| 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 |
2,043.0 |
2,054.7 |
11.7 |
0.6% |
2,019.3 |
| High |
2,058.6 |
2,083.5 |
24.9 |
1.2% |
2,049.1 |
| Low |
2,041.4 |
2,051.1 |
9.7 |
0.5% |
2,006.7 |
| Close |
2,052.3 |
2,079.6 |
27.3 |
1.3% |
2,042.8 |
| Range |
17.2 |
32.4 |
15.2 |
88.4% |
42.4 |
| ATR |
21.7 |
22.5 |
0.8 |
3.5% |
0.0 |
| Volume |
4,985 |
6,161 |
1,176 |
23.6% |
20,820 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.6 |
2,156.5 |
2,097.4 |
|
| R3 |
2,136.2 |
2,124.1 |
2,088.5 |
|
| R2 |
2,103.8 |
2,103.8 |
2,085.5 |
|
| R1 |
2,091.7 |
2,091.7 |
2,082.6 |
2,097.8 |
| PP |
2,071.4 |
2,071.4 |
2,071.4 |
2,074.4 |
| S1 |
2,059.3 |
2,059.3 |
2,076.6 |
2,065.4 |
| S2 |
2,039.0 |
2,039.0 |
2,073.7 |
|
| S3 |
2,006.6 |
2,026.9 |
2,070.7 |
|
| S4 |
1,974.2 |
1,994.5 |
2,061.8 |
|
|
| 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 |
2,083.5 |
2,020.2 |
63.3 |
3.0% |
22.0 |
1.1% |
94% |
True |
False |
5,422 |
| 10 |
2,083.5 |
1,983.0 |
100.5 |
4.8% |
22.2 |
1.1% |
96% |
True |
False |
4,316 |
| 20 |
2,083.5 |
1,975.1 |
108.4 |
5.2% |
21.8 |
1.0% |
96% |
True |
False |
3,989 |
| 40 |
2,083.5 |
1,861.7 |
221.8 |
10.7% |
22.3 |
1.1% |
98% |
True |
False |
3,286 |
| 60 |
2,083.5 |
1,861.7 |
221.8 |
10.7% |
20.1 |
1.0% |
98% |
True |
False |
2,572 |
| 80 |
2,083.5 |
1,861.7 |
221.8 |
10.7% |
18.7 |
0.9% |
98% |
True |
False |
2,045 |
| 100 |
2,083.5 |
1,861.7 |
221.8 |
10.7% |
18.3 |
0.9% |
98% |
True |
False |
1,762 |
| 120 |
2,083.5 |
1,861.7 |
221.8 |
10.7% |
18.3 |
0.9% |
98% |
True |
False |
1,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.2 |
|
2.618 |
2,168.3 |
|
1.618 |
2,135.9 |
|
1.000 |
2,115.9 |
|
0.618 |
2,103.5 |
|
HIGH |
2,083.5 |
|
0.618 |
2,071.1 |
|
0.500 |
2,067.3 |
|
0.382 |
2,063.5 |
|
LOW |
2,051.1 |
|
0.618 |
2,031.1 |
|
1.000 |
2,018.7 |
|
1.618 |
1,998.7 |
|
2.618 |
1,966.3 |
|
4.250 |
1,913.4 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.5 |
2,072.2 |
| PP |
2,071.4 |
2,064.7 |
| S1 |
2,067.3 |
2,057.3 |
|