| 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 |
16,201.0 |
16,139.0 |
-62.0 |
-0.4% |
16,120.0 |
| High |
16,230.0 |
16,201.0 |
-29.0 |
-0.2% |
16,252.0 |
| Low |
16,169.0 |
16,133.0 |
-36.0 |
-0.2% |
16,117.0 |
| Close |
16,186.0 |
16,193.0 |
7.0 |
0.0% |
16,245.0 |
| Range |
61.0 |
68.0 |
7.0 |
11.5% |
135.0 |
| ATR |
120.0 |
116.3 |
-3.7 |
-3.1% |
0.0 |
| Volume |
43 |
29 |
-14 |
-32.6% |
196 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,379.7 |
16,354.3 |
16,230.4 |
|
| R3 |
16,311.7 |
16,286.3 |
16,211.7 |
|
| R2 |
16,243.7 |
16,243.7 |
16,205.5 |
|
| R1 |
16,218.3 |
16,218.3 |
16,199.2 |
16,231.0 |
| PP |
16,175.7 |
16,175.7 |
16,175.7 |
16,182.0 |
| S1 |
16,150.3 |
16,150.3 |
16,186.8 |
16,163.0 |
| S2 |
16,107.7 |
16,107.7 |
16,180.5 |
|
| S3 |
16,039.7 |
16,082.3 |
16,174.3 |
|
| S4 |
15,971.7 |
16,014.3 |
16,155.6 |
|
|
| 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 |
16,124.0 |
128.0 |
0.8% |
53.0 |
0.3% |
54% |
False |
False |
52 |
| 10 |
16,252.0 |
15,587.0 |
665.0 |
4.1% |
83.6 |
0.5% |
91% |
False |
False |
46 |
| 20 |
16,252.0 |
15,005.0 |
1,247.0 |
7.7% |
96.4 |
0.6% |
95% |
False |
False |
34 |
| 40 |
16,252.0 |
14,836.0 |
1,416.0 |
8.7% |
101.1 |
0.6% |
96% |
False |
False |
33 |
| 60 |
16,263.0 |
14,836.0 |
1,427.0 |
8.8% |
91.5 |
0.6% |
95% |
False |
False |
26 |
| 80 |
16,369.0 |
14,836.0 |
1,533.0 |
9.5% |
77.9 |
0.5% |
89% |
False |
False |
20 |
| 100 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
62.3 |
0.4% |
66% |
False |
False |
16 |
| 120 |
16,887.0 |
14,836.0 |
2,051.0 |
12.7% |
51.9 |
0.3% |
66% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,490.0 |
|
2.618 |
16,379.0 |
|
1.618 |
16,311.0 |
|
1.000 |
16,269.0 |
|
0.618 |
16,243.0 |
|
HIGH |
16,201.0 |
|
0.618 |
16,175.0 |
|
0.500 |
16,167.0 |
|
0.382 |
16,159.0 |
|
LOW |
16,133.0 |
|
0.618 |
16,091.0 |
|
1.000 |
16,065.0 |
|
1.618 |
16,023.0 |
|
2.618 |
15,955.0 |
|
4.250 |
15,844.0 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,184.3 |
16,192.8 |
| PP |
16,175.7 |
16,192.7 |
| S1 |
16,167.0 |
16,192.5 |
|