| 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 |
2,054.7 |
2,082.0 |
27.3 |
1.3% |
2,019.3 |
| High |
2,083.5 |
2,091.4 |
7.9 |
0.4% |
2,049.1 |
| Low |
2,051.1 |
2,075.8 |
24.7 |
1.2% |
2,006.7 |
| Close |
2,079.6 |
2,086.6 |
7.0 |
0.3% |
2,042.8 |
| Range |
32.4 |
15.6 |
-16.8 |
-51.9% |
42.4 |
| ATR |
22.5 |
22.0 |
-0.5 |
-2.2% |
0.0 |
| Volume |
6,161 |
6,223 |
62 |
1.0% |
20,820 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.4 |
2,124.6 |
2,095.2 |
|
| R3 |
2,115.8 |
2,109.0 |
2,090.9 |
|
| R2 |
2,100.2 |
2,100.2 |
2,089.5 |
|
| R1 |
2,093.4 |
2,093.4 |
2,088.0 |
2,096.8 |
| PP |
2,084.6 |
2,084.6 |
2,084.6 |
2,086.3 |
| S1 |
2,077.8 |
2,077.8 |
2,085.2 |
2,081.2 |
| S2 |
2,069.0 |
2,069.0 |
2,083.7 |
|
| S3 |
2,053.4 |
2,062.2 |
2,082.3 |
|
| S4 |
2,037.8 |
2,046.6 |
2,078.0 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.1 |
2,143.8 |
2,066.1 |
|
| R3 |
2,117.7 |
2,101.4 |
2,054.5 |
|
| R2 |
2,075.3 |
2,075.3 |
2,050.6 |
|
| R1 |
2,059.0 |
2,059.0 |
2,046.7 |
2,067.2 |
| PP |
2,032.9 |
2,032.9 |
2,032.9 |
2,036.9 |
| S1 |
2,016.6 |
2,016.6 |
2,038.9 |
2,024.8 |
| S2 |
1,990.5 |
1,990.5 |
2,035.0 |
|
| S3 |
1,948.1 |
1,974.2 |
2,031.1 |
|
| S4 |
1,905.7 |
1,931.8 |
2,019.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,091.4 |
2,028.5 |
62.9 |
3.0% |
19.3 |
0.9% |
92% |
True |
False |
5,387 |
| 10 |
2,091.4 |
1,999.6 |
91.8 |
4.4% |
20.8 |
1.0% |
95% |
True |
False |
4,725 |
| 20 |
2,091.4 |
1,975.1 |
116.3 |
5.6% |
21.1 |
1.0% |
96% |
True |
False |
4,165 |
| 40 |
2,091.4 |
1,861.7 |
229.7 |
11.0% |
22.3 |
1.1% |
98% |
True |
False |
3,389 |
| 60 |
2,091.4 |
1,861.7 |
229.7 |
11.0% |
20.0 |
1.0% |
98% |
True |
False |
2,660 |
| 80 |
2,091.4 |
1,861.7 |
229.7 |
11.0% |
18.8 |
0.9% |
98% |
True |
False |
2,119 |
| 100 |
2,091.4 |
1,861.7 |
229.7 |
11.0% |
18.3 |
0.9% |
98% |
True |
False |
1,814 |
| 120 |
2,091.4 |
1,861.7 |
229.7 |
11.0% |
18.3 |
0.9% |
98% |
True |
False |
1,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.7 |
|
2.618 |
2,132.2 |
|
1.618 |
2,116.6 |
|
1.000 |
2,107.0 |
|
0.618 |
2,101.0 |
|
HIGH |
2,091.4 |
|
0.618 |
2,085.4 |
|
0.500 |
2,083.6 |
|
0.382 |
2,081.8 |
|
LOW |
2,075.8 |
|
0.618 |
2,066.2 |
|
1.000 |
2,060.2 |
|
1.618 |
2,050.6 |
|
2.618 |
2,035.0 |
|
4.250 |
2,009.5 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.6 |
2,079.9 |
| PP |
2,084.6 |
2,073.1 |
| S1 |
2,083.6 |
2,066.4 |
|