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 |
4,596.00 |
4,612.50 |
16.50 |
0.4% |
4,574.25 |
High |
4,630.00 |
4,623.75 |
-6.25 |
-0.1% |
4,630.00 |
Low |
4,593.00 |
4,612.00 |
19.00 |
0.4% |
4,569.25 |
Close |
4,617.25 |
4,618.25 |
1.00 |
0.0% |
4,618.25 |
Range |
37.00 |
11.75 |
-25.25 |
-68.2% |
60.75 |
ATR |
50.70 |
47.92 |
-2.78 |
-5.5% |
0.00 |
Volume |
7,611 |
3,779 |
-3,832 |
-50.3% |
20,316 |
|
Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,653.25 |
4,647.50 |
4,624.75 |
|
R3 |
4,641.50 |
4,635.75 |
4,621.50 |
|
R2 |
4,629.75 |
4,629.75 |
4,620.50 |
|
R1 |
4,624.00 |
4,624.00 |
4,619.25 |
4,627.00 |
PP |
4,618.00 |
4,618.00 |
4,618.00 |
4,619.50 |
S1 |
4,612.25 |
4,612.25 |
4,617.25 |
4,615.00 |
S2 |
4,606.25 |
4,606.25 |
4,616.00 |
|
S3 |
4,594.50 |
4,600.50 |
4,615.00 |
|
S4 |
4,582.75 |
4,588.75 |
4,611.75 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,788.00 |
4,764.00 |
4,651.75 |
|
R3 |
4,727.25 |
4,703.25 |
4,635.00 |
|
R2 |
4,666.50 |
4,666.50 |
4,629.50 |
|
R1 |
4,642.50 |
4,642.50 |
4,623.75 |
4,654.50 |
PP |
4,605.75 |
4,605.75 |
4,605.75 |
4,612.00 |
S1 |
4,581.75 |
4,581.75 |
4,612.75 |
4,593.75 |
S2 |
4,545.00 |
4,545.00 |
4,607.00 |
|
S3 |
4,484.25 |
4,521.00 |
4,601.50 |
|
S4 |
4,423.50 |
4,460.25 |
4,584.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,630.00 |
4,561.50 |
68.50 |
1.5% |
31.50 |
0.7% |
83% |
False |
False |
4,777 |
10 |
4,630.00 |
4,402.00 |
228.00 |
4.9% |
42.75 |
0.9% |
95% |
False |
False |
5,216 |
20 |
4,630.00 |
4,167.50 |
462.50 |
10.0% |
48.25 |
1.0% |
97% |
False |
False |
4,491 |
40 |
4,630.00 |
4,167.50 |
462.50 |
10.0% |
56.75 |
1.2% |
97% |
False |
False |
4,194 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.4% |
53.25 |
1.2% |
94% |
False |
False |
3,274 |
80 |
4,664.75 |
4,167.50 |
497.25 |
10.8% |
53.50 |
1.2% |
91% |
False |
False |
2,505 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
50.25 |
1.1% |
79% |
False |
False |
2,016 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
46.25 |
1.0% |
79% |
False |
False |
1,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,673.75 |
2.618 |
4,654.50 |
1.618 |
4,642.75 |
1.000 |
4,635.50 |
0.618 |
4,631.00 |
HIGH |
4,623.75 |
0.618 |
4,619.25 |
0.500 |
4,618.00 |
0.382 |
4,616.50 |
LOW |
4,612.00 |
0.618 |
4,604.75 |
1.000 |
4,600.25 |
1.618 |
4,593.00 |
2.618 |
4,581.25 |
4.250 |
4,562.00 |
|
|
Fisher Pivots for day following 24-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,618.00 |
4,615.00 |
PP |
4,618.00 |
4,611.50 |
S1 |
4,618.00 |
4,608.25 |
|