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 |
4,547.75 |
4,564.00 |
16.25 |
0.4% |
4,526.75 |
High |
4,580.50 |
4,574.00 |
-6.50 |
-0.1% |
4,580.50 |
Low |
4,543.00 |
4,562.00 |
19.00 |
0.4% |
4,520.00 |
Close |
4,567.25 |
4,568.25 |
1.00 |
0.0% |
4,568.25 |
Range |
37.50 |
12.00 |
-25.50 |
-68.0% |
60.50 |
ATR |
50.89 |
48.12 |
-2.78 |
-5.5% |
0.00 |
Volume |
1,403,636 |
572,702 |
-830,934 |
-59.2% |
4,298,797 |
|
Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,604.00 |
4,598.25 |
4,574.75 |
|
R3 |
4,592.00 |
4,586.25 |
4,571.50 |
|
R2 |
4,580.00 |
4,580.00 |
4,570.50 |
|
R1 |
4,574.25 |
4,574.25 |
4,569.25 |
4,577.00 |
PP |
4,568.00 |
4,568.00 |
4,568.00 |
4,569.50 |
S1 |
4,562.25 |
4,562.25 |
4,567.25 |
4,565.00 |
S2 |
4,556.00 |
4,556.00 |
4,566.00 |
|
S3 |
4,544.00 |
4,550.25 |
4,565.00 |
|
S4 |
4,532.00 |
4,538.25 |
4,561.75 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,737.75 |
4,713.50 |
4,601.50 |
|
R3 |
4,677.25 |
4,653.00 |
4,585.00 |
|
R2 |
4,616.75 |
4,616.75 |
4,579.25 |
|
R1 |
4,592.50 |
4,592.50 |
4,573.75 |
4,604.50 |
PP |
4,556.25 |
4,556.25 |
4,556.25 |
4,562.25 |
S1 |
4,532.00 |
4,532.00 |
4,562.75 |
4,544.00 |
S2 |
4,495.75 |
4,495.75 |
4,557.25 |
|
S3 |
4,435.25 |
4,471.50 |
4,551.50 |
|
S4 |
4,374.75 |
4,411.00 |
4,535.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,580.50 |
4,512.75 |
67.75 |
1.5% |
31.50 |
0.7% |
82% |
False |
False |
1,126,141 |
10 |
4,580.50 |
4,354.25 |
226.25 |
5.0% |
43.00 |
0.9% |
95% |
False |
False |
1,362,592 |
20 |
4,580.50 |
4,122.25 |
458.25 |
10.0% |
48.50 |
1.1% |
97% |
False |
False |
1,564,789 |
40 |
4,580.50 |
4,122.25 |
458.25 |
10.0% |
57.00 |
1.2% |
97% |
False |
False |
1,783,899 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.4% |
53.75 |
1.2% |
94% |
False |
False |
1,613,285 |
80 |
4,611.00 |
4,122.25 |
488.75 |
10.7% |
54.50 |
1.2% |
91% |
False |
False |
1,211,348 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
52.00 |
1.1% |
79% |
False |
False |
969,540 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
50.00 |
1.1% |
79% |
False |
False |
808,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,625.00 |
2.618 |
4,605.50 |
1.618 |
4,593.50 |
1.000 |
4,586.00 |
0.618 |
4,581.50 |
HIGH |
4,574.00 |
0.618 |
4,569.50 |
0.500 |
4,568.00 |
0.382 |
4,566.50 |
LOW |
4,562.00 |
0.618 |
4,554.50 |
1.000 |
4,550.00 |
1.618 |
4,542.50 |
2.618 |
4,530.50 |
4.250 |
4,511.00 |
|
|
Fisher Pivots for day following 24-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,568.25 |
4,565.00 |
PP |
4,568.00 |
4,561.75 |
S1 |
4,568.00 |
4,558.50 |
|