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 |
4,613.50 |
4,612.00 |
-1.50 |
0.0% |
4,574.25 |
High |
4,646.75 |
4,629.25 |
-17.50 |
-0.4% |
4,630.00 |
Low |
4,605.50 |
4,594.00 |
-11.50 |
-0.2% |
4,569.25 |
Close |
4,609.00 |
4,626.75 |
17.75 |
0.4% |
4,618.25 |
Range |
41.25 |
35.25 |
-6.00 |
-14.5% |
60.75 |
ATR |
44.39 |
43.74 |
-0.65 |
-1.5% |
0.00 |
Volume |
9,144 |
15,836 |
6,692 |
73.2% |
20,316 |
|
Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,722.50 |
4,709.75 |
4,646.25 |
|
R3 |
4,687.25 |
4,674.50 |
4,636.50 |
|
R2 |
4,652.00 |
4,652.00 |
4,633.25 |
|
R1 |
4,639.25 |
4,639.25 |
4,630.00 |
4,645.50 |
PP |
4,616.75 |
4,616.75 |
4,616.75 |
4,619.75 |
S1 |
4,604.00 |
4,604.00 |
4,623.50 |
4,610.50 |
S2 |
4,581.50 |
4,581.50 |
4,620.25 |
|
S3 |
4,546.25 |
4,568.75 |
4,617.00 |
|
S4 |
4,511.00 |
4,533.50 |
4,607.25 |
|
|
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 |
4,594.00 |
52.75 |
1.1% |
27.25 |
0.6% |
62% |
False |
True |
9,178 |
10 |
4,646.75 |
4,550.75 |
96.00 |
2.1% |
31.00 |
0.7% |
79% |
False |
False |
6,924 |
20 |
4,646.75 |
4,303.50 |
343.25 |
7.4% |
42.50 |
0.9% |
94% |
False |
False |
5,626 |
40 |
4,646.75 |
4,167.50 |
479.25 |
10.4% |
53.00 |
1.1% |
96% |
False |
False |
4,896 |
60 |
4,646.75 |
4,167.50 |
479.25 |
10.4% |
52.75 |
1.1% |
96% |
False |
False |
3,959 |
80 |
4,648.50 |
4,167.50 |
481.00 |
10.4% |
52.50 |
1.1% |
95% |
False |
False |
3,025 |
100 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
49.75 |
1.1% |
80% |
False |
False |
2,436 |
120 |
4,738.50 |
4,167.50 |
571.00 |
12.3% |
46.50 |
1.0% |
80% |
False |
False |
2,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,779.00 |
2.618 |
4,721.50 |
1.618 |
4,686.25 |
1.000 |
4,664.50 |
0.618 |
4,651.00 |
HIGH |
4,629.25 |
0.618 |
4,615.75 |
0.500 |
4,611.50 |
0.382 |
4,607.50 |
LOW |
4,594.00 |
0.618 |
4,572.25 |
1.000 |
4,558.75 |
1.618 |
4,537.00 |
2.618 |
4,501.75 |
4.250 |
4,444.25 |
|
|
Fisher Pivots for day following 30-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
4,621.75 |
4,624.50 |
PP |
4,616.75 |
4,622.50 |
S1 |
4,611.50 |
4,620.50 |
|