| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,000.3 |
1,991.2 |
-9.1 |
-0.5% |
1,980.9 |
| High |
2,008.3 |
2,004.5 |
-3.8 |
-0.2% |
2,009.8 |
| Low |
1,988.6 |
1,990.9 |
2.3 |
0.1% |
1,967.2 |
| Close |
1,992.8 |
2,003.0 |
10.2 |
0.5% |
2,003.0 |
| Range |
19.7 |
13.6 |
-6.1 |
-31.0% |
42.6 |
| ATR |
24.2 |
23.5 |
-0.8 |
-3.1% |
0.0 |
| Volume |
199,370 |
214,880 |
15,510 |
7.8% |
822,161 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,040.3 |
2,035.2 |
2,010.5 |
|
| R3 |
2,026.7 |
2,021.6 |
2,006.7 |
|
| R2 |
2,013.1 |
2,013.1 |
2,005.5 |
|
| R1 |
2,008.0 |
2,008.0 |
2,004.2 |
2,010.6 |
| PP |
1,999.5 |
1,999.5 |
1,999.5 |
2,000.7 |
| S1 |
1,994.4 |
1,994.4 |
2,001.8 |
1,997.0 |
| S2 |
1,985.9 |
1,985.9 |
2,000.5 |
|
| S3 |
1,972.3 |
1,980.8 |
1,999.3 |
|
| S4 |
1,958.7 |
1,967.2 |
1,995.5 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.1 |
2,104.7 |
2,026.4 |
|
| R3 |
2,078.5 |
2,062.1 |
2,014.7 |
|
| R2 |
2,035.9 |
2,035.9 |
2,010.8 |
|
| R1 |
2,019.5 |
2,019.5 |
2,006.9 |
2,027.7 |
| PP |
1,993.3 |
1,993.3 |
1,993.3 |
1,997.5 |
| S1 |
1,976.9 |
1,976.9 |
1,999.1 |
1,985.1 |
| S2 |
1,950.7 |
1,950.7 |
1,995.2 |
|
| S3 |
1,908.1 |
1,934.3 |
1,991.3 |
|
| S4 |
1,865.5 |
1,891.7 |
1,979.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,009.8 |
1,967.2 |
42.6 |
2.1% |
19.8 |
1.0% |
84% |
False |
False |
191,056 |
| 10 |
2,009.8 |
1,935.6 |
74.2 |
3.7% |
23.5 |
1.2% |
91% |
False |
False |
187,909 |
| 20 |
2,019.7 |
1,935.6 |
84.1 |
4.2% |
23.2 |
1.2% |
80% |
False |
False |
191,804 |
| 40 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
24.2 |
1.2% |
91% |
False |
False |
203,251 |
| 60 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
21.5 |
1.1% |
91% |
False |
False |
192,998 |
| 80 |
2,019.7 |
1,823.5 |
196.2 |
9.8% |
20.3 |
1.0% |
91% |
False |
False |
180,173 |
| 100 |
2,028.6 |
1,823.5 |
205.1 |
10.2% |
20.3 |
1.0% |
88% |
False |
False |
159,848 |
| 120 |
2,028.6 |
1,823.5 |
205.1 |
10.2% |
20.6 |
1.0% |
88% |
False |
False |
134,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,062.3 |
|
2.618 |
2,040.1 |
|
1.618 |
2,026.5 |
|
1.000 |
2,018.1 |
|
0.618 |
2,012.9 |
|
HIGH |
2,004.5 |
|
0.618 |
1,999.3 |
|
0.500 |
1,997.7 |
|
0.382 |
1,996.1 |
|
LOW |
1,990.9 |
|
0.618 |
1,982.5 |
|
1.000 |
1,977.3 |
|
1.618 |
1,968.9 |
|
2.618 |
1,955.3 |
|
4.250 |
1,933.1 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,001.2 |
2,000.3 |
| PP |
1,999.5 |
1,997.6 |
| S1 |
1,997.7 |
1,994.9 |
|