| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,040.0 |
2,034.1 |
-5.9 |
-0.3% |
2,019.3 |
| High |
2,046.8 |
2,044.0 |
-2.8 |
-0.1% |
2,049.1 |
| Low |
2,028.5 |
2,031.0 |
2.5 |
0.1% |
2,006.7 |
| Close |
2,032.4 |
2,042.8 |
10.4 |
0.5% |
2,042.8 |
| Range |
18.3 |
13.0 |
-5.3 |
-29.0% |
42.4 |
| ATR |
22.7 |
22.0 |
-0.7 |
-3.1% |
0.0 |
| Volume |
6,525 |
3,044 |
-3,481 |
-53.3% |
20,820 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.3 |
2,073.5 |
2,050.0 |
|
| R3 |
2,065.3 |
2,060.5 |
2,046.4 |
|
| R2 |
2,052.3 |
2,052.3 |
2,045.2 |
|
| R1 |
2,047.5 |
2,047.5 |
2,044.0 |
2,049.9 |
| PP |
2,039.3 |
2,039.3 |
2,039.3 |
2,040.5 |
| S1 |
2,034.5 |
2,034.5 |
2,041.6 |
2,036.9 |
| S2 |
2,026.3 |
2,026.3 |
2,040.4 |
|
| S3 |
2,013.3 |
2,021.5 |
2,039.2 |
|
| S4 |
2,000.3 |
2,008.5 |
2,035.7 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.1 |
2,143.8 |
2,066.1 |
|
| R3 |
2,117.7 |
2,101.4 |
2,054.5 |
|
| R2 |
2,075.3 |
2,075.3 |
2,050.6 |
|
| R1 |
2,059.0 |
2,059.0 |
2,046.7 |
2,067.2 |
| PP |
2,032.9 |
2,032.9 |
2,032.9 |
2,036.9 |
| S1 |
2,016.6 |
2,016.6 |
2,038.9 |
2,024.8 |
| S2 |
1,990.5 |
1,990.5 |
2,035.0 |
|
| S3 |
1,948.1 |
1,974.2 |
2,031.1 |
|
| S4 |
1,905.7 |
1,931.8 |
2,019.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,049.1 |
2,006.7 |
42.4 |
2.1% |
18.9 |
0.9% |
85% |
False |
False |
4,666 |
| 10 |
2,049.1 |
1,975.1 |
74.0 |
3.6% |
21.8 |
1.1% |
91% |
False |
False |
3,912 |
| 20 |
2,058.5 |
1,975.1 |
83.4 |
4.1% |
21.6 |
1.1% |
81% |
False |
False |
3,629 |
| 40 |
2,058.5 |
1,861.7 |
196.8 |
9.6% |
22.5 |
1.1% |
92% |
False |
False |
3,094 |
| 60 |
2,058.5 |
1,861.7 |
196.8 |
9.6% |
19.7 |
1.0% |
92% |
False |
False |
2,398 |
| 80 |
2,058.5 |
1,861.7 |
196.8 |
9.6% |
18.6 |
0.9% |
92% |
False |
False |
1,917 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
18.2 |
0.9% |
89% |
False |
False |
1,655 |
| 120 |
2,065.5 |
1,861.7 |
203.8 |
10.0% |
18.2 |
0.9% |
89% |
False |
False |
1,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,099.3 |
|
2.618 |
2,078.0 |
|
1.618 |
2,065.0 |
|
1.000 |
2,057.0 |
|
0.618 |
2,052.0 |
|
HIGH |
2,044.0 |
|
0.618 |
2,039.0 |
|
0.500 |
2,037.5 |
|
0.382 |
2,036.0 |
|
LOW |
2,031.0 |
|
0.618 |
2,023.0 |
|
1.000 |
2,018.0 |
|
1.618 |
2,010.0 |
|
2.618 |
1,997.0 |
|
4.250 |
1,975.8 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.0 |
2,040.1 |
| PP |
2,039.3 |
2,037.4 |
| S1 |
2,037.5 |
2,034.7 |
|