| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,035.1 |
2,062.0 |
26.9 |
1.3% |
2,001.2 |
| High |
2,064.2 |
2,072.7 |
8.5 |
0.4% |
2,030.0 |
| Low |
2,031.6 |
2,055.9 |
24.3 |
1.2% |
1,987.3 |
| Close |
2,060.2 |
2,067.1 |
6.9 |
0.3% |
2,023.5 |
| Range |
32.6 |
16.8 |
-15.8 |
-48.5% |
42.7 |
| ATR |
23.5 |
23.1 |
-0.5 |
-2.0% |
0.0 |
| Volume |
195,417 |
197,789 |
2,372 |
1.2% |
266,305 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.6 |
2,108.2 |
2,076.3 |
|
| R3 |
2,098.8 |
2,091.4 |
2,071.7 |
|
| R2 |
2,082.0 |
2,082.0 |
2,070.2 |
|
| R1 |
2,074.6 |
2,074.6 |
2,068.6 |
2,078.3 |
| PP |
2,065.2 |
2,065.2 |
2,065.2 |
2,067.1 |
| S1 |
2,057.8 |
2,057.8 |
2,065.6 |
2,061.5 |
| S2 |
2,048.4 |
2,048.4 |
2,064.0 |
|
| S3 |
2,031.6 |
2,041.0 |
2,062.5 |
|
| S4 |
2,014.8 |
2,024.2 |
2,057.9 |
|
|
| 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 |
2,072.7 |
2,008.9 |
63.8 |
3.1% |
20.0 |
1.0% |
91% |
True |
False |
144,643 |
| 10 |
2,072.7 |
1,979.0 |
93.7 |
4.5% |
21.8 |
1.1% |
94% |
True |
False |
89,512 |
| 20 |
2,072.7 |
1,955.4 |
117.3 |
5.7% |
22.3 |
1.1% |
95% |
True |
False |
62,307 |
| 40 |
2,072.7 |
1,842.5 |
230.2 |
11.1% |
23.7 |
1.1% |
98% |
True |
False |
35,746 |
| 60 |
2,072.7 |
1,842.5 |
230.2 |
11.1% |
21.3 |
1.0% |
98% |
True |
False |
25,012 |
| 80 |
2,072.7 |
1,842.5 |
230.2 |
11.1% |
19.9 |
1.0% |
98% |
True |
False |
19,182 |
| 100 |
2,072.7 |
1,842.5 |
230.2 |
11.1% |
19.6 |
0.9% |
98% |
True |
False |
15,732 |
| 120 |
2,072.7 |
1,842.5 |
230.2 |
11.1% |
19.7 |
1.0% |
98% |
True |
False |
13,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.1 |
|
2.618 |
2,116.7 |
|
1.618 |
2,099.9 |
|
1.000 |
2,089.5 |
|
0.618 |
2,083.1 |
|
HIGH |
2,072.7 |
|
0.618 |
2,066.3 |
|
0.500 |
2,064.3 |
|
0.382 |
2,062.3 |
|
LOW |
2,055.9 |
|
0.618 |
2,045.5 |
|
1.000 |
2,039.1 |
|
1.618 |
2,028.7 |
|
2.618 |
2,011.9 |
|
4.250 |
1,984.5 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.2 |
2,060.5 |
| PP |
2,065.2 |
2,053.9 |
| S1 |
2,064.3 |
2,047.4 |
|