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 |
4,373.0 |
4,408.0 |
35.0 |
0.8% |
4,380.0 |
High |
4,399.0 |
4,418.0 |
19.0 |
0.4% |
4,418.0 |
Low |
4,373.0 |
4,395.0 |
22.0 |
0.5% |
4,372.0 |
Close |
4,395.0 |
4,416.0 |
21.0 |
0.5% |
4,416.0 |
Range |
26.0 |
23.0 |
-3.0 |
-11.5% |
46.0 |
ATR |
41.4 |
40.1 |
-1.3 |
-3.2% |
0.0 |
Volume |
446 |
9,025 |
8,579 |
1,923.5% |
13,966 |
|
Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.7 |
4,470.3 |
4,428.7 |
|
R3 |
4,455.7 |
4,447.3 |
4,422.3 |
|
R2 |
4,432.7 |
4,432.7 |
4,420.2 |
|
R1 |
4,424.3 |
4,424.3 |
4,418.1 |
4,428.5 |
PP |
4,409.7 |
4,409.7 |
4,409.7 |
4,411.8 |
S1 |
4,401.3 |
4,401.3 |
4,413.9 |
4,405.5 |
S2 |
4,386.7 |
4,386.7 |
4,411.8 |
|
S3 |
4,363.7 |
4,378.3 |
4,409.7 |
|
S4 |
4,340.7 |
4,355.3 |
4,403.4 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,540.0 |
4,524.0 |
4,441.3 |
|
R3 |
4,494.0 |
4,478.0 |
4,428.7 |
|
R2 |
4,448.0 |
4,448.0 |
4,424.4 |
|
R1 |
4,432.0 |
4,432.0 |
4,420.2 |
4,440.0 |
PP |
4,402.0 |
4,402.0 |
4,402.0 |
4,406.0 |
S1 |
4,386.0 |
4,386.0 |
4,411.8 |
4,394.0 |
S2 |
4,356.0 |
4,356.0 |
4,407.6 |
|
S3 |
4,310.0 |
4,340.0 |
4,403.4 |
|
S4 |
4,264.0 |
4,294.0 |
4,390.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,418.0 |
4,367.0 |
51.0 |
1.2% |
21.0 |
0.5% |
96% |
True |
False |
2,828 |
10 |
4,418.0 |
4,220.0 |
198.0 |
4.5% |
30.5 |
0.7% |
99% |
True |
False |
2,084 |
20 |
4,418.0 |
4,034.0 |
384.0 |
8.7% |
35.7 |
0.8% |
99% |
True |
False |
1,378 |
40 |
4,418.0 |
4,034.0 |
384.0 |
8.7% |
40.9 |
0.9% |
99% |
True |
False |
1,988 |
60 |
4,418.0 |
4,034.0 |
384.0 |
8.7% |
34.9 |
0.8% |
99% |
True |
False |
1,412 |
80 |
4,461.0 |
4,034.0 |
427.0 |
9.7% |
27.3 |
0.6% |
89% |
False |
False |
1,059 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.8% |
21.9 |
0.5% |
73% |
False |
False |
847 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.8% |
18.2 |
0.4% |
73% |
False |
False |
756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,515.8 |
2.618 |
4,478.2 |
1.618 |
4,455.2 |
1.000 |
4,441.0 |
0.618 |
4,432.2 |
HIGH |
4,418.0 |
0.618 |
4,409.2 |
0.500 |
4,406.5 |
0.382 |
4,403.8 |
LOW |
4,395.0 |
0.618 |
4,380.8 |
1.000 |
4,372.0 |
1.618 |
4,357.8 |
2.618 |
4,334.8 |
4.250 |
4,297.3 |
|
|
Fisher Pivots for day following 24-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,412.8 |
4,409.0 |
PP |
4,409.7 |
4,402.0 |
S1 |
4,406.5 |
4,395.0 |
|