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 |
4,380.0 |
4,362.0 |
-18.0 |
-0.4% |
4,349.0 |
High |
4,386.0 |
4,365.0 |
-21.0 |
-0.5% |
4,387.0 |
Low |
4,361.0 |
4,336.0 |
-25.0 |
-0.6% |
4,339.0 |
Close |
4,366.0 |
4,355.0 |
-11.0 |
-0.3% |
4,383.0 |
Range |
25.0 |
29.0 |
4.0 |
16.0% |
48.0 |
ATR |
45.3 |
44.2 |
-1.1 |
-2.4% |
0.0 |
Volume |
542,340 |
611,328 |
68,988 |
12.7% |
1,913,789 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,439.0 |
4,426.0 |
4,371.0 |
|
R3 |
4,410.0 |
4,397.0 |
4,363.0 |
|
R2 |
4,381.0 |
4,381.0 |
4,360.3 |
|
R1 |
4,368.0 |
4,368.0 |
4,357.7 |
4,360.0 |
PP |
4,352.0 |
4,352.0 |
4,352.0 |
4,348.0 |
S1 |
4,339.0 |
4,339.0 |
4,352.3 |
4,331.0 |
S2 |
4,323.0 |
4,323.0 |
4,349.7 |
|
S3 |
4,294.0 |
4,310.0 |
4,347.0 |
|
S4 |
4,265.0 |
4,281.0 |
4,339.1 |
|
|
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 |
4,336.0 |
51.0 |
1.2% |
25.8 |
0.6% |
37% |
False |
True |
512,339 |
10 |
4,387.0 |
4,238.0 |
149.0 |
3.4% |
33.3 |
0.8% |
79% |
False |
False |
658,576 |
20 |
4,387.0 |
4,031.0 |
356.0 |
8.2% |
43.2 |
1.0% |
91% |
False |
False |
741,569 |
40 |
4,387.0 |
4,001.0 |
386.0 |
8.9% |
51.3 |
1.2% |
92% |
False |
False |
801,127 |
60 |
4,387.0 |
4,001.0 |
386.0 |
8.9% |
53.4 |
1.2% |
92% |
False |
False |
796,747 |
80 |
4,446.0 |
4,001.0 |
445.0 |
10.2% |
53.1 |
1.2% |
80% |
False |
False |
598,710 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
49.9 |
1.1% |
67% |
False |
False |
479,027 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.2% |
46.3 |
1.1% |
67% |
False |
False |
399,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,488.3 |
2.618 |
4,440.9 |
1.618 |
4,411.9 |
1.000 |
4,394.0 |
0.618 |
4,382.9 |
HIGH |
4,365.0 |
0.618 |
4,353.9 |
0.500 |
4,350.5 |
0.382 |
4,347.1 |
LOW |
4,336.0 |
0.618 |
4,318.1 |
1.000 |
4,307.0 |
1.618 |
4,289.1 |
2.618 |
4,260.1 |
4.250 |
4,212.8 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,353.5 |
4,361.5 |
PP |
4,352.0 |
4,359.3 |
S1 |
4,350.5 |
4,357.2 |
|