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 |
455.07 |
454.65 |
-0.42 |
-0.1% |
450.53 |
High |
455.50 |
455.49 |
-0.01 |
0.0% |
456.38 |
Low |
454.73 |
454.08 |
-0.65 |
-0.1% |
450.52 |
Close |
455.30 |
454.48 |
-0.82 |
-0.2% |
455.30 |
Range |
0.77 |
1.41 |
0.64 |
83.1% |
5.86 |
ATR |
4.28 |
4.07 |
-0.20 |
-4.8% |
0.00 |
Volume |
29,737,300 |
50,505,900 |
20,768,600 |
69.8% |
208,484,000 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458.91 |
458.11 |
455.26 |
|
R3 |
457.50 |
456.70 |
454.87 |
|
R2 |
456.09 |
456.09 |
454.74 |
|
R1 |
455.29 |
455.29 |
454.61 |
454.99 |
PP |
454.68 |
454.68 |
454.68 |
454.53 |
S1 |
453.88 |
453.88 |
454.35 |
453.57 |
S2 |
453.27 |
453.27 |
454.22 |
|
S3 |
451.86 |
452.47 |
454.09 |
|
S4 |
450.45 |
451.06 |
453.70 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
471.65 |
469.33 |
458.52 |
|
R3 |
465.79 |
463.47 |
456.91 |
|
R2 |
459.93 |
459.93 |
456.37 |
|
R1 |
457.61 |
457.61 |
455.84 |
458.77 |
PP |
454.07 |
454.07 |
454.07 |
454.65 |
S1 |
451.75 |
451.75 |
454.76 |
452.91 |
S2 |
448.21 |
448.21 |
454.23 |
|
S3 |
442.35 |
445.89 |
453.69 |
|
S4 |
436.49 |
440.03 |
452.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
456.38 |
450.52 |
5.86 |
1.3% |
2.29 |
0.5% |
68% |
False |
False |
51,797,980 |
10 |
456.38 |
438.42 |
17.96 |
4.0% |
2.55 |
0.6% |
89% |
False |
False |
63,558,990 |
20 |
456.38 |
412.22 |
44.16 |
9.7% |
3.38 |
0.7% |
96% |
False |
False |
73,077,920 |
40 |
456.38 |
409.21 |
47.17 |
10.4% |
4.50 |
1.0% |
96% |
False |
False |
82,367,047 |
60 |
456.38 |
409.21 |
47.17 |
10.4% |
4.29 |
0.9% |
96% |
False |
False |
81,401,196 |
80 |
456.38 |
409.21 |
47.17 |
10.4% |
4.42 |
1.0% |
96% |
False |
False |
80,319,140 |
100 |
459.44 |
409.21 |
50.23 |
11.1% |
4.22 |
0.9% |
90% |
False |
False |
78,422,902 |
120 |
459.44 |
409.21 |
50.23 |
11.1% |
4.10 |
0.9% |
90% |
False |
False |
78,786,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
461.48 |
2.618 |
459.18 |
1.618 |
457.77 |
1.000 |
456.90 |
0.618 |
456.36 |
HIGH |
455.49 |
0.618 |
454.95 |
0.500 |
454.79 |
0.382 |
454.62 |
LOW |
454.08 |
0.618 |
453.21 |
1.000 |
452.67 |
1.618 |
451.80 |
2.618 |
450.39 |
4.250 |
448.09 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
454.79 |
455.13 |
PP |
454.68 |
454.92 |
S1 |
454.58 |
454.70 |
|