Trading Metrics calculated at close of trading on 29-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,362.0 |
4,349.0 |
-13.0 |
-0.3% |
4,349.0 |
High |
4,365.0 |
4,391.0 |
26.0 |
0.6% |
4,387.0 |
Low |
4,336.0 |
4,349.0 |
13.0 |
0.3% |
4,339.0 |
Close |
4,355.0 |
4,379.0 |
24.0 |
0.6% |
4,383.0 |
Range |
29.0 |
42.0 |
13.0 |
44.8% |
48.0 |
ATR |
44.2 |
44.0 |
-0.2 |
-0.4% |
0.0 |
Volume |
611,328 |
678,558 |
67,230 |
11.0% |
1,913,789 |
|
Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,499.0 |
4,481.0 |
4,402.1 |
|
R3 |
4,457.0 |
4,439.0 |
4,390.6 |
|
R2 |
4,415.0 |
4,415.0 |
4,386.7 |
|
R1 |
4,397.0 |
4,397.0 |
4,382.9 |
4,406.0 |
PP |
4,373.0 |
4,373.0 |
4,373.0 |
4,377.5 |
S1 |
4,355.0 |
4,355.0 |
4,375.2 |
4,364.0 |
S2 |
4,331.0 |
4,331.0 |
4,371.3 |
|
S3 |
4,289.0 |
4,313.0 |
4,367.5 |
|
S4 |
4,247.0 |
4,271.0 |
4,355.9 |
|
|
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 |
4,391.0 |
4,336.0 |
55.0 |
1.3% |
29.4 |
0.7% |
78% |
True |
False |
544,342 |
10 |
4,391.0 |
4,302.0 |
89.0 |
2.0% |
29.7 |
0.7% |
87% |
True |
False |
620,934 |
20 |
4,391.0 |
4,063.0 |
328.0 |
7.5% |
42.5 |
1.0% |
96% |
True |
False |
734,517 |
40 |
4,391.0 |
4,001.0 |
390.0 |
8.9% |
50.8 |
1.2% |
97% |
True |
False |
795,163 |
60 |
4,391.0 |
4,001.0 |
390.0 |
8.9% |
53.2 |
1.2% |
97% |
True |
False |
807,791 |
80 |
4,446.0 |
4,001.0 |
445.0 |
10.2% |
53.1 |
1.2% |
85% |
False |
False |
607,190 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.1% |
50.1 |
1.1% |
71% |
False |
False |
485,812 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.1% |
46.5 |
1.1% |
71% |
False |
False |
405,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,569.5 |
2.618 |
4,501.0 |
1.618 |
4,459.0 |
1.000 |
4,433.0 |
0.618 |
4,417.0 |
HIGH |
4,391.0 |
0.618 |
4,375.0 |
0.500 |
4,370.0 |
0.382 |
4,365.0 |
LOW |
4,349.0 |
0.618 |
4,323.0 |
1.000 |
4,307.0 |
1.618 |
4,281.0 |
2.618 |
4,239.0 |
4.250 |
4,170.5 |
|
|
Fisher Pivots for day following 29-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,376.0 |
4,373.8 |
PP |
4,373.0 |
4,368.7 |
S1 |
4,370.0 |
4,363.5 |
|