| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
16,061.0 |
15,999.0 |
-62.0 |
-0.4% |
15,996.0 |
| High |
16,077.0 |
16,037.0 |
-40.0 |
-0.2% |
16,086.0 |
| Low |
15,993.0 |
15,948.0 |
-45.0 |
-0.3% |
15,903.0 |
| Close |
16,017.0 |
16,024.0 |
7.0 |
0.0% |
16,074.0 |
| Range |
84.0 |
89.0 |
5.0 |
6.0% |
183.0 |
| ATR |
156.0 |
151.3 |
-4.8 |
-3.1% |
0.0 |
| Volume |
41,916 |
43,351 |
1,435 |
3.4% |
181,195 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,270.0 |
16,236.0 |
16,073.0 |
|
| R3 |
16,181.0 |
16,147.0 |
16,048.5 |
|
| R2 |
16,092.0 |
16,092.0 |
16,040.3 |
|
| R1 |
16,058.0 |
16,058.0 |
16,032.2 |
16,075.0 |
| PP |
16,003.0 |
16,003.0 |
16,003.0 |
16,011.5 |
| S1 |
15,969.0 |
15,969.0 |
16,015.8 |
15,986.0 |
| S2 |
15,914.0 |
15,914.0 |
16,007.7 |
|
| S3 |
15,825.0 |
15,880.0 |
15,999.5 |
|
| S4 |
15,736.0 |
15,791.0 |
15,975.1 |
|
|
| 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 |
15,935.0 |
151.0 |
0.9% |
79.2 |
0.5% |
59% |
False |
False |
42,395 |
| 10 |
16,086.0 |
15,387.0 |
699.0 |
4.4% |
125.6 |
0.8% |
91% |
False |
False |
51,284 |
| 20 |
16,086.0 |
14,767.0 |
1,319.0 |
8.2% |
145.7 |
0.9% |
95% |
False |
False |
54,754 |
| 40 |
16,086.0 |
14,666.0 |
1,420.0 |
8.9% |
171.9 |
1.1% |
96% |
False |
False |
61,972 |
| 60 |
16,153.0 |
14,666.0 |
1,487.0 |
9.3% |
176.8 |
1.1% |
91% |
False |
False |
57,399 |
| 80 |
16,250.0 |
14,666.0 |
1,584.0 |
9.9% |
157.8 |
1.0% |
86% |
False |
False |
43,066 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
139.2 |
0.9% |
66% |
False |
False |
34,456 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.8% |
131.0 |
0.8% |
66% |
False |
False |
28,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,415.3 |
|
2.618 |
16,270.0 |
|
1.618 |
16,181.0 |
|
1.000 |
16,126.0 |
|
0.618 |
16,092.0 |
|
HIGH |
16,037.0 |
|
0.618 |
16,003.0 |
|
0.500 |
15,992.5 |
|
0.382 |
15,982.0 |
|
LOW |
15,948.0 |
|
0.618 |
15,893.0 |
|
1.000 |
15,859.0 |
|
1.618 |
15,804.0 |
|
2.618 |
15,715.0 |
|
4.250 |
15,569.8 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,013.5 |
16,021.7 |
| PP |
16,003.0 |
16,019.3 |
| S1 |
15,992.5 |
16,017.0 |
|