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 |
4,568.50 |
4,561.50 |
-7.00 |
-0.2% |
4,526.75 |
High |
4,570.00 |
4,577.25 |
7.25 |
0.2% |
4,580.50 |
Low |
4,552.00 |
4,547.00 |
-5.00 |
-0.1% |
4,520.00 |
Close |
4,561.00 |
4,563.00 |
2.00 |
0.0% |
4,568.25 |
Range |
18.00 |
30.25 |
12.25 |
68.1% |
60.50 |
ATR |
45.97 |
44.84 |
-1.12 |
-2.4% |
0.00 |
Volume |
1,124,213 |
1,441,119 |
316,906 |
28.2% |
4,298,797 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,653.25 |
4,638.25 |
4,579.75 |
|
R3 |
4,623.00 |
4,608.00 |
4,571.25 |
|
R2 |
4,592.75 |
4,592.75 |
4,568.50 |
|
R1 |
4,577.75 |
4,577.75 |
4,565.75 |
4,585.25 |
PP |
4,562.50 |
4,562.50 |
4,562.50 |
4,566.00 |
S1 |
4,547.50 |
4,547.50 |
4,560.25 |
4,555.00 |
S2 |
4,532.25 |
4,532.25 |
4,557.50 |
|
S3 |
4,502.00 |
4,517.25 |
4,554.75 |
|
S4 |
4,471.75 |
4,487.00 |
4,546.25 |
|
|
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 |
4,536.75 |
43.75 |
1.0% |
25.50 |
0.6% |
60% |
False |
False |
1,128,667 |
10 |
4,580.50 |
4,420.25 |
160.25 |
3.5% |
36.75 |
0.8% |
89% |
False |
False |
1,316,307 |
20 |
4,580.50 |
4,166.75 |
413.75 |
9.1% |
45.00 |
1.0% |
96% |
False |
False |
1,488,037 |
40 |
4,580.50 |
4,122.25 |
458.25 |
10.0% |
55.25 |
1.2% |
96% |
False |
False |
1,746,619 |
60 |
4,580.75 |
4,122.25 |
458.50 |
10.0% |
53.50 |
1.2% |
96% |
False |
False |
1,655,499 |
80 |
4,597.50 |
4,122.25 |
475.25 |
10.4% |
53.75 |
1.2% |
93% |
False |
False |
1,243,246 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
51.25 |
1.1% |
78% |
False |
False |
995,150 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
50.00 |
1.1% |
78% |
False |
False |
829,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,705.75 |
2.618 |
4,656.50 |
1.618 |
4,626.25 |
1.000 |
4,607.50 |
0.618 |
4,596.00 |
HIGH |
4,577.25 |
0.618 |
4,565.75 |
0.500 |
4,562.00 |
0.382 |
4,558.50 |
LOW |
4,547.00 |
0.618 |
4,528.25 |
1.000 |
4,516.75 |
1.618 |
4,498.00 |
2.618 |
4,467.75 |
4.250 |
4,418.50 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,562.75 |
4,562.75 |
PP |
4,562.50 |
4,562.50 |
S1 |
4,562.00 |
4,562.00 |
|