30.5% |
822,161 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.7 |
2,117.4 |
2,057.9 |
|
| R3 |
2,097.1 |
2,084.8 |
2,049.0 |
|
| R2 |
2,064.5 |
2,064.5 |
2,046.0 |
|
| R1 |
2,052.2 |
2,052.2 |
2,043.0 |
2,058.4 |
| PP |
2,031.9 |
2,031.9 |
2,031.9 |
2,034.9 |
| S1 |
2,019.6 |
2,019.6 |
2,037.0 |
2,025.8 |
| S2 |
1,999.3 |
1,999.3 |
2,034.0 |
|
| S3 |
1,966.7 |
1,987.0 |
2,031.0 |
|
| S4 |
1,934.1 |
1,954.4 |
2,022.1 |
|
|
| 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 |
2,044.1 |
1,979.9 |
64.2 |
3.1% |
22.7 |
1.1% |
94% |
True |
False |
214,037 |
| 10 |
2,044.1 |
1,938.8 |
105.3 |
5.2% |
23.8 |
1.2% |
96% |
True |
False |
189,167 |
| 20 |
2,044.1 |
1,935.6 |
108.5 |
5.3% |
23.2 |
1.1% |
96% |
True |
False |
193,345 |
| 40 |
2,044.1 |
1,823.5 |
220.6 |
10.8% |
24.1 |
1.2% |
98% |
True |
False |
202,717 |
| 60 |
2,044.1 |
1,823.5 |
220.6 |
10.8% |
21.8 |
1.1% |
98% |
True |
False |
195,190 |
| 80 |
2,044.1 |
1,823.5 |
220.6 |
10.8% |
20.4 |
1.0% |
98% |
True |
False |
181,775 |
| 100 |
2,044.1 |
1,823.5 |
220.6 |
10.8% |
20.3 |
1.0% |
98% |
True |
False |
163,727 |
| 120 |
2,044.1 |
1,823.5 |
220.6 |
10.8% |
20.7 |
1.0% |
98% |
True |
False |
137,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,182.7 |
|
2.618 |
2,129.4 |
|
1.618 |
2,096.8 |
|
1.000 |
2,076.7 |
|
0.618 |
2,064.2 |
|
HIGH |
2,044.1 |
|
0.618 |
2,031.6 |
|
0.500 |
2,027.8 |
|
0.382 |
2,024.0 |
|
LOW |
2,011.5 |
|
0.618 |
1,991.4 |
|
1.000 |
1,978.9 |
|
1.618 |
1,958.8 |
|
2.618 |
1,926.2 |
|
4.250 |
1,873.0 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,035.9 |
2,032.5 |
| PP |
2,031.9 |
2,025.0 |
| S1 |
2,027.8 |
2,017.5 |
|