| 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 |
15,999.0 |
16,023.0 |
24.0 |
0.2% |
15,996.0 |
| High |
16,037.0 |
16,245.0 |
208.0 |
1.3% |
16,086.0 |
| Low |
15,948.0 |
16,023.0 |
75.0 |
0.5% |
15,903.0 |
| Close |
16,024.0 |
16,199.0 |
175.0 |
1.1% |
16,074.0 |
| Range |
89.0 |
222.0 |
133.0 |
149.4% |
183.0 |
| ATR |
151.3 |
156.3 |
5.1 |
3.3% |
0.0 |
| Volume |
43,351 |
64,108 |
20,757 |
47.9% |
181,195 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,821.7 |
16,732.3 |
16,321.1 |
|
| R3 |
16,599.7 |
16,510.3 |
16,260.1 |
|
| R2 |
16,377.7 |
16,377.7 |
16,239.7 |
|
| R1 |
16,288.3 |
16,288.3 |
16,219.4 |
16,333.0 |
| PP |
16,155.7 |
16,155.7 |
16,155.7 |
16,178.0 |
| S1 |
16,066.3 |
16,066.3 |
16,178.7 |
16,111.0 |
| S2 |
15,933.7 |
15,933.7 |
16,158.3 |
|
| S3 |
15,711.7 |
15,844.3 |
16,138.0 |
|
| S4 |
15,489.7 |
15,622.3 |
16,076.9 |
|
|
| 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 |
16,245.0 |
15,948.0 |
297.0 |
1.8% |
111.8 |
0.7% |
85% |
True |
False |
46,449 |
| 10 |
16,245.0 |
15,665.0 |
580.0 |
3.6% |
117.5 |
0.7% |
92% |
True |
False |
50,332 |
| 20 |
16,245.0 |
14,857.0 |
1,388.0 |
8.6% |
149.0 |
0.9% |
97% |
True |
False |
54,707 |
| 40 |
16,245.0 |
14,666.0 |
1,579.0 |
9.7% |
172.4 |
1.1% |
97% |
True |
False |
61,993 |
| 60 |
16,245.0 |
14,666.0 |
1,579.0 |
9.7% |
178.6 |
1.1% |
97% |
True |
False |
58,461 |
| 80 |
16,250.0 |
14,666.0 |
1,584.0 |
9.8% |
159.2 |
1.0% |
97% |
False |
False |
43,867 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.7% |
140.3 |
0.9% |
75% |
False |
False |
35,097 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.7% |
132.3 |
0.8% |
75% |
False |
False |
29,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,188.5 |
|
2.618 |
16,826.2 |
|
1.618 |
16,604.2 |
|
1.000 |
16,467.0 |
|
0.618 |
16,382.2 |
|
HIGH |
16,245.0 |
|
0.618 |
16,160.2 |
|
0.500 |
16,134.0 |
|
0.382 |
16,107.8 |
|
LOW |
16,023.0 |
|
0.618 |
15,885.8 |
|
1.000 |
15,801.0 |
|
1.618 |
15,663.8 |
|
2.618 |
15,441.8 |
|
4.250 |
15,079.5 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,177.3 |
16,164.8 |
| PP |
16,155.7 |
16,130.7 |
| S1 |
16,134.0 |
16,096.5 |
|