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 |
7,511.5 |
7,506.0 |
-5.5 |
-0.1% |
7,529.5 |
High |
7,522.0 |
7,514.5 |
-7.5 |
-0.1% |
7,529.5 |
Low |
7,469.0 |
7,470.5 |
1.5 |
0.0% |
7,462.5 |
Close |
7,511.5 |
7,483.0 |
-28.5 |
-0.4% |
7,511.5 |
Range |
53.0 |
44.0 |
-9.0 |
-17.0% |
67.0 |
ATR |
77.9 |
75.5 |
-2.4 |
-3.1% |
0.0 |
Volume |
56,862 |
58,837 |
1,975 |
3.5% |
316,611 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,621.5 |
7,596.0 |
7,507.0 |
|
R3 |
7,577.5 |
7,552.0 |
7,495.0 |
|
R2 |
7,533.5 |
7,533.5 |
7,491.0 |
|
R1 |
7,508.0 |
7,508.0 |
7,487.0 |
7,499.0 |
PP |
7,489.5 |
7,489.5 |
7,489.5 |
7,484.5 |
S1 |
7,464.0 |
7,464.0 |
7,479.0 |
7,455.0 |
S2 |
7,445.5 |
7,445.5 |
7,475.0 |
|
S3 |
7,401.5 |
7,420.0 |
7,471.0 |
|
S4 |
7,357.5 |
7,376.0 |
7,459.0 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,702.0 |
7,674.0 |
7,548.5 |
|
R3 |
7,635.0 |
7,607.0 |
7,530.0 |
|
R2 |
7,568.0 |
7,568.0 |
7,524.0 |
|
R1 |
7,540.0 |
7,540.0 |
7,517.5 |
7,520.5 |
PP |
7,501.0 |
7,501.0 |
7,501.0 |
7,491.5 |
S1 |
7,473.0 |
7,473.0 |
7,505.5 |
7,453.5 |
S2 |
7,434.0 |
7,434.0 |
7,499.0 |
|
S3 |
7,367.0 |
7,406.0 |
7,493.0 |
|
S4 |
7,300.0 |
7,339.0 |
7,474.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,523.5 |
7,462.5 |
61.0 |
0.8% |
51.5 |
0.7% |
34% |
False |
False |
60,138 |
10 |
7,546.5 |
7,397.0 |
149.5 |
2.0% |
66.0 |
0.9% |
58% |
False |
False |
80,432 |
20 |
7,546.5 |
7,318.5 |
228.0 |
3.0% |
72.0 |
1.0% |
72% |
False |
False |
87,741 |
40 |
7,738.0 |
7,274.5 |
463.5 |
6.2% |
81.0 |
1.1% |
45% |
False |
False |
92,004 |
60 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
84.0 |
1.1% |
39% |
False |
False |
99,494 |
80 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
72.5 |
1.0% |
39% |
False |
False |
74,629 |
100 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
62.0 |
0.8% |
39% |
False |
False |
59,708 |
120 |
7,810.5 |
7,274.5 |
536.0 |
7.2% |
53.0 |
0.7% |
39% |
False |
False |
49,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,701.5 |
2.618 |
7,629.5 |
1.618 |
7,585.5 |
1.000 |
7,558.5 |
0.618 |
7,541.5 |
HIGH |
7,514.5 |
0.618 |
7,497.5 |
0.500 |
7,492.5 |
0.382 |
7,487.5 |
LOW |
7,470.5 |
0.618 |
7,443.5 |
1.000 |
7,426.5 |
1.618 |
7,399.5 |
2.618 |
7,355.5 |
4.250 |
7,283.5 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
7,492.5 |
7,495.5 |
PP |
7,489.5 |
7,491.5 |
S1 |
7,486.0 |
7,487.0 |
|