| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,014.3 |
2,041.7 |
27.4 |
1.4% |
1,980.9 |
| High |
2,044.1 |
2,052.1 |
8.0 |
0.4% |
2,009.8 |
| Low |
2,011.5 |
2,036.0 |
24.5 |
1.2% |
1,967.2 |
| Close |
2,040.0 |
2,047.1 |
7.1 |
0.3% |
2,003.0 |
| Range |
32.6 |
16.1 |
-16.5 |
-50.6% |
42.6 |
| ATR |
23.7 |
23.2 |
-0.5 |
-2.3% |
0.0 |
| Volume |
174,665 |
15,290 |
-159,375 |
-91.2% |
822,161 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.4 |
2,086.3 |
2,056.0 |
|
| R3 |
2,077.3 |
2,070.2 |
2,051.5 |
|
| R2 |
2,061.2 |
2,061.2 |
2,050.1 |
|
| R1 |
2,054.1 |
2,054.1 |
2,048.6 |
2,057.7 |
| PP |
2,045.1 |
2,045.1 |
2,045.1 |
2,046.8 |
| S1 |
2,038.0 |
2,038.0 |
2,045.6 |
2,041.6 |
| S2 |
2,029.0 |
2,029.0 |
2,044.1 |
|
| S3 |
2,012.9 |
2,021.9 |
2,042.7 |
|
| S4 |
1,996.8 |
2,005.8 |
2,038.2 |
|
|
| 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 |
2,052.1 |
1,988.6 |
63.5 |
3.1% |
19.9 |
1.0% |
92% |
True |
False |
171,091 |
| 10 |
2,052.1 |
1,958.8 |
93.3 |
4.6% |
21.8 |
1.1% |
95% |
True |
False |
172,622 |
| 20 |
2,052.1 |
1,935.6 |
116.5 |
5.7% |
22.5 |
1.1% |
96% |
True |
False |
183,371 |
| 40 |
2,052.1 |
1,823.5 |
228.6 |
11.2% |
24.0 |
1.2% |
98% |
True |
False |
197,680 |
| 60 |
2,052.1 |
1,823.5 |
228.6 |
11.2% |
21.7 |
1.1% |
98% |
True |
False |
192,231 |
| 80 |
2,052.1 |
1,823.5 |
228.6 |
11.2% |
20.4 |
1.0% |
98% |
True |
False |
180,661 |
| 100 |
2,052.1 |
1,823.5 |
228.6 |
11.2% |
20.3 |
1.0% |
98% |
True |
False |
163,348 |
| 120 |
2,052.1 |
1,823.5 |
228.6 |
11.2% |
20.5 |
1.0% |
98% |
True |
False |
137,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,120.5 |
|
2.618 |
2,094.2 |
|
1.618 |
2,078.1 |
|
1.000 |
2,068.2 |
|
0.618 |
2,062.0 |
|
HIGH |
2,052.1 |
|
0.618 |
2,045.9 |
|
0.500 |
2,044.1 |
|
0.382 |
2,042.2 |
|
LOW |
2,036.0 |
|
0.618 |
2,026.1 |
|
1.000 |
2,019.9 |
|
1.618 |
2,010.0 |
|
2.618 |
1,993.9 |
|
4.250 |
1,967.6 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.1 |
2,040.3 |
| PP |
2,045.1 |
2,033.5 |
| S1 |
2,044.1 |
2,026.8 |
|