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 |
4,408.0 |
4,388.0 |
-20.0 |
-0.5% |
4,380.0 |
High |
4,412.0 |
4,390.0 |
-22.0 |
-0.5% |
4,418.0 |
Low |
4,396.0 |
4,370.0 |
-26.0 |
-0.6% |
4,372.0 |
Close |
4,398.0 |
4,388.0 |
-10.0 |
-0.2% |
4,416.0 |
Range |
16.0 |
20.0 |
4.0 |
25.0% |
46.0 |
ATR |
38.7 |
37.9 |
-0.8 |
-2.0% |
0.0 |
Volume |
6,200 |
35,322 |
29,122 |
469.7% |
13,966 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,442.7 |
4,435.3 |
4,399.0 |
|
R3 |
4,422.7 |
4,415.3 |
4,393.5 |
|
R2 |
4,402.7 |
4,402.7 |
4,391.7 |
|
R1 |
4,395.3 |
4,395.3 |
4,389.8 |
4,398.0 |
PP |
4,382.7 |
4,382.7 |
4,382.7 |
4,384.0 |
S1 |
4,375.3 |
4,375.3 |
4,386.2 |
4,378.0 |
S2 |
4,362.7 |
4,362.7 |
4,384.3 |
|
S3 |
4,342.7 |
4,355.3 |
4,382.5 |
|
S4 |
4,322.7 |
4,335.3 |
4,377.0 |
|
|
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 |
4,370.0 |
48.0 |
1.1% |
21.4 |
0.5% |
38% |
False |
True |
11,084 |
10 |
4,418.0 |
4,270.0 |
148.0 |
3.4% |
26.4 |
0.6% |
80% |
False |
False |
6,220 |
20 |
4,418.0 |
4,089.0 |
329.0 |
7.5% |
33.3 |
0.8% |
91% |
False |
False |
3,448 |
40 |
4,418.0 |
4,034.0 |
384.0 |
8.8% |
38.0 |
0.9% |
92% |
False |
False |
2,771 |
60 |
4,418.0 |
4,034.0 |
384.0 |
8.8% |
34.9 |
0.8% |
92% |
False |
False |
2,102 |
80 |
4,461.0 |
4,034.0 |
427.0 |
9.7% |
27.8 |
0.6% |
83% |
False |
False |
1,578 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
22.2 |
0.5% |
68% |
False |
False |
1,262 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
18.5 |
0.4% |
68% |
False |
False |
1,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,475.0 |
2.618 |
4,442.4 |
1.618 |
4,422.4 |
1.000 |
4,410.0 |
0.618 |
4,402.4 |
HIGH |
4,390.0 |
0.618 |
4,382.4 |
0.500 |
4,380.0 |
0.382 |
4,377.6 |
LOW |
4,370.0 |
0.618 |
4,357.6 |
1.000 |
4,350.0 |
1.618 |
4,337.6 |
2.618 |
4,317.6 |
4.250 |
4,285.0 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,385.3 |
4,394.0 |
PP |
4,382.7 |
4,392.0 |
S1 |
4,380.0 |
4,390.0 |
|