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 |
4,612.00 |
4,613.50 |
1.50 |
0.0% |
4,574.25 |
High |
4,627.25 |
4,646.75 |
19.50 |
0.4% |
4,630.00 |
Low |
4,597.00 |
4,605.50 |
8.50 |
0.2% |
4,569.25 |
Close |
4,612.75 |
4,609.00 |
-3.75 |
-0.1% |
4,618.25 |
Range |
30.25 |
41.25 |
11.00 |
36.4% |
60.75 |
ATR |
44.64 |
44.39 |
-0.24 |
-0.5% |
0.00 |
Volume |
8,976 |
9,144 |
168 |
1.9% |
20,316 |
|
Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,744.25 |
4,717.75 |
4,631.75 |
|
R3 |
4,703.00 |
4,676.50 |
4,620.25 |
|
R2 |
4,661.75 |
4,661.75 |
4,616.50 |
|
R1 |
4,635.25 |
4,635.25 |
4,612.75 |
4,628.00 |
PP |
4,620.50 |
4,620.50 |
4,620.50 |
4,616.75 |
S1 |
4,594.00 |
4,594.00 |
4,605.25 |
4,586.50 |
S2 |
4,579.25 |
4,579.25 |
4,601.50 |
|
S3 |
4,538.00 |
4,552.75 |
4,597.75 |
|
S4 |
4,496.75 |
4,511.50 |
4,586.25 |
|
|
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 |
4,646.75 |
4,593.00 |
53.75 |
1.2% |
27.50 |
0.6% |
30% |
True |
False |
7,533 |
10 |
4,646.75 |
4,550.75 |
96.00 |
2.1% |
30.50 |
0.7% |
61% |
True |
False |
6,034 |
20 |
4,646.75 |
4,237.50 |
409.25 |
8.9% |
44.25 |
1.0% |
91% |
True |
False |
5,033 |
40 |
4,646.75 |
4,167.50 |
479.25 |
10.4% |
54.00 |
1.2% |
92% |
True |
False |
4,613 |
60 |
4,646.75 |
4,167.50 |
479.25 |
10.4% |
53.25 |
1.2% |
92% |
True |
False |
3,704 |
80 |
4,648.50 |
4,167.50 |
481.00 |
10.4% |
52.75 |
1.1% |
92% |
False |
False |
2,827 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
49.75 |
1.1% |
77% |
False |
False |
2,278 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.4% |
46.50 |
1.0% |
77% |
False |
False |
1,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,822.00 |
2.618 |
4,754.75 |
1.618 |
4,713.50 |
1.000 |
4,688.00 |
0.618 |
4,672.25 |
HIGH |
4,646.75 |
0.618 |
4,631.00 |
0.500 |
4,626.00 |
0.382 |
4,621.25 |
LOW |
4,605.50 |
0.618 |
4,580.00 |
1.000 |
4,564.25 |
1.618 |
4,538.75 |
2.618 |
4,497.50 |
4.250 |
4,430.25 |
|
|
Fisher Pivots for day following 29-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,626.00 |
4,622.00 |
PP |
4,620.50 |
4,617.50 |
S1 |
4,614.75 |
4,613.25 |
|