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 |
16,244.00 |
16,200.00 |
-44.00 |
-0.3% |
16,100.00 |
High |
16,286.75 |
16,290.25 |
3.50 |
0.0% |
16,373.50 |
Low |
16,184.75 |
16,142.50 |
-42.25 |
-0.3% |
16,038.00 |
Close |
16,222.25 |
16,210.25 |
-12.00 |
-0.1% |
16,222.25 |
Range |
102.00 |
147.75 |
45.75 |
44.9% |
335.50 |
ATR |
226.47 |
220.84 |
-5.62 |
-2.5% |
0.00 |
Volume |
508 |
1,221 |
713 |
140.4% |
4,922 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,657.50 |
16,581.75 |
16,291.50 |
|
R3 |
16,509.75 |
16,434.00 |
16,251.00 |
|
R2 |
16,362.00 |
16,362.00 |
16,237.25 |
|
R1 |
16,286.25 |
16,286.25 |
16,223.75 |
16,324.00 |
PP |
16,214.25 |
16,214.25 |
16,214.25 |
16,233.25 |
S1 |
16,138.50 |
16,138.50 |
16,196.75 |
16,176.50 |
S2 |
16,066.50 |
16,066.50 |
16,183.25 |
|
S3 |
15,918.75 |
15,990.75 |
16,169.50 |
|
S4 |
15,771.00 |
15,843.00 |
16,129.00 |
|
|
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 |
16,038.00 |
335.50 |
2.1% |
193.25 |
1.2% |
51% |
False |
False |
1,228 |
10 |
16,373.50 |
15,662.50 |
711.00 |
4.4% |
190.00 |
1.2% |
77% |
False |
False |
1,117 |
20 |
16,373.50 |
14,488.75 |
1,884.75 |
11.6% |
213.50 |
1.3% |
91% |
False |
False |
1,237 |
40 |
16,373.50 |
14,322.75 |
2,050.75 |
12.7% |
248.50 |
1.5% |
92% |
False |
False |
1,122 |
60 |
16,373.50 |
14,322.75 |
2,050.75 |
12.7% |
238.75 |
1.5% |
92% |
False |
False |
939 |
80 |
16,373.50 |
14,322.75 |
2,050.75 |
12.7% |
243.50 |
1.5% |
92% |
False |
False |
733 |
100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
225.25 |
1.4% |
89% |
False |
False |
588 |
120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
198.00 |
1.2% |
89% |
False |
False |
490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,918.25 |
2.618 |
16,677.00 |
1.618 |
16,529.25 |
1.000 |
16,438.00 |
0.618 |
16,381.50 |
HIGH |
16,290.25 |
0.618 |
16,233.75 |
0.500 |
16,216.50 |
0.382 |
16,199.00 |
LOW |
16,142.50 |
0.618 |
16,051.25 |
1.000 |
15,994.75 |
1.618 |
15,903.50 |
2.618 |
15,755.75 |
4.250 |
15,514.50 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
16,216.50 |
16,258.00 |
PP |
16,214.25 |
16,242.00 |
S1 |
16,212.25 |
16,226.25 |
|