| 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 |
16,034.0 |
16,061.0 |
27.0 |
0.2% |
15,996.0 |
| High |
16,086.0 |
16,077.0 |
-9.0 |
-0.1% |
16,086.0 |
| Low |
16,012.0 |
15,993.0 |
-19.0 |
-0.1% |
15,903.0 |
| Close |
16,074.0 |
16,017.0 |
-57.0 |
-0.4% |
16,074.0 |
| Range |
74.0 |
84.0 |
10.0 |
13.5% |
183.0 |
| ATR |
161.6 |
156.0 |
-5.5 |
-3.4% |
0.0 |
| Volume |
37,242 |
41,916 |
4,674 |
12.6% |
181,195 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,281.0 |
16,233.0 |
16,063.2 |
|
| R3 |
16,197.0 |
16,149.0 |
16,040.1 |
|
| R2 |
16,113.0 |
16,113.0 |
16,032.4 |
|
| R1 |
16,065.0 |
16,065.0 |
16,024.7 |
16,047.0 |
| PP |
16,029.0 |
16,029.0 |
16,029.0 |
16,020.0 |
| S1 |
15,981.0 |
15,981.0 |
16,009.3 |
15,963.0 |
| S2 |
15,945.0 |
15,945.0 |
16,001.6 |
|
| S3 |
15,861.0 |
15,897.0 |
15,993.9 |
|
| S4 |
15,777.0 |
15,813.0 |
15,970.8 |
|
|
| 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 |
15,903.0 |
183.0 |
1.1% |
81.4 |
0.5% |
62% |
False |
False |
44,622 |
| 10 |
16,086.0 |
15,282.0 |
804.0 |
5.0% |
130.8 |
0.8% |
91% |
False |
False |
51,283 |
| 20 |
16,086.0 |
14,733.0 |
1,353.0 |
8.4% |
148.5 |
0.9% |
95% |
False |
False |
55,722 |
| 40 |
16,086.0 |
14,666.0 |
1,420.0 |
8.9% |
177.4 |
1.1% |
95% |
False |
False |
62,596 |
| 60 |
16,175.0 |
14,666.0 |
1,509.0 |
9.4% |
178.0 |
1.1% |
90% |
False |
False |
56,684 |
| 80 |
16,250.0 |
14,666.0 |
1,584.0 |
9.9% |
157.0 |
1.0% |
85% |
False |
False |
42,524 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
140.1 |
0.9% |
66% |
False |
False |
34,023 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
130.2 |
0.8% |
66% |
False |
False |
28,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,434.0 |
|
2.618 |
16,296.9 |
|
1.618 |
16,212.9 |
|
1.000 |
16,161.0 |
|
0.618 |
16,128.9 |
|
HIGH |
16,077.0 |
|
0.618 |
16,044.9 |
|
0.500 |
16,035.0 |
|
0.382 |
16,025.1 |
|
LOW |
15,993.0 |
|
0.618 |
15,941.1 |
|
1.000 |
15,909.0 |
|
1.618 |
15,857.1 |
|
2.618 |
15,773.1 |
|
4.250 |
15,636.0 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,035.0 |
16,020.0 |
| PP |
16,029.0 |
16,019.0 |
| S1 |
16,023.0 |
16,018.0 |
|