| 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 |
16,198.0 |
16,201.0 |
3.0 |
0.0% |
16,120.0 |
| High |
16,252.0 |
16,230.0 |
-22.0 |
-0.1% |
16,252.0 |
| Low |
16,198.0 |
16,169.0 |
-29.0 |
-0.2% |
16,117.0 |
| Close |
16,245.0 |
16,186.0 |
-59.0 |
-0.4% |
16,245.0 |
| Range |
54.0 |
61.0 |
7.0 |
13.0% |
135.0 |
| ATR |
123.4 |
120.0 |
-3.4 |
-2.7% |
0.0 |
| Volume |
80 |
43 |
-37 |
-46.3% |
196 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,378.0 |
16,343.0 |
16,219.6 |
|
| R3 |
16,317.0 |
16,282.0 |
16,202.8 |
|
| R2 |
16,256.0 |
16,256.0 |
16,197.2 |
|
| R1 |
16,221.0 |
16,221.0 |
16,191.6 |
16,208.0 |
| PP |
16,195.0 |
16,195.0 |
16,195.0 |
16,188.5 |
| S1 |
16,160.0 |
16,160.0 |
16,180.4 |
16,147.0 |
| S2 |
16,134.0 |
16,134.0 |
16,174.8 |
|
| S3 |
16,073.0 |
16,099.0 |
16,169.2 |
|
| S4 |
16,012.0 |
16,038.0 |
16,152.5 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,609.7 |
16,562.3 |
16,319.3 |
|
| R3 |
16,474.7 |
16,427.3 |
16,282.1 |
|
| R2 |
16,339.7 |
16,339.7 |
16,269.8 |
|
| R1 |
16,292.3 |
16,292.3 |
16,257.4 |
16,316.0 |
| PP |
16,204.7 |
16,204.7 |
16,204.7 |
16,216.5 |
| S1 |
16,157.3 |
16,157.3 |
16,232.6 |
16,181.0 |
| S2 |
16,069.7 |
16,069.7 |
16,220.3 |
|
| S3 |
15,934.7 |
16,022.3 |
16,207.9 |
|
| S4 |
15,799.7 |
15,887.3 |
16,170.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,252.0 |
16,117.0 |
135.0 |
0.8% |
41.8 |
0.3% |
51% |
False |
False |
47 |
| 10 |
16,252.0 |
15,477.0 |
775.0 |
4.8% |
87.0 |
0.5% |
91% |
False |
False |
46 |
| 20 |
16,252.0 |
14,938.0 |
1,314.0 |
8.1% |
97.1 |
0.6% |
95% |
False |
False |
34 |
| 40 |
16,252.0 |
14,836.0 |
1,416.0 |
8.7% |
102.3 |
0.6% |
95% |
False |
False |
34 |
| 60 |
16,263.0 |
14,836.0 |
1,427.0 |
8.8% |
90.4 |
0.6% |
95% |
False |
False |
26 |
| 80 |
16,369.0 |
14,836.0 |
1,533.0 |
9.5% |
77.1 |
0.5% |
88% |
False |
False |
19 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
61.7 |
0.4% |
66% |
False |
False |
16 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
51.4 |
0.3% |
66% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,489.3 |
|
2.618 |
16,389.7 |
|
1.618 |
16,328.7 |
|
1.000 |
16,291.0 |
|
0.618 |
16,267.7 |
|
HIGH |
16,230.0 |
|
0.618 |
16,206.7 |
|
0.500 |
16,199.5 |
|
0.382 |
16,192.3 |
|
LOW |
16,169.0 |
|
0.618 |
16,131.3 |
|
1.000 |
16,108.0 |
|
1.618 |
16,070.3 |
|
2.618 |
16,009.3 |
|
4.250 |
15,909.8 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,199.5 |
16,200.5 |
| PP |
16,195.0 |
16,195.7 |
| S1 |
16,190.5 |
16,190.8 |
|