| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
4,408.0 |
4,408.0 |
0.0 |
0.0% |
4,380.0 |
| High |
4,418.0 |
4,412.0 |
-6.0 |
-0.1% |
4,418.0 |
| Low |
4,395.0 |
4,396.0 |
1.0 |
0.0% |
4,372.0 |
| Close |
4,416.0 |
4,398.0 |
-18.0 |
-0.4% |
4,416.0 |
| Range |
23.0 |
16.0 |
-7.0 |
-30.4% |
46.0 |
| ATR |
40.1 |
38.7 |
-1.4 |
-3.6% |
0.0 |
| Volume |
9,025 |
6,200 |
-2,825 |
-31.3% |
13,966 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,450.0 |
4,440.0 |
4,406.8 |
|
| R3 |
4,434.0 |
4,424.0 |
4,402.4 |
|
| R2 |
4,418.0 |
4,418.0 |
4,400.9 |
|
| R1 |
4,408.0 |
4,408.0 |
4,399.5 |
4,405.0 |
| PP |
4,402.0 |
4,402.0 |
4,402.0 |
4,400.5 |
| S1 |
4,392.0 |
4,392.0 |
4,396.5 |
4,389.0 |
| S2 |
4,386.0 |
4,386.0 |
4,395.1 |
|
| S3 |
4,370.0 |
4,376.0 |
4,393.6 |
|
| S4 |
4,354.0 |
4,360.0 |
4,389.2 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,540.0 |
4,524.0 |
4,441.3 |
|
| R3 |
4,494.0 |
4,478.0 |
4,428.7 |
|
| R2 |
4,448.0 |
4,448.0 |
4,424.4 |
|
| R1 |
4,432.0 |
4,432.0 |
4,420.2 |
4,440.0 |
| PP |
4,402.0 |
4,402.0 |
4,402.0 |
4,406.0 |
| S1 |
4,386.0 |
4,386.0 |
4,411.8 |
4,394.0 |
| S2 |
4,356.0 |
4,356.0 |
4,407.6 |
|
| S3 |
4,310.0 |
4,340.0 |
4,403.4 |
|
| S4 |
4,264.0 |
4,294.0 |
4,390.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,418.0 |
4,372.0 |
46.0 |
1.0% |
20.4 |
0.5% |
57% |
False |
False |
4,033 |
| 10 |
4,418.0 |
4,251.0 |
167.0 |
3.8% |
26.7 |
0.6% |
88% |
False |
False |
2,695 |
| 20 |
4,418.0 |
4,068.0 |
350.0 |
8.0% |
33.5 |
0.8% |
94% |
False |
False |
1,683 |
| 40 |
4,418.0 |
4,034.0 |
384.0 |
8.7% |
39.7 |
0.9% |
95% |
False |
False |
1,891 |
| 60 |
4,418.0 |
4,034.0 |
384.0 |
8.7% |
35.1 |
0.8% |
95% |
False |
False |
1,515 |
| 80 |
4,461.0 |
4,034.0 |
427.0 |
9.7% |
27.5 |
0.6% |
85% |
False |
False |
1,136 |
| 100 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
22.0 |
0.5% |
70% |
False |
False |
909 |
| 120 |
4,557.0 |
4,034.0 |
523.0 |
11.9% |
18.4 |
0.4% |
70% |
False |
False |
807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,480.0 |
|
2.618 |
4,453.9 |
|
1.618 |
4,437.9 |
|
1.000 |
4,428.0 |
|
0.618 |
4,421.9 |
|
HIGH |
4,412.0 |
|
0.618 |
4,405.9 |
|
0.500 |
4,404.0 |
|
0.382 |
4,402.1 |
|
LOW |
4,396.0 |
|
0.618 |
4,386.1 |
|
1.000 |
4,380.0 |
|
1.618 |
4,370.1 |
|
2.618 |
4,354.1 |
|
4.250 |
4,328.0 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,404.0 |
4,397.2 |
| PP |
4,402.0 |
4,396.3 |
| S1 |
4,400.0 |
4,395.5 |
|