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 |
4,564.00 |
4,562.25 |
-1.75 |
0.0% |
4,526.75 |
High |
4,597.00 |
4,579.50 |
-17.50 |
-0.4% |
4,580.50 |
Low |
4,555.50 |
4,544.75 |
-10.75 |
-0.2% |
4,520.00 |
Close |
4,559.25 |
4,576.75 |
17.50 |
0.4% |
4,568.25 |
Range |
41.50 |
34.75 |
-6.75 |
-16.3% |
60.50 |
ATR |
44.60 |
43.90 |
-0.70 |
-1.6% |
0.00 |
Volume |
1,592,398 |
2,056,268 |
463,870 |
29.1% |
4,298,797 |
|
Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,671.25 |
4,658.75 |
4,595.75 |
|
R3 |
4,636.50 |
4,624.00 |
4,586.25 |
|
R2 |
4,601.75 |
4,601.75 |
4,583.00 |
|
R1 |
4,589.25 |
4,589.25 |
4,580.00 |
4,595.50 |
PP |
4,567.00 |
4,567.00 |
4,567.00 |
4,570.00 |
S1 |
4,554.50 |
4,554.50 |
4,573.50 |
4,560.75 |
S2 |
4,532.25 |
4,532.25 |
4,570.50 |
|
S3 |
4,497.50 |
4,519.75 |
4,567.25 |
|
S4 |
4,462.75 |
4,485.00 |
4,557.75 |
|
|
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 |
4,597.00 |
4,544.75 |
52.25 |
1.1% |
27.25 |
0.6% |
61% |
False |
True |
1,357,340 |
10 |
4,597.00 |
4,501.75 |
95.25 |
2.1% |
31.00 |
0.7% |
79% |
False |
False |
1,333,644 |
20 |
4,597.00 |
4,257.75 |
339.25 |
7.4% |
42.75 |
0.9% |
94% |
False |
False |
1,477,306 |
40 |
4,597.00 |
4,122.25 |
474.75 |
10.4% |
53.25 |
1.2% |
96% |
False |
False |
1,727,209 |
60 |
4,597.00 |
4,122.25 |
474.75 |
10.4% |
53.25 |
1.2% |
96% |
False |
False |
1,715,030 |
80 |
4,597.50 |
4,122.25 |
475.25 |
10.4% |
53.50 |
1.2% |
96% |
False |
False |
1,288,737 |
100 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
51.25 |
1.1% |
81% |
False |
False |
1,031,614 |
120 |
4,685.50 |
4,122.25 |
563.25 |
12.3% |
50.00 |
1.1% |
81% |
False |
False |
859,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,727.25 |
2.618 |
4,670.50 |
1.618 |
4,635.75 |
1.000 |
4,614.25 |
0.618 |
4,601.00 |
HIGH |
4,579.50 |
0.618 |
4,566.25 |
0.500 |
4,562.00 |
0.382 |
4,558.00 |
LOW |
4,544.75 |
0.618 |
4,523.25 |
1.000 |
4,510.00 |
1.618 |
4,488.50 |
2.618 |
4,453.75 |
4.250 |
4,397.00 |
|
|
Fisher Pivots for day following 30-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,572.00 |
4,574.75 |
PP |
4,567.00 |
4,572.75 |
S1 |
4,562.00 |
4,571.00 |
|