| 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 |
2,086.1020 |
2,015.1680 |
-70.9340 |
-3.4% |
1,946.3220 |
| High |
2,095.6180 |
2,075.4790 |
-20.1390 |
-1.0% |
2,132.1010 |
| Low |
1,986.4300 |
1,996.0630 |
9.6330 |
0.5% |
1,919.5750 |
| Close |
2,015.1610 |
2,055.1320 |
39.9710 |
2.0% |
2,087.0470 |
| Range |
109.1880 |
79.4160 |
-29.7720 |
-27.3% |
212.5260 |
| ATR |
92.8040 |
91.8477 |
-0.9563 |
-1.0% |
0.0000 |
| Volume |
2,158 |
184,665 |
182,507 |
8,457.2% |
693,755 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,280.4727 |
2,247.2183 |
2,098.8108 |
|
| R3 |
2,201.0567 |
2,167.8023 |
2,076.9714 |
|
| R2 |
2,121.6407 |
2,121.6407 |
2,069.6916 |
|
| R1 |
2,088.3863 |
2,088.3863 |
2,062.4118 |
2,105.0135 |
| PP |
2,042.2247 |
2,042.2247 |
2,042.2247 |
2,050.5383 |
| S1 |
2,008.9703 |
2,008.9703 |
2,047.8522 |
2,025.5975 |
| S2 |
1,962.8087 |
1,962.8087 |
2,040.5724 |
|
| S3 |
1,883.3927 |
1,929.5543 |
2,033.2926 |
|
| S4 |
1,803.9767 |
1,850.1383 |
2,011.4532 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,683.8190 |
2,597.9590 |
2,203.9363 |
|
| R3 |
2,471.2930 |
2,385.4330 |
2,145.4917 |
|
| R2 |
2,258.7670 |
2,258.7670 |
2,126.0101 |
|
| R1 |
2,172.9070 |
2,172.9070 |
2,106.5286 |
2,215.8370 |
| PP |
2,046.2410 |
2,046.2410 |
2,046.2410 |
2,067.7060 |
| S1 |
1,960.3810 |
1,960.3810 |
2,067.5655 |
2,003.3110 |
| S2 |
1,833.7150 |
1,833.7150 |
2,048.0839 |
|
| S3 |
1,621.1890 |
1,747.8550 |
2,028.6024 |
|
| S4 |
1,408.6630 |
1,535.3290 |
1,970.1577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,132.1010 |
1,932.7500 |
199.3510 |
9.7% |
100.2082 |
4.9% |
61% |
False |
False |
175,559 |
| 10 |
2,132.1010 |
1,909.8580 |
222.2430 |
10.8% |
110.0272 |
5.4% |
65% |
False |
False |
192,011 |
| 20 |
2,135.6880 |
1,779.1820 |
356.5060 |
17.3% |
95.0352 |
4.6% |
77% |
False |
False |
192,302 |
| 40 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.8% |
77.9498 |
3.8% |
87% |
False |
False |
168,275 |
| 60 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.8% |
67.9284 |
3.3% |
87% |
False |
False |
148,800 |
| 80 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.8% |
64.3177 |
3.1% |
87% |
False |
False |
150,952 |
| 100 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.8% |
61.4575 |
3.0% |
87% |
False |
False |
144,464 |
| 120 |
2,135.6880 |
1,523.0770 |
612.6110 |
29.8% |
63.1747 |
3.1% |
87% |
False |
False |
142,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,412.9970 |
|
2.618 |
2,283.3901 |
|
1.618 |
2,203.9741 |
|
1.000 |
2,154.8950 |
|
0.618 |
2,124.5581 |
|
HIGH |
2,075.4790 |
|
0.618 |
2,045.1421 |
|
0.500 |
2,035.7710 |
|
0.382 |
2,026.3999 |
|
LOW |
1,996.0630 |
|
0.618 |
1,946.9839 |
|
1.000 |
1,916.6470 |
|
1.618 |
1,867.5679 |
|
2.618 |
1,788.1519 |
|
4.250 |
1,658.5450 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.6783 |
2,059.2655 |
| PP |
2,042.2247 |
2,057.8877 |
| S1 |
2,035.7710 |
2,056.5098 |
|