| 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 |
16,036.75 |
16,008.00 |
-28.75 |
-0.2% |
15,895.00 |
| High |
16,086.50 |
16,089.25 |
2.75 |
0.0% |
16,173.50 |
| Low |
15,981.75 |
15,938.75 |
-43.00 |
-0.3% |
15,837.25 |
| Close |
16,021.00 |
16,008.75 |
-12.25 |
-0.1% |
16,021.00 |
| Range |
104.75 |
150.50 |
45.75 |
43.7% |
336.25 |
| ATR |
228.39 |
222.83 |
-5.56 |
-2.4% |
0.00 |
| Volume |
296,604 |
502,555 |
205,951 |
69.4% |
2,056,101 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,463.75 |
16,386.75 |
16,091.50 |
|
| R3 |
16,313.25 |
16,236.25 |
16,050.25 |
|
| R2 |
16,162.75 |
16,162.75 |
16,036.25 |
|
| R1 |
16,085.75 |
16,085.75 |
16,022.50 |
16,124.25 |
| PP |
16,012.25 |
16,012.25 |
16,012.25 |
16,031.50 |
| S1 |
15,935.25 |
15,935.25 |
15,995.00 |
15,973.75 |
| S2 |
15,861.75 |
15,861.75 |
15,981.25 |
|
| S3 |
15,711.25 |
15,784.75 |
15,967.25 |
|
| S4 |
15,560.75 |
15,634.25 |
15,926.00 |
|
|
| 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 |
15,837.25 |
336.25 |
2.1% |
195.25 |
1.2% |
51% |
False |
False |
511,731 |
| 10 |
16,173.50 |
15,465.25 |
708.25 |
4.4% |
192.00 |
1.2% |
77% |
False |
False |
562,964 |
| 20 |
16,173.50 |
14,303.00 |
1,870.50 |
11.7% |
215.50 |
1.3% |
91% |
False |
False |
604,719 |
| 40 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
251.00 |
1.6% |
92% |
False |
False |
688,693 |
| 60 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
242.75 |
1.5% |
92% |
False |
False |
625,886 |
| 80 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
249.25 |
1.6% |
92% |
False |
False |
470,033 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
245.50 |
1.5% |
88% |
False |
False |
376,367 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
245.00 |
1.5% |
88% |
False |
False |
313,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,729.00 |
|
2.618 |
16,483.25 |
|
1.618 |
16,332.75 |
|
1.000 |
16,239.75 |
|
0.618 |
16,182.25 |
|
HIGH |
16,089.25 |
|
0.618 |
16,031.75 |
|
0.500 |
16,014.00 |
|
0.382 |
15,996.25 |
|
LOW |
15,938.75 |
|
0.618 |
15,845.75 |
|
1.000 |
15,788.25 |
|
1.618 |
15,695.25 |
|
2.618 |
15,544.75 |
|
4.250 |
15,299.00 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,014.00 |
16,056.00 |
| PP |
16,012.25 |
16,040.25 |
| S1 |
16,010.50 |
16,024.50 |
|