| 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 |
2,034.1 |
2,043.0 |
8.9 |
0.4% |
2,019.3 |
| High |
2,044.0 |
2,058.6 |
14.6 |
0.7% |
2,049.1 |
| Low |
2,031.0 |
2,041.4 |
10.4 |
0.5% |
2,006.7 |
| Close |
2,042.8 |
2,052.3 |
9.5 |
0.5% |
2,042.8 |
| Range |
13.0 |
17.2 |
4.2 |
32.3% |
42.4 |
| ATR |
22.0 |
21.7 |
-0.3 |
-1.6% |
0.0 |
| Volume |
3,044 |
4,985 |
1,941 |
63.8% |
20,820 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.4 |
2,094.5 |
2,061.8 |
|
| R3 |
2,085.2 |
2,077.3 |
2,057.0 |
|
| R2 |
2,068.0 |
2,068.0 |
2,055.5 |
|
| R1 |
2,060.1 |
2,060.1 |
2,053.9 |
2,064.1 |
| PP |
2,050.8 |
2,050.8 |
2,050.8 |
2,052.7 |
| S1 |
2,042.9 |
2,042.9 |
2,050.7 |
2,046.9 |
| S2 |
2,033.6 |
2,033.6 |
2,049.1 |
|
| S3 |
2,016.4 |
2,025.7 |
2,047.6 |
|
| S4 |
1,999.2 |
2,008.5 |
2,042.8 |
|
|
| 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 |
2,058.6 |
2,006.7 |
51.9 |
2.5% |
19.5 |
1.0% |
88% |
True |
False |
5,161 |
| 10 |
2,058.6 |
1,975.1 |
83.5 |
4.1% |
20.7 |
1.0% |
92% |
True |
False |
3,992 |
| 20 |
2,058.6 |
1,975.1 |
83.5 |
4.1% |
21.0 |
1.0% |
92% |
True |
False |
3,757 |
| 40 |
2,058.6 |
1,861.7 |
196.9 |
9.6% |
22.1 |
1.1% |
97% |
True |
False |
3,173 |
| 60 |
2,058.6 |
1,861.7 |
196.9 |
9.6% |
19.9 |
1.0% |
97% |
True |
False |
2,475 |
| 80 |
2,058.6 |
1,861.7 |
196.9 |
9.6% |
18.7 |
0.9% |
97% |
True |
False |
1,975 |
| 100 |
2,065.5 |
1,861.7 |
203.8 |
9.9% |
18.2 |
0.9% |
94% |
False |
False |
1,703 |
| 120 |
2,065.5 |
1,861.7 |
203.8 |
9.9% |
18.3 |
0.9% |
94% |
False |
False |
1,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.7 |
|
2.618 |
2,103.6 |
|
1.618 |
2,086.4 |
|
1.000 |
2,075.8 |
|
0.618 |
2,069.2 |
|
HIGH |
2,058.6 |
|
0.618 |
2,052.0 |
|
0.500 |
2,050.0 |
|
0.382 |
2,048.0 |
|
LOW |
2,041.4 |
|
0.618 |
2,030.8 |
|
1.000 |
2,024.2 |
|
1.618 |
2,013.6 |
|
2.618 |
1,996.4 |
|
4.250 |
1,968.3 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.5 |
2,049.4 |
| PP |
2,050.8 |
2,046.5 |
| S1 |
2,050.0 |
2,043.6 |
|