| 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 |
2,059.0 |
2,051.9 |
-7.1 |
-0.3% |
2,039.4 |
| High |
2,066.2 |
2,063.5 |
-2.7 |
-0.1% |
2,068.8 |
| Low |
2,049.0 |
2,050.6 |
1.6 |
0.1% |
2,026.6 |
| Close |
2,052.1 |
2,062.5 |
10.4 |
0.5% |
2,062.5 |
| Range |
17.2 |
12.9 |
-4.3 |
-25.0% |
42.2 |
| ATR |
22.9 |
22.1 |
-0.7 |
-3.1% |
0.0 |
| Volume |
3,532 |
2,166 |
-1,366 |
-38.7% |
9,512 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.6 |
2,092.9 |
2,069.6 |
|
| R3 |
2,084.7 |
2,080.0 |
2,066.0 |
|
| R2 |
2,071.8 |
2,071.8 |
2,064.9 |
|
| R1 |
2,067.1 |
2,067.1 |
2,063.7 |
2,069.5 |
| PP |
2,058.9 |
2,058.9 |
2,058.9 |
2,060.0 |
| S1 |
2,054.2 |
2,054.2 |
2,061.3 |
2,056.6 |
| S2 |
2,046.0 |
2,046.0 |
2,060.1 |
|
| S3 |
2,033.1 |
2,041.3 |
2,059.0 |
|
| S4 |
2,020.2 |
2,028.4 |
2,055.4 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.2 |
2,163.1 |
2,085.7 |
|
| R3 |
2,137.0 |
2,120.9 |
2,074.1 |
|
| R2 |
2,094.8 |
2,094.8 |
2,070.2 |
|
| R1 |
2,078.7 |
2,078.7 |
2,066.4 |
2,086.8 |
| PP |
2,052.6 |
2,052.6 |
2,052.6 |
2,056.7 |
| S1 |
2,036.5 |
2,036.5 |
2,058.6 |
2,044.6 |
| S2 |
2,010.4 |
2,010.4 |
2,054.8 |
|
| S3 |
1,968.2 |
1,994.3 |
2,050.9 |
|
| S4 |
1,926.0 |
1,952.1 |
2,039.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.8 |
2,026.6 |
42.2 |
2.0% |
18.4 |
0.9% |
85% |
False |
False |
2,203 |
| 10 |
2,068.8 |
1,994.8 |
74.0 |
3.6% |
22.0 |
1.1% |
91% |
False |
False |
2,449 |
| 20 |
2,078.9 |
1,994.8 |
84.1 |
4.1% |
21.8 |
1.1% |
80% |
False |
False |
2,785 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
22.5 |
1.1% |
92% |
False |
False |
2,189 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
19.6 |
0.9% |
92% |
False |
False |
1,675 |
| 80 |
2,078.9 |
1,879.5 |
199.4 |
9.7% |
18.2 |
0.9% |
92% |
False |
False |
1,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,118.3 |
|
2.618 |
2,097.3 |
|
1.618 |
2,084.4 |
|
1.000 |
2,076.4 |
|
0.618 |
2,071.5 |
|
HIGH |
2,063.5 |
|
0.618 |
2,058.6 |
|
0.500 |
2,057.1 |
|
0.382 |
2,055.5 |
|
LOW |
2,050.6 |
|
0.618 |
2,042.6 |
|
1.000 |
2,037.7 |
|
1.618 |
2,029.7 |
|
2.618 |
2,016.8 |
|
4.250 |
1,995.8 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.7 |
2,060.0 |
| PP |
2,058.9 |
2,057.5 |
| S1 |
2,057.1 |
2,055.0 |
|