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 |
4,617.75 |
4,612.00 |
-5.75 |
-0.1% |
4,574.25 |
High |
4,619.75 |
4,627.25 |
7.50 |
0.2% |
4,630.00 |
Low |
4,602.25 |
4,597.00 |
-5.25 |
-0.1% |
4,569.25 |
Close |
4,611.00 |
4,612.75 |
1.75 |
0.0% |
4,618.25 |
Range |
17.50 |
30.25 |
12.75 |
72.9% |
60.75 |
ATR |
45.74 |
44.64 |
-1.11 |
-2.4% |
0.00 |
Volume |
8,158 |
8,976 |
818 |
10.0% |
20,316 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,703.00 |
4,688.25 |
4,629.50 |
|
R3 |
4,672.75 |
4,658.00 |
4,621.00 |
|
R2 |
4,642.50 |
4,642.50 |
4,618.25 |
|
R1 |
4,627.75 |
4,627.75 |
4,615.50 |
4,635.00 |
PP |
4,612.25 |
4,612.25 |
4,612.25 |
4,616.00 |
S1 |
4,597.50 |
4,597.50 |
4,610.00 |
4,605.00 |
S2 |
4,582.00 |
4,582.00 |
4,607.25 |
|
S3 |
4,551.75 |
4,567.25 |
4,604.50 |
|
S4 |
4,521.50 |
4,537.00 |
4,596.00 |
|
|
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 |
4,586.50 |
43.50 |
0.9% |
25.25 |
0.5% |
60% |
False |
False |
6,528 |
10 |
4,630.00 |
4,470.75 |
159.25 |
3.5% |
36.50 |
0.8% |
89% |
False |
False |
6,215 |
20 |
4,630.00 |
4,212.50 |
417.50 |
9.1% |
44.75 |
1.0% |
96% |
False |
False |
4,898 |
40 |
4,630.00 |
4,167.50 |
462.50 |
10.0% |
55.00 |
1.2% |
96% |
False |
False |
4,444 |
60 |
4,633.50 |
4,167.50 |
466.00 |
10.1% |
53.00 |
1.1% |
96% |
False |
False |
3,556 |
80 |
4,648.50 |
4,167.50 |
481.00 |
10.4% |
52.75 |
1.1% |
93% |
False |
False |
2,716 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
49.75 |
1.1% |
78% |
False |
False |
2,186 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
46.25 |
1.0% |
78% |
False |
False |
1,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,755.75 |
2.618 |
4,706.50 |
1.618 |
4,676.25 |
1.000 |
4,657.50 |
0.618 |
4,646.00 |
HIGH |
4,627.25 |
0.618 |
4,615.75 |
0.500 |
4,612.00 |
0.382 |
4,608.50 |
LOW |
4,597.00 |
0.618 |
4,578.25 |
1.000 |
4,566.75 |
1.618 |
4,548.00 |
2.618 |
4,517.75 |
4.250 |
4,468.50 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,612.50 |
4,612.50 |
PP |
4,612.25 |
4,612.25 |
S1 |
4,612.00 |
4,612.00 |
|