| 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 |
16,158.25 |
16,244.00 |
85.75 |
0.5% |
16,100.00 |
| High |
16,373.50 |
16,286.75 |
-86.75 |
-0.5% |
16,373.50 |
| Low |
16,144.00 |
16,184.75 |
40.75 |
0.3% |
16,038.00 |
| Close |
16,251.25 |
16,222.25 |
-29.00 |
-0.2% |
16,222.25 |
| Range |
229.50 |
102.00 |
-127.50 |
-55.6% |
335.50 |
| ATR |
236.04 |
226.47 |
-9.57 |
-4.1% |
0.00 |
| Volume |
1,775 |
508 |
-1,267 |
-71.4% |
4,922 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,537.25 |
16,481.75 |
16,278.25 |
|
| R3 |
16,435.25 |
16,379.75 |
16,250.25 |
|
| R2 |
16,333.25 |
16,333.25 |
16,241.00 |
|
| R1 |
16,277.75 |
16,277.75 |
16,231.50 |
16,254.50 |
| PP |
16,231.25 |
16,231.25 |
16,231.25 |
16,219.50 |
| S1 |
16,175.75 |
16,175.75 |
16,213.00 |
16,152.50 |
| S2 |
16,129.25 |
16,129.25 |
16,203.50 |
|
| S3 |
16,027.25 |
16,073.75 |
16,194.25 |
|
| S4 |
15,925.25 |
15,971.75 |
16,166.25 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,217.75 |
17,055.50 |
16,406.75 |
|
| R3 |
16,882.25 |
16,720.00 |
16,314.50 |
|
| R2 |
16,546.75 |
16,546.75 |
16,283.75 |
|
| R1 |
16,384.50 |
16,384.50 |
16,253.00 |
16,465.50 |
| PP |
16,211.25 |
16,211.25 |
16,211.25 |
16,251.75 |
| S1 |
16,049.00 |
16,049.00 |
16,191.50 |
16,130.00 |
| S2 |
15,875.75 |
15,875.75 |
16,160.75 |
|
| S3 |
15,540.25 |
15,713.50 |
16,130.00 |
|
| S4 |
15,204.75 |
15,378.00 |
16,037.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,373.50 |
16,024.75 |
348.75 |
2.1% |
186.50 |
1.1% |
57% |
False |
False |
1,117 |
| 10 |
16,373.50 |
15,401.25 |
972.25 |
6.0% |
216.00 |
1.3% |
84% |
False |
False |
1,158 |
| 20 |
16,373.50 |
14,392.00 |
1,981.50 |
12.2% |
216.00 |
1.3% |
92% |
False |
False |
1,224 |
| 40 |
16,373.50 |
14,322.75 |
2,050.75 |
12.6% |
251.00 |
1.5% |
93% |
False |
False |
1,123 |
| 60 |
16,373.50 |
14,322.75 |
2,050.75 |
12.6% |
238.50 |
1.5% |
93% |
False |
False |
923 |
| 80 |
16,373.50 |
14,322.75 |
2,050.75 |
12.6% |
244.00 |
1.5% |
93% |
False |
False |
718 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
225.75 |
1.4% |
90% |
False |
False |
576 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
196.75 |
1.2% |
90% |
False |
False |
480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,720.25 |
|
2.618 |
16,553.75 |
|
1.618 |
16,451.75 |
|
1.000 |
16,388.75 |
|
0.618 |
16,349.75 |
|
HIGH |
16,286.75 |
|
0.618 |
16,247.75 |
|
0.500 |
16,235.75 |
|
0.382 |
16,223.75 |
|
LOW |
16,184.75 |
|
0.618 |
16,121.75 |
|
1.000 |
16,082.75 |
|
1.618 |
16,019.75 |
|
2.618 |
15,917.75 |
|
4.250 |
15,751.25 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,235.75 |
16,244.50 |
| PP |
16,231.25 |
16,237.00 |
| S1 |
16,226.75 |
16,229.50 |
|