| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2,062.8 |
2,074.7 |
11.9 |
0.6% |
2,039.4 |
| High |
2,078.1 |
2,103.5 |
25.4 |
1.2% |
2,068.8 |
| Low |
2,062.8 |
2,071.7 |
8.9 |
0.4% |
2,026.6 |
| Close |
2,072.2 |
2,099.6 |
27.4 |
1.3% |
2,062.5 |
| Range |
15.3 |
31.8 |
16.5 |
107.8% |
42.2 |
| ATR |
21.7 |
22.4 |
0.7 |
3.3% |
0.0 |
| Volume |
2,058 |
2,752 |
694 |
33.7% |
9,512 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,187.0 |
2,175.1 |
2,117.1 |
|
| R3 |
2,155.2 |
2,143.3 |
2,108.3 |
|
| R2 |
2,123.4 |
2,123.4 |
2,105.4 |
|
| R1 |
2,111.5 |
2,111.5 |
2,102.5 |
2,117.5 |
| PP |
2,091.6 |
2,091.6 |
2,091.6 |
2,094.6 |
| S1 |
2,079.7 |
2,079.7 |
2,096.7 |
2,085.7 |
| S2 |
2,059.8 |
2,059.8 |
2,093.8 |
|
| S3 |
2,028.0 |
2,047.9 |
2,090.9 |
|
| S4 |
1,996.2 |
2,016.1 |
2,082.1 |
|
|
| 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 |
2,103.5 |
2,041.1 |
62.4 |
3.0% |
21.0 |
1.0% |
94% |
True |
False |
2,592 |
| 10 |
2,103.5 |
1,999.0 |
104.5 |
5.0% |
22.2 |
1.1% |
96% |
True |
False |
2,133 |
| 20 |
2,103.5 |
1,994.8 |
108.7 |
5.2% |
21.7 |
1.0% |
96% |
True |
False |
2,830 |
| 40 |
2,103.5 |
1,879.5 |
224.0 |
10.7% |
22.3 |
1.1% |
98% |
True |
False |
2,257 |
| 60 |
2,103.5 |
1,879.5 |
224.0 |
10.7% |
19.9 |
0.9% |
98% |
True |
False |
1,747 |
| 80 |
2,103.5 |
1,879.5 |
224.0 |
10.7% |
18.5 |
0.9% |
98% |
True |
False |
1,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.7 |
|
2.618 |
2,186.8 |
|
1.618 |
2,155.0 |
|
1.000 |
2,135.3 |
|
0.618 |
2,123.2 |
|
HIGH |
2,103.5 |
|
0.618 |
2,091.4 |
|
0.500 |
2,087.6 |
|
0.382 |
2,083.8 |
|
LOW |
2,071.7 |
|
0.618 |
2,052.0 |
|
1.000 |
2,039.9 |
|
1.618 |
2,020.2 |
|
2.618 |
1,988.4 |
|
4.250 |
1,936.6 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.6 |
2,092.1 |
| PP |
2,091.6 |
2,084.6 |
| S1 |
2,087.6 |
2,077.1 |
|