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 |
4,370.0 |
4,380.0 |
10.0 |
0.2% |
4,349.0 |
High |
4,387.0 |
4,386.0 |
-1.0 |
0.0% |
4,387.0 |
Low |
4,362.0 |
4,361.0 |
-1.0 |
0.0% |
4,339.0 |
Close |
4,383.0 |
4,366.0 |
-17.0 |
-0.4% |
4,383.0 |
Range |
25.0 |
25.0 |
0.0 |
0.0% |
48.0 |
ATR |
46.9 |
45.3 |
-1.6 |
-3.3% |
0.0 |
Volume |
403,961 |
542,340 |
138,379 |
34.3% |
1,913,789 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,446.0 |
4,431.0 |
4,379.8 |
|
R3 |
4,421.0 |
4,406.0 |
4,372.9 |
|
R2 |
4,396.0 |
4,396.0 |
4,370.6 |
|
R1 |
4,381.0 |
4,381.0 |
4,368.3 |
4,376.0 |
PP |
4,371.0 |
4,371.0 |
4,371.0 |
4,368.5 |
S1 |
4,356.0 |
4,356.0 |
4,363.7 |
4,351.0 |
S2 |
4,346.0 |
4,346.0 |
4,361.4 |
|
S3 |
4,321.0 |
4,331.0 |
4,359.1 |
|
S4 |
4,296.0 |
4,306.0 |
4,352.3 |
|
|
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 |
4,339.0 |
48.0 |
1.1% |
25.2 |
0.6% |
56% |
False |
False |
491,225 |
10 |
4,387.0 |
4,210.0 |
177.0 |
4.1% |
34.2 |
0.8% |
88% |
False |
False |
658,263 |
20 |
4,387.0 |
4,022.0 |
365.0 |
8.4% |
43.8 |
1.0% |
94% |
False |
False |
744,151 |
40 |
4,387.0 |
4,001.0 |
386.0 |
8.8% |
52.9 |
1.2% |
95% |
False |
False |
808,728 |
60 |
4,387.0 |
4,001.0 |
386.0 |
8.8% |
54.0 |
1.2% |
95% |
False |
False |
786,613 |
80 |
4,446.0 |
4,001.0 |
445.0 |
10.2% |
53.4 |
1.2% |
82% |
False |
False |
591,070 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
50.2 |
1.2% |
69% |
False |
False |
472,915 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
46.0 |
1.1% |
69% |
False |
False |
394,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,492.3 |
2.618 |
4,451.5 |
1.618 |
4,426.5 |
1.000 |
4,411.0 |
0.618 |
4,401.5 |
HIGH |
4,386.0 |
0.618 |
4,376.5 |
0.500 |
4,373.5 |
0.382 |
4,370.6 |
LOW |
4,361.0 |
0.618 |
4,345.6 |
1.000 |
4,336.0 |
1.618 |
4,320.6 |
2.618 |
4,295.6 |
4.250 |
4,254.8 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,373.5 |
4,365.5 |
PP |
4,371.0 |
4,365.0 |
S1 |
4,368.5 |
4,364.5 |
|