| 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 |
16,008.00 |
16,005.25 |
-2.75 |
0.0% |
15,895.00 |
| High |
16,089.25 |
16,071.50 |
-17.75 |
-0.1% |
16,173.50 |
| Low |
15,938.75 |
15,945.25 |
6.50 |
0.0% |
15,837.25 |
| Close |
16,008.75 |
16,048.00 |
39.25 |
0.2% |
16,021.00 |
| Range |
150.50 |
126.25 |
-24.25 |
-16.1% |
336.25 |
| ATR |
222.83 |
215.93 |
-6.90 |
-3.1% |
0.00 |
| Volume |
502,555 |
598,224 |
95,669 |
19.0% |
2,056,101 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,400.25 |
16,350.50 |
16,117.50 |
|
| R3 |
16,274.00 |
16,224.25 |
16,082.75 |
|
| R2 |
16,147.75 |
16,147.75 |
16,071.25 |
|
| R1 |
16,098.00 |
16,098.00 |
16,059.50 |
16,123.00 |
| PP |
16,021.50 |
16,021.50 |
16,021.50 |
16,034.00 |
| S1 |
15,971.75 |
15,971.75 |
16,036.50 |
15,996.50 |
| S2 |
15,895.25 |
15,895.25 |
16,024.75 |
|
| S3 |
15,769.00 |
15,845.50 |
16,013.25 |
|
| S4 |
15,642.75 |
15,719.25 |
15,978.50 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,019.25 |
16,856.50 |
16,206.00 |
|
| R3 |
16,683.00 |
16,520.25 |
16,113.50 |
|
| R2 |
16,346.75 |
16,346.75 |
16,082.75 |
|
| R1 |
16,184.00 |
16,184.00 |
16,051.75 |
16,265.50 |
| PP |
16,010.50 |
16,010.50 |
16,010.50 |
16,051.25 |
| S1 |
15,847.75 |
15,847.75 |
15,990.25 |
15,929.00 |
| S2 |
15,674.25 |
15,674.25 |
15,959.25 |
|
| S3 |
15,338.00 |
15,511.50 |
15,928.50 |
|
| S4 |
15,001.75 |
15,175.25 |
15,836.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,173.50 |
15,912.00 |
261.50 |
1.6% |
164.50 |
1.0% |
52% |
False |
False |
519,477 |
| 10 |
16,173.50 |
15,552.00 |
621.50 |
3.9% |
191.00 |
1.2% |
80% |
False |
False |
569,493 |
| 20 |
16,173.50 |
14,311.25 |
1,862.25 |
11.6% |
213.00 |
1.3% |
93% |
False |
False |
599,388 |
| 40 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
248.50 |
1.5% |
94% |
False |
False |
684,577 |
| 60 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
241.50 |
1.5% |
94% |
False |
False |
635,796 |
| 80 |
16,173.50 |
14,140.25 |
2,033.25 |
12.7% |
247.50 |
1.5% |
94% |
False |
False |
477,480 |
| 100 |
16,264.25 |
14,140.25 |
2,124.00 |
13.2% |
245.00 |
1.5% |
90% |
False |
False |
382,338 |
| 120 |
16,264.25 |
14,140.25 |
2,124.00 |
13.2% |
243.00 |
1.5% |
90% |
False |
False |
318,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,608.00 |
|
2.618 |
16,402.00 |
|
1.618 |
16,275.75 |
|
1.000 |
16,197.75 |
|
0.618 |
16,149.50 |
|
HIGH |
16,071.50 |
|
0.618 |
16,023.25 |
|
0.500 |
16,008.50 |
|
0.382 |
15,993.50 |
|
LOW |
15,945.25 |
|
0.618 |
15,867.25 |
|
1.000 |
15,819.00 |
|
1.618 |
15,741.00 |
|
2.618 |
15,614.75 |
|
4.250 |
15,408.75 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,034.75 |
16,036.75 |
| PP |
16,021.50 |
16,025.25 |
| S1 |
16,008.50 |
16,014.00 |
|