| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,023.0 |
2,035.1 |
12.1 |
0.6% |
2,001.2 |
| High |
2,039.4 |
2,064.2 |
24.8 |
1.2% |
2,030.0 |
| Low |
2,022.0 |
2,031.6 |
9.6 |
0.5% |
1,987.3 |
| Close |
2,033.0 |
2,060.2 |
27.2 |
1.3% |
2,023.5 |
| Range |
17.4 |
32.6 |
15.2 |
87.4% |
42.7 |
| ATR |
22.8 |
23.5 |
0.7 |
3.1% |
0.0 |
| Volume |
161,665 |
195,417 |
33,752 |
20.9% |
266,305 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.8 |
2,137.6 |
2,078.1 |
|
| R3 |
2,117.2 |
2,105.0 |
2,069.2 |
|
| R2 |
2,084.6 |
2,084.6 |
2,066.2 |
|
| R1 |
2,072.4 |
2,072.4 |
2,063.2 |
2,078.5 |
| PP |
2,052.0 |
2,052.0 |
2,052.0 |
2,055.1 |
| S1 |
2,039.8 |
2,039.8 |
2,057.2 |
2,045.9 |
| S2 |
2,019.4 |
2,019.4 |
2,054.2 |
|
| S3 |
1,986.8 |
2,007.2 |
2,051.2 |
|
| S4 |
1,954.2 |
1,974.6 |
2,042.3 |
|
|
| 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 |
2,064.2 |
1,999.9 |
64.3 |
3.1% |
22.7 |
1.1% |
94% |
True |
False |
117,535 |
| 10 |
2,064.2 |
1,959.0 |
105.2 |
5.1% |
23.7 |
1.1% |
96% |
True |
False |
71,721 |
| 20 |
2,064.2 |
1,955.4 |
108.8 |
5.3% |
23.0 |
1.1% |
96% |
True |
False |
52,891 |
| 40 |
2,064.2 |
1,842.5 |
221.7 |
10.8% |
23.8 |
1.2% |
98% |
True |
False |
30,965 |
| 60 |
2,064.2 |
1,842.5 |
221.7 |
10.8% |
21.4 |
1.0% |
98% |
True |
False |
21,755 |
| 80 |
2,064.2 |
1,842.5 |
221.7 |
10.8% |
19.9 |
1.0% |
98% |
True |
False |
16,725 |
| 100 |
2,064.2 |
1,842.5 |
221.7 |
10.8% |
19.6 |
0.9% |
98% |
True |
False |
13,781 |
| 120 |
2,064.2 |
1,842.5 |
221.7 |
10.8% |
19.8 |
1.0% |
98% |
True |
False |
11,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.8 |
|
2.618 |
2,149.5 |
|
1.618 |
2,116.9 |
|
1.000 |
2,096.8 |
|
0.618 |
2,084.3 |
|
HIGH |
2,064.2 |
|
0.618 |
2,051.7 |
|
0.500 |
2,047.9 |
|
0.382 |
2,044.1 |
|
LOW |
2,031.6 |
|
0.618 |
2,011.5 |
|
1.000 |
1,999.0 |
|
1.618 |
1,978.9 |
|
2.618 |
1,946.3 |
|
4.250 |
1,893.1 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.1 |
2,052.7 |
| PP |
2,052.0 |
2,045.2 |
| S1 |
2,047.9 |
2,037.8 |
|