| 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 |
15,967.0 |
16,034.0 |
67.0 |
0.4% |
15,996.0 |
| High |
16,044.0 |
16,086.0 |
42.0 |
0.3% |
16,086.0 |
| Low |
15,954.0 |
16,012.0 |
58.0 |
0.4% |
15,903.0 |
| Close |
16,008.0 |
16,074.0 |
66.0 |
0.4% |
16,074.0 |
| Range |
90.0 |
74.0 |
-16.0 |
-17.8% |
183.0 |
| ATR |
168.0 |
161.6 |
-6.4 |
-3.8% |
0.0 |
| Volume |
45,630 |
37,242 |
-8,388 |
-18.4% |
181,195 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,279.3 |
16,250.7 |
16,114.7 |
|
| R3 |
16,205.3 |
16,176.7 |
16,094.4 |
|
| R2 |
16,131.3 |
16,131.3 |
16,087.6 |
|
| R1 |
16,102.7 |
16,102.7 |
16,080.8 |
16,117.0 |
| PP |
16,057.3 |
16,057.3 |
16,057.3 |
16,064.5 |
| S1 |
16,028.7 |
16,028.7 |
16,067.2 |
16,043.0 |
| S2 |
15,983.3 |
15,983.3 |
16,060.4 |
|
| S3 |
15,909.3 |
15,954.7 |
16,053.7 |
|
| S4 |
15,835.3 |
15,880.7 |
16,033.3 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,570.0 |
16,505.0 |
16,174.7 |
|
| R3 |
16,387.0 |
16,322.0 |
16,124.3 |
|
| R2 |
16,204.0 |
16,204.0 |
16,107.6 |
|
| R1 |
16,139.0 |
16,139.0 |
16,090.8 |
16,171.5 |
| PP |
16,021.0 |
16,021.0 |
16,021.0 |
16,037.3 |
| S1 |
15,956.0 |
15,956.0 |
16,057.2 |
15,988.5 |
| S2 |
15,838.0 |
15,838.0 |
16,040.5 |
|
| S3 |
15,655.0 |
15,773.0 |
16,023.7 |
|
| S4 |
15,472.0 |
15,590.0 |
15,973.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,086.0 |
15,862.0 |
224.0 |
1.4% |
91.8 |
0.6% |
95% |
True |
False |
47,448 |
| 10 |
16,086.0 |
15,228.0 |
858.0 |
5.3% |
138.7 |
0.9% |
99% |
True |
False |
52,769 |
| 20 |
16,086.0 |
14,666.0 |
1,420.0 |
8.8% |
156.1 |
1.0% |
99% |
True |
False |
57,413 |
| 40 |
16,086.0 |
14,666.0 |
1,420.0 |
8.8% |
181.0 |
1.1% |
99% |
True |
False |
63,409 |
| 60 |
16,200.0 |
14,666.0 |
1,534.0 |
9.5% |
178.3 |
1.1% |
92% |
False |
False |
55,990 |
| 80 |
16,250.0 |
14,666.0 |
1,584.0 |
9.9% |
156.6 |
1.0% |
89% |
False |
False |
42,001 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
142.0 |
0.9% |
69% |
False |
False |
33,604 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
129.5 |
0.8% |
69% |
False |
False |
28,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,400.5 |
|
2.618 |
16,279.7 |
|
1.618 |
16,205.7 |
|
1.000 |
16,160.0 |
|
0.618 |
16,131.7 |
|
HIGH |
16,086.0 |
|
0.618 |
16,057.7 |
|
0.500 |
16,049.0 |
|
0.382 |
16,040.3 |
|
LOW |
16,012.0 |
|
0.618 |
15,966.3 |
|
1.000 |
15,938.0 |
|
1.618 |
15,892.3 |
|
2.618 |
15,818.3 |
|
4.250 |
15,697.5 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,065.7 |
16,052.8 |
| PP |
16,057.3 |
16,031.7 |
| S1 |
16,049.0 |
16,010.5 |
|