Trading Metrics calculated at close of trading on 30-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,349.0 |
4,381.0 |
32.0 |
0.7% |
4,349.0 |
High |
4,391.0 |
4,403.0 |
12.0 |
0.3% |
4,387.0 |
Low |
4,349.0 |
4,366.0 |
17.0 |
0.4% |
4,339.0 |
Close |
4,379.0 |
4,391.0 |
12.0 |
0.3% |
4,383.0 |
Range |
42.0 |
37.0 |
-5.0 |
-11.9% |
48.0 |
ATR |
44.0 |
43.5 |
-0.5 |
-1.1% |
0.0 |
Volume |
678,558 |
869,649 |
191,091 |
28.2% |
1,913,789 |
|
Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,497.7 |
4,481.3 |
4,411.4 |
|
R3 |
4,460.7 |
4,444.3 |
4,401.2 |
|
R2 |
4,423.7 |
4,423.7 |
4,397.8 |
|
R1 |
4,407.3 |
4,407.3 |
4,394.4 |
4,415.5 |
PP |
4,386.7 |
4,386.7 |
4,386.7 |
4,390.8 |
S1 |
4,370.3 |
4,370.3 |
4,387.6 |
4,378.5 |
S2 |
4,349.7 |
4,349.7 |
4,384.2 |
|
S3 |
4,312.7 |
4,333.3 |
4,380.8 |
|
S4 |
4,275.7 |
4,296.3 |
4,370.7 |
|
|
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 |
4,403.0 |
4,336.0 |
67.0 |
1.5% |
31.6 |
0.7% |
82% |
True |
False |
621,167 |
10 |
4,403.0 |
4,308.0 |
95.0 |
2.2% |
29.9 |
0.7% |
87% |
True |
False |
624,508 |
20 |
4,403.0 |
4,126.0 |
277.0 |
6.3% |
41.2 |
0.9% |
96% |
True |
False |
739,228 |
40 |
4,403.0 |
4,001.0 |
402.0 |
9.2% |
50.0 |
1.1% |
97% |
True |
False |
793,937 |
60 |
4,403.0 |
4,001.0 |
402.0 |
9.2% |
53.1 |
1.2% |
97% |
True |
False |
820,567 |
80 |
4,446.0 |
4,001.0 |
445.0 |
10.1% |
52.8 |
1.2% |
88% |
False |
False |
618,059 |
100 |
4,533.0 |
4,001.0 |
532.0 |
12.1% |
50.1 |
1.1% |
73% |
False |
False |
494,506 |
120 |
4,533.0 |
4,001.0 |
532.0 |
12.1% |
46.8 |
1.1% |
73% |
False |
False |
412,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,560.3 |
2.618 |
4,499.9 |
1.618 |
4,462.9 |
1.000 |
4,440.0 |
0.618 |
4,425.9 |
HIGH |
4,403.0 |
0.618 |
4,388.9 |
0.500 |
4,384.5 |
0.382 |
4,380.1 |
LOW |
4,366.0 |
0.618 |
4,343.1 |
1.000 |
4,329.0 |
1.618 |
4,306.1 |
2.618 |
4,269.1 |
4.250 |
4,208.8 |
|
|
Fisher Pivots for day following 30-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,388.8 |
4,383.8 |
PP |
4,386.7 |
4,376.7 |
S1 |
4,384.5 |
4,369.5 |
|