| 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 |
16,055.50 |
16,040.25 |
-15.25 |
-0.1% |
15,895.00 |
| High |
16,208.50 |
16,098.50 |
-110.00 |
-0.7% |
16,173.50 |
| Low |
16,013.50 |
15,856.00 |
-157.50 |
-1.0% |
15,837.25 |
| Close |
16,023.75 |
15,985.50 |
-38.25 |
-0.2% |
16,021.00 |
| Range |
195.00 |
242.50 |
47.50 |
24.4% |
336.25 |
| ATR |
214.44 |
216.44 |
2.00 |
0.9% |
0.00 |
| Volume |
634,326 |
694,118 |
59,792 |
9.4% |
2,056,101 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,707.50 |
16,589.00 |
16,119.00 |
|
| R3 |
16,465.00 |
16,346.50 |
16,052.25 |
|
| R2 |
16,222.50 |
16,222.50 |
16,030.00 |
|
| R1 |
16,104.00 |
16,104.00 |
16,007.75 |
16,042.00 |
| PP |
15,980.00 |
15,980.00 |
15,980.00 |
15,949.00 |
| S1 |
15,861.50 |
15,861.50 |
15,963.25 |
15,799.50 |
| S2 |
15,737.50 |
15,737.50 |
15,941.00 |
|
| S3 |
15,495.00 |
15,619.00 |
15,918.75 |
|
| S4 |
15,252.50 |
15,376.50 |
15,852.00 |
|
|
| 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 |
16,208.50 |
15,856.00 |
352.50 |
2.2% |
163.75 |
1.0% |
37% |
False |
True |
545,165 |
| 10 |
16,208.50 |
15,796.75 |
411.75 |
2.6% |
176.50 |
1.1% |
46% |
False |
False |
568,220 |
| 20 |
16,208.50 |
14,760.00 |
1,448.50 |
9.1% |
207.75 |
1.3% |
85% |
False |
False |
593,089 |
| 40 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
240.75 |
1.5% |
89% |
False |
False |
678,632 |
| 60 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
242.25 |
1.5% |
89% |
False |
False |
657,519 |
| 80 |
16,208.50 |
14,140.25 |
2,068.25 |
12.9% |
247.50 |
1.5% |
89% |
False |
False |
494,031 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
246.25 |
1.5% |
87% |
False |
False |
395,597 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.3% |
242.75 |
1.5% |
87% |
False |
False |
329,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,129.00 |
|
2.618 |
16,733.25 |
|
1.618 |
16,490.75 |
|
1.000 |
16,341.00 |
|
0.618 |
16,248.25 |
|
HIGH |
16,098.50 |
|
0.618 |
16,005.75 |
|
0.500 |
15,977.25 |
|
0.382 |
15,948.75 |
|
LOW |
15,856.00 |
|
0.618 |
15,706.25 |
|
1.000 |
15,613.50 |
|
1.618 |
15,463.75 |
|
2.618 |
15,221.25 |
|
4.250 |
14,825.50 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,982.75 |
16,032.25 |
| PP |
15,980.00 |
16,016.75 |
| S1 |
15,977.25 |
16,001.00 |
|