| 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 |
2,103.4 |
2,104.1 |
0.7 |
0.0% |
2,039.4 |
| High |
2,110.4 |
2,106.3 |
-4.1 |
-0.2% |
2,068.8 |
| Low |
2,097.0 |
2,090.9 |
-6.1 |
-0.3% |
2,026.6 |
| Close |
2,106.4 |
2,096.5 |
-9.9 |
-0.5% |
2,062.5 |
| Range |
13.4 |
15.4 |
2.0 |
14.9% |
42.2 |
| ATR |
21.8 |
21.3 |
-0.4 |
-2.1% |
0.0 |
| Volume |
2,647 |
1,168 |
-1,479 |
-55.9% |
9,512 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.1 |
2,135.7 |
2,105.0 |
|
| R3 |
2,128.7 |
2,120.3 |
2,100.7 |
|
| R2 |
2,113.3 |
2,113.3 |
2,099.3 |
|
| R1 |
2,104.9 |
2,104.9 |
2,097.9 |
2,101.4 |
| PP |
2,097.9 |
2,097.9 |
2,097.9 |
2,096.2 |
| S1 |
2,089.5 |
2,089.5 |
2,095.1 |
2,086.0 |
| S2 |
2,082.5 |
2,082.5 |
2,093.7 |
|
| S3 |
2,067.1 |
2,074.1 |
2,092.3 |
|
| S4 |
2,051.7 |
2,058.7 |
2,088.0 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.2 |
2,163.1 |
2,085.7 |
|
| R3 |
2,137.0 |
2,120.9 |
2,074.1 |
|
| R2 |
2,094.8 |
2,094.8 |
2,070.2 |
|
| R1 |
2,078.7 |
2,078.7 |
2,066.4 |
2,086.8 |
| PP |
2,052.6 |
2,052.6 |
2,052.6 |
2,056.7 |
| S1 |
2,036.5 |
2,036.5 |
2,058.6 |
2,044.6 |
| S2 |
2,010.4 |
2,010.4 |
2,054.8 |
|
| S3 |
1,968.2 |
1,994.3 |
2,050.9 |
|
| S4 |
1,926.0 |
1,952.1 |
2,039.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,110.4 |
2,050.6 |
59.8 |
2.9% |
17.8 |
0.8% |
77% |
False |
False |
2,158 |
| 10 |
2,110.4 |
2,020.1 |
90.3 |
4.3% |
19.8 |
0.9% |
85% |
False |
False |
2,254 |
| 20 |
2,110.4 |
1,994.8 |
115.6 |
5.5% |
20.4 |
1.0% |
88% |
False |
False |
2,716 |
| 40 |
2,110.4 |
1,879.5 |
230.9 |
11.0% |
22.3 |
1.1% |
94% |
False |
False |
2,301 |
| 60 |
2,110.4 |
1,879.5 |
230.9 |
11.0% |
19.8 |
0.9% |
94% |
False |
False |
1,801 |
| 80 |
2,110.4 |
1,879.5 |
230.9 |
11.0% |
18.5 |
0.9% |
94% |
False |
False |
1,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.8 |
|
2.618 |
2,146.6 |
|
1.618 |
2,131.2 |
|
1.000 |
2,121.7 |
|
0.618 |
2,115.8 |
|
HIGH |
2,106.3 |
|
0.618 |
2,100.4 |
|
0.500 |
2,098.6 |
|
0.382 |
2,096.8 |
|
LOW |
2,090.9 |
|
0.618 |
2,081.4 |
|
1.000 |
2,075.5 |
|
1.618 |
2,066.0 |
|
2.618 |
2,050.6 |
|
4.250 |
2,025.5 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.6 |
2,094.7 |
| PP |
2,097.9 |
2,092.9 |
| S1 |
2,097.2 |
2,091.1 |
|