| 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 |
16,213.00 |
16,250.50 |
37.50 |
0.2% |
16,100.00 |
| High |
16,272.00 |
16,410.25 |
138.25 |
0.8% |
16,373.50 |
| Low |
16,147.75 |
16,216.50 |
68.75 |
0.4% |
16,038.00 |
| Close |
16,249.50 |
16,226.25 |
-23.25 |
-0.1% |
16,222.25 |
| Range |
124.25 |
193.75 |
69.50 |
55.9% |
335.50 |
| ATR |
213.94 |
212.50 |
-1.44 |
-0.7% |
0.00 |
| Volume |
2,859 |
3,351 |
492 |
17.2% |
4,922 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,865.50 |
16,739.75 |
16,332.75 |
|
| R3 |
16,671.75 |
16,546.00 |
16,279.50 |
|
| R2 |
16,478.00 |
16,478.00 |
16,261.75 |
|
| R1 |
16,352.25 |
16,352.25 |
16,244.00 |
16,318.25 |
| PP |
16,284.25 |
16,284.25 |
16,284.25 |
16,267.50 |
| S1 |
16,158.50 |
16,158.50 |
16,208.50 |
16,124.50 |
| S2 |
16,090.50 |
16,090.50 |
16,190.75 |
|
| S3 |
15,896.75 |
15,964.75 |
16,173.00 |
|
| S4 |
15,703.00 |
15,771.00 |
16,119.75 |
|
|
| 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 |
16,410.25 |
16,142.50 |
267.75 |
1.7% |
159.50 |
1.0% |
31% |
True |
False |
1,942 |
| 10 |
16,410.25 |
15,997.25 |
413.00 |
2.5% |
172.00 |
1.1% |
55% |
True |
False |
1,492 |
| 20 |
16,410.25 |
14,595.50 |
1,814.75 |
11.2% |
211.25 |
1.3% |
90% |
True |
False |
1,422 |
| 40 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
241.50 |
1.5% |
91% |
True |
False |
1,231 |
| 60 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
238.00 |
1.5% |
91% |
True |
False |
1,040 |
| 80 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
242.50 |
1.5% |
91% |
True |
False |
810 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
226.00 |
1.4% |
90% |
False |
False |
650 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.0% |
200.75 |
1.2% |
90% |
False |
False |
542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,233.75 |
|
2.618 |
16,917.50 |
|
1.618 |
16,723.75 |
|
1.000 |
16,604.00 |
|
0.618 |
16,530.00 |
|
HIGH |
16,410.25 |
|
0.618 |
16,336.25 |
|
0.500 |
16,313.50 |
|
0.382 |
16,290.50 |
|
LOW |
16,216.50 |
|
0.618 |
16,096.75 |
|
1.000 |
16,022.75 |
|
1.618 |
15,903.00 |
|
2.618 |
15,709.25 |
|
4.250 |
15,393.00 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,313.50 |
16,276.50 |
| PP |
16,284.25 |
16,259.75 |
| S1 |
16,255.25 |
16,243.00 |
|