| 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 |
16,200.00 |
16,213.00 |
13.00 |
0.1% |
16,100.00 |
| High |
16,290.25 |
16,272.00 |
-18.25 |
-0.1% |
16,373.50 |
| Low |
16,142.50 |
16,147.75 |
5.25 |
0.0% |
16,038.00 |
| Close |
16,210.25 |
16,249.50 |
39.25 |
0.2% |
16,222.25 |
| Range |
147.75 |
124.25 |
-23.50 |
-15.9% |
335.50 |
| ATR |
220.84 |
213.94 |
-6.90 |
-3.1% |
0.00 |
| Volume |
1,221 |
2,859 |
1,638 |
134.2% |
4,922 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,595.75 |
16,547.00 |
16,317.75 |
|
| R3 |
16,471.50 |
16,422.75 |
16,283.75 |
|
| R2 |
16,347.25 |
16,347.25 |
16,272.25 |
|
| R1 |
16,298.50 |
16,298.50 |
16,261.00 |
16,323.00 |
| PP |
16,223.00 |
16,223.00 |
16,223.00 |
16,235.25 |
| S1 |
16,174.25 |
16,174.25 |
16,238.00 |
16,198.50 |
| S2 |
16,098.75 |
16,098.75 |
16,226.75 |
|
| S3 |
15,974.50 |
16,050.00 |
16,215.25 |
|
| S4 |
15,850.25 |
15,925.75 |
16,181.25 |
|
|
| 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 |
16,115.25 |
258.25 |
1.6% |
162.25 |
1.0% |
52% |
False |
False |
1,544 |
| 10 |
16,373.50 |
15,750.50 |
623.00 |
3.8% |
189.00 |
1.2% |
80% |
False |
False |
1,291 |
| 20 |
16,373.50 |
14,494.00 |
1,879.50 |
11.6% |
211.25 |
1.3% |
93% |
False |
False |
1,310 |
| 40 |
16,373.50 |
14,322.75 |
2,050.75 |
12.6% |
246.25 |
1.5% |
94% |
False |
False |
1,169 |
| 60 |
16,373.50 |
14,322.75 |
2,050.75 |
12.6% |
237.50 |
1.5% |
94% |
False |
False |
985 |
| 80 |
16,373.50 |
14,322.75 |
2,050.75 |
12.6% |
241.75 |
1.5% |
94% |
False |
False |
768 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
225.00 |
1.4% |
91% |
False |
False |
617 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
199.00 |
1.2% |
91% |
False |
False |
514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,800.00 |
|
2.618 |
16,597.25 |
|
1.618 |
16,473.00 |
|
1.000 |
16,396.25 |
|
0.618 |
16,348.75 |
|
HIGH |
16,272.00 |
|
0.618 |
16,224.50 |
|
0.500 |
16,210.00 |
|
0.382 |
16,195.25 |
|
LOW |
16,147.75 |
|
0.618 |
16,071.00 |
|
1.000 |
16,023.50 |
|
1.618 |
15,946.75 |
|
2.618 |
15,822.50 |
|
4.250 |
15,619.75 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,236.25 |
16,238.50 |
| PP |
16,223.00 |
16,227.50 |
| S1 |
16,210.00 |
16,216.50 |
|