| 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 |
35,376.44 |
35,332.13 |
-44.31 |
-0.1% |
34,932.49 |
| High |
35,410.37 |
35,518.67 |
108.30 |
0.3% |
35,399.44 |
| Low |
35,280.57 |
35,307.73 |
27.16 |
0.1% |
34,907.98 |
| Close |
35,333.47 |
35,416.98 |
83.51 |
0.2% |
35,390.15 |
| Range |
129.80 |
210.94 |
81.14 |
62.5% |
491.46 |
| ATR |
277.13 |
272.40 |
-4.73 |
-1.7% |
0.00 |
| Volume |
258,348,230 |
263,095,184 |
4,746,954 |
1.8% |
965,096,627 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,047.28 |
35,943.07 |
35,533.00 |
|
| R3 |
35,836.34 |
35,732.13 |
35,474.99 |
|
| R2 |
35,625.40 |
35,625.40 |
35,455.65 |
|
| R1 |
35,521.19 |
35,521.19 |
35,436.32 |
35,573.30 |
| PP |
35,414.46 |
35,414.46 |
35,414.46 |
35,440.51 |
| S1 |
35,310.25 |
35,310.25 |
35,397.64 |
35,362.36 |
| S2 |
35,203.52 |
35,203.52 |
35,378.31 |
|
| S3 |
34,992.58 |
35,099.31 |
35,358.97 |
|
| S4 |
34,781.64 |
34,888.37 |
35,300.96 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,706.90 |
36,539.99 |
35,660.45 |
|
| R3 |
36,215.44 |
36,048.53 |
35,525.30 |
|
| R2 |
35,723.98 |
35,723.98 |
35,480.25 |
|
| R1 |
35,557.07 |
35,557.07 |
35,435.20 |
35,640.53 |
| PP |
35,232.52 |
35,232.52 |
35,232.52 |
35,274.25 |
| S1 |
35,065.61 |
35,065.61 |
35,345.10 |
35,149.07 |
| S2 |
34,741.06 |
34,741.06 |
35,300.05 |
|
| S3 |
34,249.60 |
34,574.15 |
35,255.00 |
|
| S4 |
33,758.14 |
34,082.69 |
35,119.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35,518.67 |
35,038.44 |
480.23 |
1.4% |
135.86 |
0.4% |
79% |
True |
False |
229,380,803 |
| 10 |
35,518.67 |
34,581.20 |
937.47 |
2.6% |
188.10 |
0.5% |
89% |
True |
False |
294,579,827 |
| 20 |
35,518.67 |
32,787.12 |
2,731.55 |
7.7% |
231.87 |
0.7% |
96% |
True |
False |
295,099,408 |
| 40 |
35,518.67 |
32,327.20 |
3,191.47 |
9.0% |
300.71 |
0.8% |
97% |
True |
False |
300,874,998 |
| 60 |
35,518.67 |
32,327.20 |
3,191.47 |
9.0% |
295.25 |
0.8% |
97% |
True |
False |
304,449,821 |
| 80 |
35,578.58 |
32,327.20 |
3,251.38 |
9.2% |
303.78 |
0.9% |
95% |
False |
False |
306,910,148 |
| 100 |
35,679.13 |
32,327.20 |
3,351.93 |
9.5% |
294.69 |
0.8% |
92% |
False |
False |
311,515,518 |
| 120 |
35,679.13 |
32,327.20 |
3,351.93 |
9.5% |
287.94 |
0.8% |
92% |
False |
False |
312,015,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,415.17 |
|
2.618 |
36,070.91 |
|
1.618 |
35,859.97 |
|
1.000 |
35,729.61 |
|
0.618 |
35,649.03 |
|
HIGH |
35,518.67 |
|
0.618 |
35,438.09 |
|
0.500 |
35,413.20 |
|
0.382 |
35,388.31 |
|
LOW |
35,307.73 |
|
0.618 |
35,177.37 |
|
1.000 |
35,096.79 |
|
1.618 |
34,966.43 |
|
2.618 |
34,755.49 |
|
4.250 |
34,411.24 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
35,415.72 |
35,411.19 |
| PP |
35,414.46 |
35,405.41 |
| S1 |
35,413.20 |
35,399.62 |
|