| 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 |
16,005.25 |
16,055.50 |
50.25 |
0.3% |
15,895.00 |
| High |
16,071.50 |
16,208.50 |
137.00 |
0.9% |
16,173.50 |
| Low |
15,945.25 |
16,013.50 |
68.25 |
0.4% |
15,837.25 |
| Close |
16,048.00 |
16,023.75 |
-24.25 |
-0.2% |
16,021.00 |
| Range |
126.25 |
195.00 |
68.75 |
54.5% |
336.25 |
| ATR |
215.93 |
214.44 |
-1.50 |
-0.7% |
0.00 |
| Volume |
598,224 |
634,326 |
36,102 |
6.0% |
2,056,101 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,667.00 |
16,540.25 |
16,131.00 |
|
| R3 |
16,472.00 |
16,345.25 |
16,077.50 |
|
| R2 |
16,277.00 |
16,277.00 |
16,059.50 |
|
| R1 |
16,150.25 |
16,150.25 |
16,041.50 |
16,116.00 |
| PP |
16,082.00 |
16,082.00 |
16,082.00 |
16,064.75 |
| S1 |
15,955.25 |
15,955.25 |
16,006.00 |
15,921.00 |
| S2 |
15,887.00 |
15,887.00 |
15,988.00 |
|
| S3 |
15,692.00 |
15,760.25 |
15,970.00 |
|
| S4 |
15,497.00 |
15,565.25 |
15,916.50 |
|
|
| 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 |
16,208.50 |
15,938.75 |
269.75 |
1.7% |
161.50 |
1.0% |
32% |
True |
False |
531,252 |
| 10 |
16,208.50 |
15,796.75 |
411.75 |
2.6% |
174.00 |
1.1% |
55% |
True |
False |
567,315 |
| 20 |
16,208.50 |
14,410.75 |
1,797.75 |
11.2% |
213.25 |
1.3% |
90% |
True |
False |
595,474 |
| 40 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
244.00 |
1.5% |
91% |
True |
False |
681,361 |
| 60 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
241.75 |
1.5% |
91% |
True |
False |
646,193 |
| 80 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
247.75 |
1.5% |
91% |
True |
False |
485,387 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
245.50 |
1.5% |
89% |
False |
False |
388,666 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
242.50 |
1.5% |
89% |
False |
False |
324,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,037.25 |
|
2.618 |
16,719.00 |
|
1.618 |
16,524.00 |
|
1.000 |
16,403.50 |
|
0.618 |
16,329.00 |
|
HIGH |
16,208.50 |
|
0.618 |
16,134.00 |
|
0.500 |
16,111.00 |
|
0.382 |
16,088.00 |
|
LOW |
16,013.50 |
|
0.618 |
15,893.00 |
|
1.000 |
15,818.50 |
|
1.618 |
15,698.00 |
|
2.618 |
15,503.00 |
|
4.250 |
15,184.75 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,111.00 |
16,073.50 |
| PP |
16,082.00 |
16,057.00 |
| S1 |
16,052.75 |
16,040.50 |
|