Trading Metrics calculated at close of trading on 27-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
4,612.50 |
4,617.75 |
5.25 |
0.1% |
4,574.25 |
High |
4,623.75 |
4,619.75 |
-4.00 |
-0.1% |
4,630.00 |
Low |
4,612.00 |
4,602.25 |
-9.75 |
-0.2% |
4,569.25 |
Close |
4,618.25 |
4,611.00 |
-7.25 |
-0.2% |
4,618.25 |
Range |
11.75 |
17.50 |
5.75 |
48.9% |
60.75 |
ATR |
47.92 |
45.74 |
-2.17 |
-4.5% |
0.00 |
Volume |
3,779 |
8,158 |
4,379 |
115.9% |
20,316 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,663.50 |
4,654.75 |
4,620.50 |
|
R3 |
4,646.00 |
4,637.25 |
4,615.75 |
|
R2 |
4,628.50 |
4,628.50 |
4,614.25 |
|
R1 |
4,619.75 |
4,619.75 |
4,612.50 |
4,615.50 |
PP |
4,611.00 |
4,611.00 |
4,611.00 |
4,608.75 |
S1 |
4,602.25 |
4,602.25 |
4,609.50 |
4,598.00 |
S2 |
4,593.50 |
4,593.50 |
4,607.75 |
|
S3 |
4,576.00 |
4,584.75 |
4,606.25 |
|
S4 |
4,558.50 |
4,567.25 |
4,601.50 |
|
|
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 |
4,569.25 |
60.75 |
1.3% |
29.50 |
0.6% |
69% |
False |
False |
5,694 |
10 |
4,630.00 |
4,455.75 |
174.25 |
3.8% |
36.50 |
0.8% |
89% |
False |
False |
5,589 |
20 |
4,630.00 |
4,188.50 |
441.50 |
9.6% |
46.00 |
1.0% |
96% |
False |
False |
4,609 |
40 |
4,630.00 |
4,167.50 |
462.50 |
10.0% |
55.75 |
1.2% |
96% |
False |
False |
4,321 |
60 |
4,648.50 |
4,167.50 |
481.00 |
10.4% |
53.25 |
1.2% |
92% |
False |
False |
3,407 |
80 |
4,664.75 |
4,167.50 |
497.25 |
10.8% |
53.25 |
1.2% |
89% |
False |
False |
2,605 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
49.75 |
1.1% |
78% |
False |
False |
2,097 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
46.25 |
1.0% |
78% |
False |
False |
1,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,694.00 |
2.618 |
4,665.50 |
1.618 |
4,648.00 |
1.000 |
4,637.25 |
0.618 |
4,630.50 |
HIGH |
4,619.75 |
0.618 |
4,613.00 |
0.500 |
4,611.00 |
0.382 |
4,609.00 |
LOW |
4,602.25 |
0.618 |
4,591.50 |
1.000 |
4,584.75 |
1.618 |
4,574.00 |
2.618 |
4,556.50 |
4.250 |
4,528.00 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,611.00 |
4,611.50 |
PP |
4,611.00 |
4,611.25 |
S1 |
4,611.00 |
4,611.25 |
|