Trading Metrics calculated at close of trading on 24-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,351.0 |
4,370.0 |
19.0 |
0.4% |
4,349.0 |
High |
4,368.0 |
4,387.0 |
19.0 |
0.4% |
4,387.0 |
Low |
4,342.0 |
4,362.0 |
20.0 |
0.5% |
4,339.0 |
Close |
4,363.0 |
4,383.0 |
20.0 |
0.5% |
4,383.0 |
Range |
26.0 |
25.0 |
-1.0 |
-3.8% |
48.0 |
ATR |
48.5 |
46.9 |
-1.7 |
-3.5% |
0.0 |
Volume |
485,526 |
403,961 |
-81,565 |
-16.8% |
1,913,789 |
|
Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,452.3 |
4,442.7 |
4,396.8 |
|
R3 |
4,427.3 |
4,417.7 |
4,389.9 |
|
R2 |
4,402.3 |
4,402.3 |
4,387.6 |
|
R1 |
4,392.7 |
4,392.7 |
4,385.3 |
4,397.5 |
PP |
4,377.3 |
4,377.3 |
4,377.3 |
4,379.8 |
S1 |
4,367.7 |
4,367.7 |
4,380.7 |
4,372.5 |
S2 |
4,352.3 |
4,352.3 |
4,378.4 |
|
S3 |
4,327.3 |
4,342.7 |
4,376.1 |
|
S4 |
4,302.3 |
4,317.7 |
4,369.3 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,513.7 |
4,496.3 |
4,409.4 |
|
R3 |
4,465.7 |
4,448.3 |
4,396.2 |
|
R2 |
4,417.7 |
4,417.7 |
4,391.8 |
|
R1 |
4,400.3 |
4,400.3 |
4,387.4 |
4,409.0 |
PP |
4,369.7 |
4,369.7 |
4,369.7 |
4,374.0 |
S1 |
4,352.3 |
4,352.3 |
4,378.6 |
4,361.0 |
S2 |
4,321.7 |
4,321.7 |
4,374.2 |
|
S3 |
4,273.7 |
4,304.3 |
4,369.8 |
|
S4 |
4,225.7 |
4,256.3 |
4,356.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,387.0 |
4,316.0 |
71.0 |
1.6% |
28.4 |
0.6% |
94% |
True |
False |
552,190 |
10 |
4,387.0 |
4,185.0 |
202.0 |
4.6% |
37.4 |
0.9% |
98% |
True |
False |
691,115 |
20 |
4,387.0 |
4,001.0 |
386.0 |
8.8% |
46.6 |
1.1% |
99% |
True |
False |
771,232 |
40 |
4,387.0 |
4,001.0 |
386.0 |
8.8% |
53.9 |
1.2% |
99% |
True |
False |
823,681 |
60 |
4,387.0 |
4,001.0 |
386.0 |
8.8% |
54.4 |
1.2% |
99% |
True |
False |
777,917 |
80 |
4,446.0 |
4,001.0 |
445.0 |
10.2% |
53.8 |
1.2% |
86% |
False |
False |
584,297 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.1% |
51.1 |
1.2% |
72% |
False |
False |
467,513 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.1% |
46.0 |
1.0% |
72% |
False |
False |
389,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,493.3 |
2.618 |
4,452.5 |
1.618 |
4,427.5 |
1.000 |
4,412.0 |
0.618 |
4,402.5 |
HIGH |
4,387.0 |
0.618 |
4,377.5 |
0.500 |
4,374.5 |
0.382 |
4,371.6 |
LOW |
4,362.0 |
0.618 |
4,346.6 |
1.000 |
4,337.0 |
1.618 |
4,321.6 |
2.618 |
4,296.6 |
4.250 |
4,255.8 |
|
|
Fisher Pivots for day following 24-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,380.2 |
4,376.3 |
PP |
4,377.3 |
4,369.7 |
S1 |
4,374.5 |
4,363.0 |
|