| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,062.0 |
2,065.4 |
3.4 |
0.2% |
2,001.2 |
| High |
2,072.7 |
2,067.4 |
-5.3 |
-0.3% |
2,030.0 |
| Low |
2,055.9 |
2,051.2 |
-4.7 |
-0.2% |
1,987.3 |
| Close |
2,067.1 |
2,057.2 |
-9.9 |
-0.5% |
2,023.5 |
| Range |
16.8 |
16.2 |
-0.6 |
-3.6% |
42.7 |
| ATR |
23.1 |
22.6 |
-0.5 |
-2.1% |
0.0 |
| Volume |
197,789 |
151,918 |
-45,871 |
-23.2% |
266,305 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.2 |
2,098.4 |
2,066.1 |
|
| R3 |
2,091.0 |
2,082.2 |
2,061.7 |
|
| R2 |
2,074.8 |
2,074.8 |
2,060.2 |
|
| R1 |
2,066.0 |
2,066.0 |
2,058.7 |
2,062.3 |
| PP |
2,058.6 |
2,058.6 |
2,058.6 |
2,056.8 |
| S1 |
2,049.8 |
2,049.8 |
2,055.7 |
2,046.1 |
| S2 |
2,042.4 |
2,042.4 |
2,054.2 |
|
| S3 |
2,026.2 |
2,033.6 |
2,052.7 |
|
| S4 |
2,010.0 |
2,017.4 |
2,048.3 |
|
|
| 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 |
2,072.7 |
2,011.3 |
61.4 |
3.0% |
19.3 |
0.9% |
75% |
False |
False |
160,742 |
| 10 |
2,072.7 |
1,979.3 |
93.4 |
4.5% |
21.4 |
1.0% |
83% |
False |
False |
102,987 |
| 20 |
2,072.7 |
1,955.4 |
117.3 |
5.7% |
21.8 |
1.1% |
87% |
False |
False |
69,203 |
| 40 |
2,072.7 |
1,842.5 |
230.2 |
11.2% |
23.8 |
1.2% |
93% |
False |
False |
39,386 |
| 60 |
2,072.7 |
1,842.5 |
230.2 |
11.2% |
21.4 |
1.0% |
93% |
False |
False |
27,526 |
| 80 |
2,072.7 |
1,842.5 |
230.2 |
11.2% |
19.9 |
1.0% |
93% |
False |
False |
21,059 |
| 100 |
2,072.7 |
1,842.5 |
230.2 |
11.2% |
19.6 |
1.0% |
93% |
False |
False |
17,225 |
| 120 |
2,072.7 |
1,842.5 |
230.2 |
11.2% |
19.8 |
1.0% |
93% |
False |
False |
14,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.3 |
|
2.618 |
2,109.8 |
|
1.618 |
2,093.6 |
|
1.000 |
2,083.6 |
|
0.618 |
2,077.4 |
|
HIGH |
2,067.4 |
|
0.618 |
2,061.2 |
|
0.500 |
2,059.3 |
|
0.382 |
2,057.4 |
|
LOW |
2,051.2 |
|
0.618 |
2,041.2 |
|
1.000 |
2,035.0 |
|
1.618 |
2,025.0 |
|
2.618 |
2,008.8 |
|
4.250 |
1,982.4 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.3 |
2,055.5 |
| PP |
2,058.6 |
2,053.8 |
| S1 |
2,057.9 |
2,052.2 |
|