| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,041.7 |
2,046.1 |
4.4 |
0.2% |
1,980.9 |
| High |
2,052.1 |
2,047.1 |
-5.0 |
-0.2% |
2,009.8 |
| Low |
2,036.0 |
2,033.1 |
-2.9 |
-0.1% |
1,967.2 |
| Close |
2,047.1 |
2,038.1 |
-9.0 |
-0.4% |
2,003.0 |
| Range |
16.1 |
14.0 |
-2.1 |
-13.0% |
42.6 |
| ATR |
23.2 |
22.5 |
-0.7 |
-2.8% |
0.0 |
| Volume |
15,290 |
2,506 |
-12,784 |
-83.6% |
822,161 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.4 |
2,073.8 |
2,045.8 |
|
| R3 |
2,067.4 |
2,059.8 |
2,042.0 |
|
| R2 |
2,053.4 |
2,053.4 |
2,040.7 |
|
| R1 |
2,045.8 |
2,045.8 |
2,039.4 |
2,042.6 |
| PP |
2,039.4 |
2,039.4 |
2,039.4 |
2,037.9 |
| S1 |
2,031.8 |
2,031.8 |
2,036.8 |
2,028.6 |
| S2 |
2,025.4 |
2,025.4 |
2,035.5 |
|
| S3 |
2,011.4 |
2,017.8 |
2,034.3 |
|
| S4 |
1,997.4 |
2,003.8 |
2,030.4 |
|
|
| 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 |
1,990.9 |
61.2 |
3.0% |
18.8 |
0.9% |
77% |
False |
False |
131,718 |
| 10 |
2,052.1 |
1,959.0 |
93.1 |
4.6% |
21.1 |
1.0% |
85% |
False |
False |
158,580 |
| 20 |
2,052.1 |
1,935.6 |
116.5 |
5.7% |
21.8 |
1.1% |
88% |
False |
False |
173,615 |
| 40 |
2,052.1 |
1,823.5 |
228.6 |
11.2% |
24.0 |
1.2% |
94% |
False |
False |
192,866 |
| 60 |
2,052.1 |
1,823.5 |
228.6 |
11.2% |
21.7 |
1.1% |
94% |
False |
False |
189,794 |
| 80 |
2,052.1 |
1,823.5 |
228.6 |
11.2% |
20.4 |
1.0% |
94% |
False |
False |
178,913 |
| 100 |
2,052.1 |
1,823.5 |
228.6 |
11.2% |
20.3 |
1.0% |
94% |
False |
False |
162,964 |
| 120 |
2,052.1 |
1,823.5 |
228.6 |
11.2% |
20.5 |
1.0% |
94% |
False |
False |
137,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.6 |
|
2.618 |
2,083.8 |
|
1.618 |
2,069.8 |
|
1.000 |
2,061.1 |
|
0.618 |
2,055.8 |
|
HIGH |
2,047.1 |
|
0.618 |
2,041.8 |
|
0.500 |
2,040.1 |
|
0.382 |
2,038.4 |
|
LOW |
2,033.1 |
|
0.618 |
2,024.4 |
|
1.000 |
2,019.1 |
|
1.618 |
2,010.4 |
|
2.618 |
1,996.4 |
|
4.250 |
1,973.6 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.1 |
2,036.0 |
| PP |
2,039.4 |
2,033.9 |
| S1 |
2,038.8 |
2,031.8 |
|