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 |
15,977.56 |
15,944.28 |
-33.28 |
-0.2% |
15,853.08 |
High |
16,045.30 |
16,031.52 |
-13.78 |
-0.1% |
16,118.43 |
Low |
15,932.19 |
15,921.07 |
-11.12 |
-0.1% |
15,852.93 |
Close |
15,961.98 |
16,010.43 |
48.45 |
0.3% |
15,982.01 |
Range |
113.11 |
110.45 |
-2.66 |
-2.4% |
265.50 |
ATR |
190.56 |
184.84 |
-5.72 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,319.02 |
16,275.18 |
16,071.18 |
|
R3 |
16,208.57 |
16,164.73 |
16,040.80 |
|
R2 |
16,098.12 |
16,098.12 |
16,030.68 |
|
R1 |
16,054.28 |
16,054.28 |
16,020.55 |
16,076.20 |
PP |
15,987.67 |
15,987.67 |
15,987.67 |
15,998.64 |
S1 |
15,943.83 |
15,943.83 |
16,000.31 |
15,965.75 |
S2 |
15,877.22 |
15,877.22 |
15,990.18 |
|
S3 |
15,766.77 |
15,833.38 |
15,980.06 |
|
S4 |
15,656.32 |
15,722.93 |
15,949.68 |
|
|
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 |
15,866.82 |
251.61 |
1.6% |
108.22 |
0.7% |
57% |
False |
False |
|
10 |
16,118.43 |
15,726.12 |
392.31 |
2.5% |
122.28 |
0.8% |
72% |
False |
False |
|
20 |
16,118.43 |
14,234.69 |
1,883.74 |
11.8% |
150.59 |
0.9% |
94% |
False |
False |
|
40 |
16,118.43 |
14,058.33 |
2,060.10 |
12.9% |
196.73 |
1.2% |
95% |
False |
False |
|
60 |
16,118.43 |
14,058.33 |
2,060.10 |
12.9% |
191.94 |
1.2% |
95% |
False |
False |
|
80 |
16,118.43 |
14,058.33 |
2,060.10 |
12.9% |
197.16 |
1.2% |
95% |
False |
False |
|
100 |
16,118.43 |
14,058.33 |
2,060.10 |
12.9% |
195.83 |
1.2% |
95% |
False |
False |
|
120 |
16,118.43 |
14,058.33 |
2,060.10 |
12.9% |
194.56 |
1.2% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,500.93 |
2.618 |
16,320.68 |
1.618 |
16,210.23 |
1.000 |
16,141.97 |
0.618 |
16,099.78 |
HIGH |
16,031.52 |
0.618 |
15,989.33 |
0.500 |
15,976.30 |
0.382 |
15,963.26 |
LOW |
15,921.07 |
0.618 |
15,852.81 |
1.000 |
15,810.62 |
1.618 |
15,742.36 |
2.618 |
15,631.91 |
4.250 |
15,451.66 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
15,999.05 |
16,001.35 |
PP |
15,987.67 |
15,992.27 |
S1 |
15,976.30 |
15,983.19 |
|