| 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 |
2,074.7 |
2,103.4 |
28.7 |
1.4% |
2,039.4 |
| High |
2,103.5 |
2,110.4 |
6.9 |
0.3% |
2,068.8 |
| Low |
2,071.7 |
2,097.0 |
25.3 |
1.2% |
2,026.6 |
| Close |
2,099.6 |
2,106.4 |
6.8 |
0.3% |
2,062.5 |
| Range |
31.8 |
13.4 |
-18.4 |
-57.9% |
42.2 |
| ATR |
22.4 |
21.8 |
-0.6 |
-2.9% |
0.0 |
| Volume |
2,752 |
2,647 |
-105 |
-3.8% |
9,512 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.8 |
2,139.0 |
2,113.8 |
|
| R3 |
2,131.4 |
2,125.6 |
2,110.1 |
|
| R2 |
2,118.0 |
2,118.0 |
2,108.9 |
|
| R1 |
2,112.2 |
2,112.2 |
2,107.6 |
2,115.1 |
| PP |
2,104.6 |
2,104.6 |
2,104.6 |
2,106.1 |
| S1 |
2,098.8 |
2,098.8 |
2,105.2 |
2,101.7 |
| S2 |
2,091.2 |
2,091.2 |
2,103.9 |
|
| S3 |
2,077.8 |
2,085.4 |
2,102.7 |
|
| S4 |
2,064.4 |
2,072.0 |
2,099.0 |
|
|
| 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 |
2,110.4 |
2,049.0 |
61.4 |
2.9% |
18.1 |
0.9% |
93% |
True |
False |
2,631 |
| 10 |
2,110.4 |
2,019.6 |
90.8 |
4.3% |
20.1 |
1.0% |
96% |
True |
False |
2,223 |
| 20 |
2,110.4 |
1,994.8 |
115.6 |
5.5% |
21.0 |
1.0% |
97% |
True |
False |
2,846 |
| 40 |
2,110.4 |
1,879.5 |
230.9 |
11.0% |
22.3 |
1.1% |
98% |
True |
False |
2,293 |
| 60 |
2,110.4 |
1,879.5 |
230.9 |
11.0% |
19.8 |
0.9% |
98% |
True |
False |
1,783 |
| 80 |
2,110.4 |
1,879.5 |
230.9 |
11.0% |
18.5 |
0.9% |
98% |
True |
False |
1,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,167.4 |
|
2.618 |
2,145.5 |
|
1.618 |
2,132.1 |
|
1.000 |
2,123.8 |
|
0.618 |
2,118.7 |
|
HIGH |
2,110.4 |
|
0.618 |
2,105.3 |
|
0.500 |
2,103.7 |
|
0.382 |
2,102.1 |
|
LOW |
2,097.0 |
|
0.618 |
2,088.7 |
|
1.000 |
2,083.6 |
|
1.618 |
2,075.3 |
|
2.618 |
2,061.9 |
|
4.250 |
2,040.1 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.5 |
2,099.8 |
| PP |
2,104.6 |
2,093.2 |
| S1 |
2,103.7 |
2,086.6 |
|