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 |
4,388.0 |
4,386.0 |
-2.0 |
0.0% |
4,380.0 |
High |
4,390.0 |
4,422.0 |
32.0 |
0.7% |
4,418.0 |
Low |
4,370.0 |
4,384.0 |
14.0 |
0.3% |
4,372.0 |
Close |
4,388.0 |
4,412.0 |
24.0 |
0.5% |
4,416.0 |
Range |
20.0 |
38.0 |
18.0 |
90.0% |
46.0 |
ATR |
37.9 |
37.9 |
0.0 |
0.0% |
0.0 |
Volume |
35,322 |
20,646 |
-14,676 |
-41.5% |
13,966 |
|
Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,520.0 |
4,504.0 |
4,432.9 |
|
R3 |
4,482.0 |
4,466.0 |
4,422.5 |
|
R2 |
4,444.0 |
4,444.0 |
4,419.0 |
|
R1 |
4,428.0 |
4,428.0 |
4,415.5 |
4,436.0 |
PP |
4,406.0 |
4,406.0 |
4,406.0 |
4,410.0 |
S1 |
4,390.0 |
4,390.0 |
4,408.5 |
4,398.0 |
S2 |
4,368.0 |
4,368.0 |
4,405.0 |
|
S3 |
4,330.0 |
4,352.0 |
4,401.6 |
|
S4 |
4,292.0 |
4,314.0 |
4,391.1 |
|
|
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 |
4,422.0 |
4,370.0 |
52.0 |
1.2% |
24.6 |
0.6% |
81% |
True |
False |
14,327 |
10 |
4,422.0 |
4,335.0 |
87.0 |
2.0% |
22.7 |
0.5% |
89% |
True |
False |
8,254 |
20 |
4,422.0 |
4,094.0 |
328.0 |
7.4% |
34.1 |
0.8% |
97% |
True |
False |
4,479 |
40 |
4,422.0 |
4,034.0 |
388.0 |
8.8% |
38.2 |
0.9% |
97% |
True |
False |
3,285 |
60 |
4,422.0 |
4,034.0 |
388.0 |
8.8% |
35.6 |
0.8% |
97% |
True |
False |
2,380 |
80 |
4,461.0 |
4,034.0 |
427.0 |
9.7% |
28.3 |
0.6% |
89% |
False |
False |
1,836 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
22.6 |
0.5% |
72% |
False |
False |
1,469 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
18.8 |
0.4% |
72% |
False |
False |
1,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,583.5 |
2.618 |
4,521.5 |
1.618 |
4,483.5 |
1.000 |
4,460.0 |
0.618 |
4,445.5 |
HIGH |
4,422.0 |
0.618 |
4,407.5 |
0.500 |
4,403.0 |
0.382 |
4,398.5 |
LOW |
4,384.0 |
0.618 |
4,360.5 |
1.000 |
4,346.0 |
1.618 |
4,322.5 |
2.618 |
4,284.5 |
4.250 |
4,222.5 |
|
|
Fisher Pivots for day following 29-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,409.0 |
4,406.7 |
PP |
4,406.0 |
4,401.3 |
S1 |
4,403.0 |
4,396.0 |
|