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 |
220.98 |
220.50 |
-0.48 |
-0.2% |
208.97 |
High |
222.38 |
221.98 |
-0.41 |
-0.2% |
222.38 |
Low |
220.59 |
218.93 |
-1.67 |
-0.8% |
207.63 |
Close |
221.41 |
220.00 |
-1.41 |
-0.6% |
221.41 |
Range |
1.79 |
3.05 |
1.26 |
70.4% |
14.75 |
ATR |
4.85 |
4.72 |
-0.13 |
-2.6% |
0.00 |
Volume |
1,276,400 |
2,048,800 |
772,400 |
60.5% |
19,369,438 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
229.45 |
227.78 |
221.68 |
|
R3 |
226.40 |
224.73 |
220.84 |
|
R2 |
223.35 |
223.35 |
220.56 |
|
R1 |
221.68 |
221.68 |
220.28 |
220.99 |
PP |
220.30 |
220.30 |
220.30 |
219.96 |
S1 |
218.63 |
218.63 |
219.72 |
217.94 |
S2 |
217.25 |
217.25 |
219.44 |
|
S3 |
214.20 |
215.58 |
219.16 |
|
S4 |
211.15 |
212.53 |
218.32 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
261.39 |
256.15 |
229.52 |
|
R3 |
246.64 |
241.40 |
225.47 |
|
R2 |
231.89 |
231.89 |
224.11 |
|
R1 |
226.65 |
226.65 |
222.76 |
229.27 |
PP |
217.14 |
217.14 |
217.14 |
218.45 |
S1 |
211.90 |
211.90 |
220.06 |
214.52 |
S2 |
202.39 |
202.39 |
218.71 |
|
S3 |
187.64 |
197.15 |
217.35 |
|
S4 |
172.89 |
182.40 |
213.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
222.38 |
213.61 |
8.77 |
4.0% |
4.75 |
2.2% |
73% |
False |
False |
3,256,127 |
10 |
222.38 |
206.30 |
16.08 |
7.3% |
4.22 |
1.9% |
85% |
False |
False |
2,986,633 |
20 |
222.38 |
192.35 |
30.04 |
13.7% |
4.20 |
1.9% |
92% |
False |
False |
2,766,226 |
40 |
222.38 |
182.09 |
40.29 |
18.3% |
4.35 |
2.0% |
94% |
False |
False |
3,001,860 |
60 |
222.38 |
182.09 |
40.29 |
18.3% |
4.88 |
2.2% |
94% |
False |
False |
3,393,526 |
80 |
249.97 |
182.09 |
67.88 |
30.9% |
5.02 |
2.3% |
56% |
False |
False |
3,352,384 |
100 |
260.07 |
182.09 |
77.98 |
35.4% |
4.91 |
2.2% |
49% |
False |
False |
3,152,201 |
120 |
269.61 |
182.09 |
87.52 |
39.8% |
5.11 |
2.3% |
43% |
False |
False |
3,037,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
234.94 |
2.618 |
229.96 |
1.618 |
226.91 |
1.000 |
225.03 |
0.618 |
223.86 |
HIGH |
221.98 |
0.618 |
220.81 |
0.500 |
220.45 |
0.382 |
220.09 |
LOW |
218.93 |
0.618 |
217.04 |
1.000 |
215.88 |
1.618 |
213.99 |
2.618 |
210.94 |
4.250 |
205.96 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
220.45 |
220.65 |
PP |
220.30 |
220.43 |
S1 |
220.15 |
220.22 |
|