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 |
4,386.0 |
4,420.0 |
34.0 |
0.8% |
4,380.0 |
High |
4,422.0 |
4,445.0 |
23.0 |
0.5% |
4,418.0 |
Low |
4,384.0 |
4,402.0 |
18.0 |
0.4% |
4,372.0 |
Close |
4,412.0 |
4,424.0 |
12.0 |
0.3% |
4,416.0 |
Range |
38.0 |
43.0 |
5.0 |
13.2% |
46.0 |
ATR |
37.9 |
38.3 |
0.4 |
1.0% |
0.0 |
Volume |
20,646 |
5,699 |
-14,947 |
-72.4% |
13,966 |
|
Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,552.7 |
4,531.3 |
4,447.7 |
|
R3 |
4,509.7 |
4,488.3 |
4,435.8 |
|
R2 |
4,466.7 |
4,466.7 |
4,431.9 |
|
R1 |
4,445.3 |
4,445.3 |
4,427.9 |
4,456.0 |
PP |
4,423.7 |
4,423.7 |
4,423.7 |
4,429.0 |
S1 |
4,402.3 |
4,402.3 |
4,420.1 |
4,413.0 |
S2 |
4,380.7 |
4,380.7 |
4,416.1 |
|
S3 |
4,337.7 |
4,359.3 |
4,412.2 |
|
S4 |
4,294.7 |
4,316.3 |
4,400.4 |
|
|
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 |
4,445.0 |
4,370.0 |
75.0 |
1.7% |
28.0 |
0.6% |
72% |
True |
False |
15,378 |
10 |
4,445.0 |
4,335.0 |
110.0 |
2.5% |
24.8 |
0.6% |
81% |
True |
False |
8,812 |
20 |
4,445.0 |
4,167.0 |
278.0 |
6.3% |
33.4 |
0.8% |
92% |
True |
False |
4,612 |
40 |
4,445.0 |
4,034.0 |
411.0 |
9.3% |
38.0 |
0.9% |
95% |
True |
False |
3,349 |
60 |
4,445.0 |
4,034.0 |
411.0 |
9.3% |
36.3 |
0.8% |
95% |
True |
False |
2,475 |
80 |
4,461.0 |
4,034.0 |
427.0 |
9.7% |
28.3 |
0.6% |
91% |
False |
False |
1,907 |
100 |
4,557.0 |
4,034.0 |
523.0 |
11.8% |
23.0 |
0.5% |
75% |
False |
False |
1,526 |
120 |
4,557.0 |
4,034.0 |
523.0 |
11.8% |
19.2 |
0.4% |
75% |
False |
False |
1,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,627.8 |
2.618 |
4,557.6 |
1.618 |
4,514.6 |
1.000 |
4,488.0 |
0.618 |
4,471.6 |
HIGH |
4,445.0 |
0.618 |
4,428.6 |
0.500 |
4,423.5 |
0.382 |
4,418.4 |
LOW |
4,402.0 |
0.618 |
4,375.4 |
1.000 |
4,359.0 |
1.618 |
4,332.4 |
2.618 |
4,289.4 |
4.250 |
4,219.3 |
|
|
Fisher Pivots for day following 30-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,423.8 |
4,418.5 |
PP |
4,423.7 |
4,413.0 |
S1 |
4,423.5 |
4,407.5 |
|