| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,082.0 |
2,084.9 |
2.9 |
0.1% |
2,019.3 |
| High |
2,091.4 |
2,086.7 |
-4.7 |
-0.2% |
2,049.1 |
| Low |
2,075.8 |
2,070.7 |
-5.1 |
-0.2% |
2,006.7 |
| Close |
2,086.6 |
2,076.7 |
-9.9 |
-0.5% |
2,042.8 |
| Range |
15.6 |
16.0 |
0.4 |
2.6% |
42.4 |
| ATR |
22.0 |
21.5 |
-0.4 |
-1.9% |
0.0 |
| Volume |
6,223 |
2,655 |
-3,568 |
-57.3% |
20,820 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.0 |
2,117.4 |
2,085.5 |
|
| R3 |
2,110.0 |
2,101.4 |
2,081.1 |
|
| R2 |
2,094.0 |
2,094.0 |
2,079.6 |
|
| R1 |
2,085.4 |
2,085.4 |
2,078.2 |
2,081.7 |
| PP |
2,078.0 |
2,078.0 |
2,078.0 |
2,076.2 |
| S1 |
2,069.4 |
2,069.4 |
2,075.2 |
2,065.7 |
| S2 |
2,062.0 |
2,062.0 |
2,073.8 |
|
| S3 |
2,046.0 |
2,053.4 |
2,072.3 |
|
| S4 |
2,030.0 |
2,037.4 |
2,067.9 |
|
|
| 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 |
2,091.4 |
2,031.0 |
60.4 |
2.9% |
18.8 |
0.9% |
76% |
False |
False |
4,613 |
| 10 |
2,091.4 |
2,000.2 |
91.2 |
4.4% |
20.5 |
1.0% |
84% |
False |
False |
4,701 |
| 20 |
2,091.4 |
1,975.1 |
116.3 |
5.6% |
20.5 |
1.0% |
87% |
False |
False |
4,116 |
| 40 |
2,091.4 |
1,861.7 |
229.7 |
11.1% |
22.4 |
1.1% |
94% |
False |
False |
3,417 |
| 60 |
2,091.4 |
1,861.7 |
229.7 |
11.1% |
20.1 |
1.0% |
94% |
False |
False |
2,693 |
| 80 |
2,091.4 |
1,861.7 |
229.7 |
11.1% |
18.8 |
0.9% |
94% |
False |
False |
2,147 |
| 100 |
2,091.4 |
1,861.7 |
229.7 |
11.1% |
18.3 |
0.9% |
94% |
False |
False |
1,828 |
| 120 |
2,091.4 |
1,861.7 |
229.7 |
11.1% |
18.3 |
0.9% |
94% |
False |
False |
1,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.7 |
|
2.618 |
2,128.6 |
|
1.618 |
2,112.6 |
|
1.000 |
2,102.7 |
|
0.618 |
2,096.6 |
|
HIGH |
2,086.7 |
|
0.618 |
2,080.6 |
|
0.500 |
2,078.7 |
|
0.382 |
2,076.8 |
|
LOW |
2,070.7 |
|
0.618 |
2,060.8 |
|
1.000 |
2,054.7 |
|
1.618 |
2,044.8 |
|
2.618 |
2,028.8 |
|
4.250 |
2,002.7 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.7 |
2,074.9 |
| PP |
2,078.0 |
2,073.1 |
| S1 |
2,077.4 |
2,071.3 |
|