| 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 |
16,250.50 |
16,243.50 |
-7.00 |
0.0% |
16,100.00 |
| High |
16,410.25 |
16,301.00 |
-109.25 |
-0.7% |
16,373.50 |
| Low |
16,216.50 |
16,057.00 |
-159.50 |
-1.0% |
16,038.00 |
| Close |
16,226.25 |
16,187.25 |
-39.00 |
-0.2% |
16,222.25 |
| Range |
193.75 |
244.00 |
50.25 |
25.9% |
335.50 |
| ATR |
212.50 |
214.75 |
2.25 |
1.1% |
0.00 |
| Volume |
3,351 |
2,790 |
-561 |
-16.7% |
4,922 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,913.75 |
16,794.50 |
16,321.50 |
|
| R3 |
16,669.75 |
16,550.50 |
16,254.25 |
|
| R2 |
16,425.75 |
16,425.75 |
16,232.00 |
|
| R1 |
16,306.50 |
16,306.50 |
16,209.50 |
16,244.00 |
| PP |
16,181.75 |
16,181.75 |
16,181.75 |
16,150.50 |
| S1 |
16,062.50 |
16,062.50 |
16,165.00 |
16,000.00 |
| S2 |
15,937.75 |
15,937.75 |
16,142.50 |
|
| S3 |
15,693.75 |
15,818.50 |
16,120.25 |
|
| S4 |
15,449.75 |
15,574.50 |
16,053.00 |
|
|
| 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 |
16,410.25 |
16,057.00 |
353.25 |
2.2% |
162.25 |
1.0% |
37% |
False |
True |
2,145 |
| 10 |
16,410.25 |
15,997.25 |
413.00 |
2.6% |
174.75 |
1.1% |
46% |
False |
False |
1,646 |
| 20 |
16,410.25 |
14,946.00 |
1,464.25 |
9.0% |
206.00 |
1.3% |
85% |
False |
False |
1,476 |
| 40 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
238.50 |
1.5% |
89% |
False |
False |
1,272 |
| 60 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
238.75 |
1.5% |
89% |
False |
False |
1,085 |
| 80 |
16,410.25 |
14,322.75 |
2,087.50 |
12.9% |
242.25 |
1.5% |
89% |
False |
False |
844 |
| 100 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
227.25 |
1.4% |
88% |
False |
False |
678 |
| 120 |
16,436.50 |
14,322.75 |
2,113.75 |
13.1% |
202.75 |
1.3% |
88% |
False |
False |
565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,338.00 |
|
2.618 |
16,939.75 |
|
1.618 |
16,695.75 |
|
1.000 |
16,545.00 |
|
0.618 |
16,451.75 |
|
HIGH |
16,301.00 |
|
0.618 |
16,207.75 |
|
0.500 |
16,179.00 |
|
0.382 |
16,150.25 |
|
LOW |
16,057.00 |
|
0.618 |
15,906.25 |
|
1.000 |
15,813.00 |
|
1.618 |
15,662.25 |
|
2.618 |
15,418.25 |
|
4.250 |
15,020.00 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,184.50 |
16,233.50 |
| PP |
16,181.75 |
16,218.25 |
| S1 |
16,179.00 |
16,202.75 |
|