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 |
15,974.85 |
15,977.56 |
2.71 |
0.0% |
15,853.08 |
High |
16,007.43 |
16,045.30 |
37.87 |
0.2% |
16,118.43 |
Low |
15,940.62 |
15,932.19 |
-8.43 |
-0.1% |
15,852.93 |
Close |
15,982.01 |
15,961.98 |
-20.03 |
-0.1% |
15,982.01 |
Range |
66.81 |
113.11 |
46.30 |
69.3% |
265.50 |
ATR |
196.52 |
190.56 |
-5.96 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,319.15 |
16,253.68 |
16,024.19 |
|
R3 |
16,206.04 |
16,140.57 |
15,993.09 |
|
R2 |
16,092.93 |
16,092.93 |
15,982.72 |
|
R1 |
16,027.46 |
16,027.46 |
15,972.35 |
16,003.64 |
PP |
15,979.82 |
15,979.82 |
15,979.82 |
15,967.92 |
S1 |
15,914.35 |
15,914.35 |
15,951.61 |
15,890.53 |
S2 |
15,866.71 |
15,866.71 |
15,941.24 |
|
S3 |
15,753.60 |
15,801.24 |
15,930.87 |
|
S4 |
15,640.49 |
15,688.13 |
15,899.77 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,780.96 |
16,646.98 |
16,128.04 |
|
R3 |
16,515.46 |
16,381.48 |
16,055.02 |
|
R2 |
16,249.96 |
16,249.96 |
16,030.69 |
|
R1 |
16,115.98 |
16,115.98 |
16,006.35 |
16,182.97 |
PP |
15,984.46 |
15,984.46 |
15,984.46 |
16,017.95 |
S1 |
15,850.48 |
15,850.48 |
15,957.67 |
15,917.47 |
S2 |
15,718.96 |
15,718.96 |
15,933.34 |
|
S3 |
15,453.46 |
15,584.98 |
15,909.00 |
|
S4 |
15,187.96 |
15,319.48 |
15,835.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,118.43 |
15,852.93 |
265.50 |
1.7% |
126.89 |
0.8% |
41% |
False |
False |
|
10 |
16,118.43 |
15,404.71 |
713.72 |
4.5% |
123.23 |
0.8% |
78% |
False |
False |
|
20 |
16,118.43 |
14,225.86 |
1,892.57 |
11.9% |
153.19 |
1.0% |
92% |
False |
False |
|
40 |
16,118.43 |
14,058.33 |
2,060.10 |
12.9% |
198.73 |
1.2% |
92% |
False |
False |
|
60 |
16,118.43 |
14,058.33 |
2,060.10 |
12.9% |
193.24 |
1.2% |
92% |
False |
False |
|
80 |
16,118.43 |
14,058.33 |
2,060.10 |
12.9% |
199.09 |
1.2% |
92% |
False |
False |
|
100 |
16,118.43 |
14,058.33 |
2,060.10 |
12.9% |
196.51 |
1.2% |
92% |
False |
False |
|
120 |
16,118.43 |
14,058.33 |
2,060.10 |
12.9% |
196.67 |
1.2% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,526.02 |
2.618 |
16,341.42 |
1.618 |
16,228.31 |
1.000 |
16,158.41 |
0.618 |
16,115.20 |
HIGH |
16,045.30 |
0.618 |
16,002.09 |
0.500 |
15,988.75 |
0.382 |
15,975.40 |
LOW |
15,932.19 |
0.618 |
15,862.29 |
1.000 |
15,819.08 |
1.618 |
15,749.18 |
2.618 |
15,636.07 |
4.250 |
15,451.47 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,988.75 |
16,025.31 |
PP |
15,979.82 |
16,004.20 |
S1 |
15,970.90 |
15,983.09 |
|