| 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 |
2,051.9 |
2,062.8 |
10.9 |
0.5% |
2,039.4 |
| High |
2,063.5 |
2,078.1 |
14.6 |
0.7% |
2,068.8 |
| Low |
2,050.6 |
2,062.8 |
12.2 |
0.6% |
2,026.6 |
| Close |
2,062.5 |
2,072.2 |
9.7 |
0.5% |
2,062.5 |
| Range |
12.9 |
15.3 |
2.4 |
18.6% |
42.2 |
| ATR |
22.1 |
21.7 |
-0.5 |
-2.1% |
0.0 |
| Volume |
2,166 |
2,058 |
-108 |
-5.0% |
9,512 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.9 |
2,109.9 |
2,080.6 |
|
| R3 |
2,101.6 |
2,094.6 |
2,076.4 |
|
| R2 |
2,086.3 |
2,086.3 |
2,075.0 |
|
| R1 |
2,079.3 |
2,079.3 |
2,073.6 |
2,082.8 |
| PP |
2,071.0 |
2,071.0 |
2,071.0 |
2,072.8 |
| S1 |
2,064.0 |
2,064.0 |
2,070.8 |
2,067.5 |
| S2 |
2,055.7 |
2,055.7 |
2,069.4 |
|
| S3 |
2,040.4 |
2,048.7 |
2,068.0 |
|
| S4 |
2,025.1 |
2,033.4 |
2,063.8 |
|
|
| 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 |
2,078.1 |
2,026.6 |
51.5 |
2.5% |
18.6 |
0.9% |
89% |
True |
False |
2,314 |
| 10 |
2,078.1 |
1,994.8 |
83.3 |
4.0% |
20.7 |
1.0% |
93% |
True |
False |
2,198 |
| 20 |
2,078.1 |
1,994.8 |
83.3 |
4.0% |
20.9 |
1.0% |
93% |
True |
False |
2,773 |
| 40 |
2,078.9 |
1,879.5 |
199.4 |
9.6% |
22.1 |
1.1% |
97% |
False |
False |
2,215 |
| 60 |
2,078.9 |
1,879.5 |
199.4 |
9.6% |
19.7 |
0.9% |
97% |
False |
False |
1,705 |
| 80 |
2,078.9 |
1,879.5 |
199.4 |
9.6% |
18.3 |
0.9% |
97% |
False |
False |
1,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,143.1 |
|
2.618 |
2,118.2 |
|
1.618 |
2,102.9 |
|
1.000 |
2,093.4 |
|
0.618 |
2,087.6 |
|
HIGH |
2,078.1 |
|
0.618 |
2,072.3 |
|
0.500 |
2,070.5 |
|
0.382 |
2,068.6 |
|
LOW |
2,062.8 |
|
0.618 |
2,053.3 |
|
1.000 |
2,047.5 |
|
1.618 |
2,038.0 |
|
2.618 |
2,022.7 |
|
4.250 |
1,997.8 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,071.6 |
2,069.3 |
| PP |
2,071.0 |
2,066.4 |
| S1 |
2,070.5 |
2,063.6 |
|