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 |
4,561.50 |
4,564.00 |
2.50 |
0.1% |
4,526.75 |
High |
4,577.25 |
4,597.00 |
19.75 |
0.4% |
4,580.50 |
Low |
4,547.00 |
4,555.50 |
8.50 |
0.2% |
4,520.00 |
Close |
4,563.00 |
4,559.25 |
-3.75 |
-0.1% |
4,568.25 |
Range |
30.25 |
41.50 |
11.25 |
37.2% |
60.50 |
ATR |
44.84 |
44.60 |
-0.24 |
-0.5% |
0.00 |
Volume |
1,441,119 |
1,592,398 |
151,279 |
10.5% |
4,298,797 |
|
Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,695.00 |
4,668.75 |
4,582.00 |
|
R3 |
4,653.50 |
4,627.25 |
4,570.75 |
|
R2 |
4,612.00 |
4,612.00 |
4,566.75 |
|
R1 |
4,585.75 |
4,585.75 |
4,563.00 |
4,578.00 |
PP |
4,570.50 |
4,570.50 |
4,570.50 |
4,566.75 |
S1 |
4,544.25 |
4,544.25 |
4,555.50 |
4,536.50 |
S2 |
4,529.00 |
4,529.00 |
4,551.75 |
|
S3 |
4,487.50 |
4,502.75 |
4,547.75 |
|
S4 |
4,446.00 |
4,461.25 |
4,536.50 |
|
|
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 |
4,597.00 |
4,543.00 |
54.00 |
1.2% |
27.75 |
0.6% |
30% |
True |
False |
1,226,813 |
10 |
4,597.00 |
4,501.75 |
95.25 |
2.1% |
30.50 |
0.7% |
60% |
True |
False |
1,285,362 |
20 |
4,597.00 |
4,191.25 |
405.75 |
8.9% |
44.50 |
1.0% |
91% |
True |
False |
1,475,846 |
40 |
4,597.00 |
4,122.25 |
474.75 |
10.4% |
54.00 |
1.2% |
92% |
True |
False |
1,730,009 |
60 |
4,597.00 |
4,122.25 |
474.75 |
10.4% |
53.50 |
1.2% |
92% |
True |
False |
1,681,531 |
80 |
4,597.50 |
4,122.25 |
475.25 |
10.4% |
53.75 |
1.2% |
92% |
False |
False |
1,263,127 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.4% |
51.25 |
1.1% |
78% |
False |
False |
1,011,064 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.4% |
50.00 |
1.1% |
78% |
False |
False |
842,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,773.50 |
2.618 |
4,705.75 |
1.618 |
4,664.25 |
1.000 |
4,638.50 |
0.618 |
4,622.75 |
HIGH |
4,597.00 |
0.618 |
4,581.25 |
0.500 |
4,576.25 |
0.382 |
4,571.25 |
LOW |
4,555.50 |
0.618 |
4,529.75 |
1.000 |
4,514.00 |
1.618 |
4,488.25 |
2.618 |
4,446.75 |
4.250 |
4,379.00 |
|
|
Fisher Pivots for day following 29-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,576.25 |
4,572.00 |
PP |
4,570.50 |
4,567.75 |
S1 |
4,565.00 |
4,563.50 |
|