| 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 |
16,023.0 |
16,209.0 |
186.0 |
1.2% |
15,996.0 |
| High |
16,245.0 |
16,295.0 |
50.0 |
0.3% |
16,086.0 |
| Low |
16,023.0 |
16,197.0 |
174.0 |
1.1% |
15,903.0 |
| Close |
16,199.0 |
16,259.0 |
60.0 |
0.4% |
16,074.0 |
| Range |
222.0 |
98.0 |
-124.0 |
-55.9% |
183.0 |
| ATR |
156.3 |
152.1 |
-4.2 |
-2.7% |
0.0 |
| Volume |
64,108 |
58,493 |
-5,615 |
-8.8% |
181,195 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,544.3 |
16,499.7 |
16,312.9 |
|
| R3 |
16,446.3 |
16,401.7 |
16,286.0 |
|
| R2 |
16,348.3 |
16,348.3 |
16,277.0 |
|
| R1 |
16,303.7 |
16,303.7 |
16,268.0 |
16,326.0 |
| PP |
16,250.3 |
16,250.3 |
16,250.3 |
16,261.5 |
| S1 |
16,205.7 |
16,205.7 |
16,250.0 |
16,228.0 |
| S2 |
16,152.3 |
16,152.3 |
16,241.0 |
|
| S3 |
16,054.3 |
16,107.7 |
16,232.1 |
|
| S4 |
15,956.3 |
16,009.7 |
16,205.1 |
|
|
| 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 |
16,295.0 |
15,948.0 |
347.0 |
2.1% |
113.4 |
0.7% |
90% |
True |
False |
49,022 |
| 10 |
16,295.0 |
15,760.0 |
535.0 |
3.3% |
111.8 |
0.7% |
93% |
True |
False |
50,201 |
| 20 |
16,295.0 |
15,062.0 |
1,233.0 |
7.6% |
143.6 |
0.9% |
97% |
True |
False |
54,166 |
| 40 |
16,295.0 |
14,666.0 |
1,629.0 |
10.0% |
169.1 |
1.0% |
98% |
True |
False |
61,705 |
| 60 |
16,295.0 |
14,666.0 |
1,629.0 |
10.0% |
178.3 |
1.1% |
98% |
True |
False |
59,424 |
| 80 |
16,295.0 |
14,666.0 |
1,629.0 |
10.0% |
159.6 |
1.0% |
98% |
True |
False |
44,599 |
| 100 |
16,716.0 |
14,666.0 |
2,050.0 |
12.6% |
140.0 |
0.9% |
78% |
False |
False |
35,681 |
| 120 |
16,716.0 |
14,666.0 |
2,050.0 |
12.6% |
132.6 |
0.8% |
78% |
False |
False |
29,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,711.5 |
|
2.618 |
16,551.6 |
|
1.618 |
16,453.6 |
|
1.000 |
16,393.0 |
|
0.618 |
16,355.6 |
|
HIGH |
16,295.0 |
|
0.618 |
16,257.6 |
|
0.500 |
16,246.0 |
|
0.382 |
16,234.4 |
|
LOW |
16,197.0 |
|
0.618 |
16,136.4 |
|
1.000 |
16,099.0 |
|
1.618 |
16,038.4 |
|
2.618 |
15,940.4 |
|
4.250 |
15,780.5 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,254.7 |
16,213.2 |
| PP |
16,250.3 |
16,167.3 |
| S1 |
16,246.0 |
16,121.5 |
|