| 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 |
15,967.25 |
16,036.75 |
69.50 |
0.4% |
15,895.00 |
| High |
16,173.50 |
16,086.50 |
-87.00 |
-0.5% |
16,173.50 |
| Low |
15,942.75 |
15,981.75 |
39.00 |
0.2% |
15,837.25 |
| Close |
16,049.25 |
16,021.00 |
-28.25 |
-0.2% |
16,021.00 |
| Range |
230.75 |
104.75 |
-126.00 |
-54.6% |
336.25 |
| ATR |
237.90 |
228.39 |
-9.51 |
-4.0% |
0.00 |
| Volume |
624,552 |
296,604 |
-327,948 |
-52.5% |
2,056,101 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,344.00 |
16,287.25 |
16,078.50 |
|
| R3 |
16,239.25 |
16,182.50 |
16,049.75 |
|
| R2 |
16,134.50 |
16,134.50 |
16,040.25 |
|
| R1 |
16,077.75 |
16,077.75 |
16,030.50 |
16,053.75 |
| PP |
16,029.75 |
16,029.75 |
16,029.75 |
16,017.75 |
| S1 |
15,973.00 |
15,973.00 |
16,011.50 |
15,949.00 |
| S2 |
15,925.00 |
15,925.00 |
16,001.75 |
|
| S3 |
15,820.25 |
15,868.25 |
15,992.25 |
|
| S4 |
15,715.50 |
15,763.50 |
15,963.50 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,019.25 |
16,856.50 |
16,206.00 |
|
| R3 |
16,683.00 |
16,520.25 |
16,113.50 |
|
| R2 |
16,346.75 |
16,346.75 |
16,082.75 |
|
| R1 |
16,184.00 |
16,184.00 |
16,051.75 |
16,265.50 |
| PP |
16,010.50 |
16,010.50 |
16,010.50 |
16,051.25 |
| S1 |
15,847.75 |
15,847.75 |
15,990.25 |
15,929.00 |
| S2 |
15,674.25 |
15,674.25 |
15,959.25 |
|
| S3 |
15,338.00 |
15,511.50 |
15,928.50 |
|
| S4 |
15,001.75 |
15,175.25 |
15,836.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,173.50 |
15,825.00 |
348.50 |
2.2% |
188.00 |
1.2% |
56% |
False |
False |
523,705 |
| 10 |
16,173.50 |
15,207.25 |
966.25 |
6.0% |
217.50 |
1.4% |
84% |
False |
False |
580,672 |
| 20 |
16,173.50 |
14,209.75 |
1,963.75 |
12.3% |
217.75 |
1.4% |
92% |
False |
False |
618,696 |
| 40 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
253.25 |
1.6% |
92% |
False |
False |
694,768 |
| 60 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
242.75 |
1.5% |
92% |
False |
False |
617,558 |
| 80 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
250.00 |
1.6% |
92% |
False |
False |
463,787 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
246.50 |
1.5% |
89% |
False |
False |
371,354 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
244.50 |
1.5% |
89% |
False |
False |
309,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,531.75 |
|
2.618 |
16,360.75 |
|
1.618 |
16,256.00 |
|
1.000 |
16,191.25 |
|
0.618 |
16,151.25 |
|
HIGH |
16,086.50 |
|
0.618 |
16,046.50 |
|
0.500 |
16,034.00 |
|
0.382 |
16,021.75 |
|
LOW |
15,981.75 |
|
0.618 |
15,917.00 |
|
1.000 |
15,877.00 |
|
1.618 |
15,812.25 |
|
2.618 |
15,707.50 |
|
4.250 |
15,536.50 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,034.00 |
16,042.75 |
| PP |
16,029.75 |
16,035.50 |
| S1 |
16,025.50 |
16,028.25 |
|