| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,020.6 |
2,012.1 |
-8.5 |
-0.4% |
2,001.2 |
| High |
2,028.4 |
2,025.0 |
-3.4 |
-0.2% |
2,030.0 |
| Low |
2,008.9 |
2,011.3 |
2.4 |
0.1% |
1,987.3 |
| Close |
2,013.2 |
2,023.5 |
10.3 |
0.5% |
2,023.5 |
| Range |
19.5 |
13.7 |
-5.8 |
-29.7% |
42.7 |
| ATR |
24.0 |
23.3 |
-0.7 |
-3.1% |
0.0 |
| Volume |
71,421 |
96,925 |
25,504 |
35.7% |
266,305 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.0 |
2,056.0 |
2,031.0 |
|
| R3 |
2,047.3 |
2,042.3 |
2,027.3 |
|
| R2 |
2,033.6 |
2,033.6 |
2,026.0 |
|
| R1 |
2,028.6 |
2,028.6 |
2,024.8 |
2,031.1 |
| PP |
2,019.9 |
2,019.9 |
2,019.9 |
2,021.2 |
| S1 |
2,014.9 |
2,014.9 |
2,022.2 |
2,017.4 |
| S2 |
2,006.2 |
2,006.2 |
2,021.0 |
|
| S3 |
1,992.5 |
2,001.2 |
2,019.7 |
|
| S4 |
1,978.8 |
1,987.5 |
2,016.0 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.7 |
2,125.3 |
2,047.0 |
|
| R3 |
2,099.0 |
2,082.6 |
2,035.2 |
|
| R2 |
2,056.3 |
2,056.3 |
2,031.3 |
|
| R1 |
2,039.9 |
2,039.9 |
2,027.4 |
2,048.1 |
| PP |
2,013.6 |
2,013.6 |
2,013.6 |
2,017.7 |
| S1 |
1,997.2 |
1,997.2 |
2,019.6 |
2,005.4 |
| S2 |
1,970.9 |
1,970.9 |
2,015.7 |
|
| S3 |
1,928.2 |
1,954.5 |
2,011.8 |
|
| S4 |
1,885.5 |
1,911.8 |
2,000.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,030.0 |
1,987.3 |
42.7 |
2.1% |
19.8 |
1.0% |
85% |
False |
False |
57,230 |
| 10 |
2,030.0 |
1,955.4 |
74.6 |
3.7% |
23.4 |
1.2% |
91% |
False |
False |
48,040 |
| 20 |
2,039.7 |
1,955.4 |
84.3 |
4.2% |
23.0 |
1.1% |
81% |
False |
False |
36,009 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.7% |
23.9 |
1.2% |
92% |
False |
False |
22,305 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.7% |
21.0 |
1.0% |
92% |
False |
False |
15,865 |
| 80 |
2,039.7 |
1,842.5 |
197.2 |
9.7% |
19.7 |
1.0% |
92% |
False |
False |
12,305 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.6 |
1.0% |
88% |
False |
False |
10,232 |
| 120 |
2,047.9 |
1,842.5 |
205.4 |
10.2% |
19.8 |
1.0% |
88% |
False |
False |
8,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.2 |
|
2.618 |
2,060.9 |
|
1.618 |
2,047.2 |
|
1.000 |
2,038.7 |
|
0.618 |
2,033.5 |
|
HIGH |
2,025.0 |
|
0.618 |
2,019.8 |
|
0.500 |
2,018.2 |
|
0.382 |
2,016.5 |
|
LOW |
2,011.3 |
|
0.618 |
2,002.8 |
|
1.000 |
1,997.6 |
|
1.618 |
1,989.1 |
|
2.618 |
1,975.4 |
|
4.250 |
1,953.1 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.7 |
2,020.7 |
| PP |
2,019.9 |
2,017.8 |
| S1 |
2,018.2 |
2,015.0 |
|