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 |
4,564.00 |
4,568.50 |
4.50 |
0.1% |
4,526.75 |
High |
4,574.00 |
4,570.00 |
-4.00 |
-0.1% |
4,580.50 |
Low |
4,562.00 |
4,552.00 |
-10.00 |
-0.2% |
4,520.00 |
Close |
4,568.25 |
4,561.00 |
-7.25 |
-0.2% |
4,568.25 |
Range |
12.00 |
18.00 |
6.00 |
50.0% |
60.50 |
ATR |
48.12 |
45.97 |
-2.15 |
-4.5% |
0.00 |
Volume |
572,702 |
1,124,213 |
551,511 |
96.3% |
4,298,797 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,615.00 |
4,606.00 |
4,571.00 |
|
R3 |
4,597.00 |
4,588.00 |
4,566.00 |
|
R2 |
4,579.00 |
4,579.00 |
4,564.25 |
|
R1 |
4,570.00 |
4,570.00 |
4,562.75 |
4,565.50 |
PP |
4,561.00 |
4,561.00 |
4,561.00 |
4,558.75 |
S1 |
4,552.00 |
4,552.00 |
4,559.25 |
4,547.50 |
S2 |
4,543.00 |
4,543.00 |
4,557.75 |
|
S3 |
4,525.00 |
4,534.00 |
4,556.00 |
|
S4 |
4,507.00 |
4,516.00 |
4,551.00 |
|
|
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 |
4,520.00 |
60.50 |
1.3% |
29.75 |
0.7% |
68% |
False |
False |
1,084,602 |
10 |
4,580.50 |
4,407.25 |
173.25 |
3.8% |
36.75 |
0.8% |
89% |
False |
False |
1,299,813 |
20 |
4,580.50 |
4,143.50 |
437.00 |
9.6% |
46.25 |
1.0% |
96% |
False |
False |
1,511,212 |
40 |
4,580.50 |
4,122.25 |
458.25 |
10.0% |
56.00 |
1.2% |
96% |
False |
False |
1,759,353 |
60 |
4,597.50 |
4,122.25 |
475.25 |
10.4% |
53.50 |
1.2% |
92% |
False |
False |
1,631,807 |
80 |
4,611.00 |
4,122.25 |
488.75 |
10.7% |
54.25 |
1.2% |
90% |
False |
False |
1,225,333 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
51.50 |
1.1% |
78% |
False |
False |
980,756 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
50.00 |
1.1% |
78% |
False |
False |
817,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,646.50 |
2.618 |
4,617.00 |
1.618 |
4,599.00 |
1.000 |
4,588.00 |
0.618 |
4,581.00 |
HIGH |
4,570.00 |
0.618 |
4,563.00 |
0.500 |
4,561.00 |
0.382 |
4,559.00 |
LOW |
4,552.00 |
0.618 |
4,541.00 |
1.000 |
4,534.00 |
1.618 |
4,523.00 |
2.618 |
4,505.00 |
4.250 |
4,475.50 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,561.00 |
4,561.75 |
PP |
4,561.00 |
4,561.50 |
S1 |
4,561.00 |
4,561.25 |
|