| 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 |
2,012.1 |
2,023.0 |
10.9 |
0.5% |
2,001.2 |
| High |
2,025.0 |
2,039.4 |
14.4 |
0.7% |
2,030.0 |
| Low |
2,011.3 |
2,022.0 |
10.7 |
0.5% |
1,987.3 |
| Close |
2,023.5 |
2,033.0 |
9.5 |
0.5% |
2,023.5 |
| Range |
13.7 |
17.4 |
3.7 |
27.0% |
42.7 |
| ATR |
23.3 |
22.8 |
-0.4 |
-1.8% |
0.0 |
| Volume |
96,925 |
161,665 |
64,740 |
66.8% |
266,305 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.7 |
2,075.7 |
2,042.6 |
|
| R3 |
2,066.3 |
2,058.3 |
2,037.8 |
|
| R2 |
2,048.9 |
2,048.9 |
2,036.2 |
|
| R1 |
2,040.9 |
2,040.9 |
2,034.6 |
2,044.9 |
| PP |
2,031.5 |
2,031.5 |
2,031.5 |
2,033.5 |
| S1 |
2,023.5 |
2,023.5 |
2,031.4 |
2,027.5 |
| S2 |
2,014.1 |
2,014.1 |
2,029.8 |
|
| S3 |
1,996.7 |
2,006.1 |
2,028.2 |
|
| S4 |
1,979.3 |
1,988.7 |
2,023.4 |
|
|
| 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 |
2,039.4 |
1,987.3 |
52.1 |
2.6% |
20.2 |
1.0% |
88% |
True |
False |
85,594 |
| 10 |
2,039.4 |
1,955.4 |
84.0 |
4.1% |
22.2 |
1.1% |
92% |
True |
False |
57,596 |
| 20 |
2,039.4 |
1,955.4 |
84.0 |
4.1% |
22.2 |
1.1% |
92% |
True |
False |
43,502 |
| 40 |
2,039.7 |
1,842.5 |
197.2 |
9.7% |
23.5 |
1.2% |
97% |
False |
False |
26,204 |
| 60 |
2,039.7 |
1,842.5 |
197.2 |
9.7% |
21.2 |
1.0% |
97% |
False |
False |
18,532 |
| 80 |
2,039.7 |
1,842.5 |
197.2 |
9.7% |
19.8 |
1.0% |
97% |
False |
False |
14,302 |
| 100 |
2,047.9 |
1,842.5 |
205.4 |
10.1% |
19.5 |
1.0% |
93% |
False |
False |
11,839 |
| 120 |
2,047.9 |
1,842.5 |
205.4 |
10.1% |
19.8 |
1.0% |
93% |
False |
False |
9,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,113.4 |
|
2.618 |
2,085.0 |
|
1.618 |
2,067.6 |
|
1.000 |
2,056.8 |
|
0.618 |
2,050.2 |
|
HIGH |
2,039.4 |
|
0.618 |
2,032.8 |
|
0.500 |
2,030.7 |
|
0.382 |
2,028.6 |
|
LOW |
2,022.0 |
|
0.618 |
2,011.2 |
|
1.000 |
2,004.6 |
|
1.618 |
1,993.8 |
|
2.618 |
1,976.4 |
|
4.250 |
1,948.1 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.2 |
2,030.1 |
| PP |
2,031.5 |
2,027.1 |
| S1 |
2,030.7 |
2,024.2 |
|