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 |
477.11 |
479.03 |
1.92 |
0.4% |
465.40 |
High |
480.40 |
482.00 |
1.60 |
0.3% |
482.70 |
Low |
475.20 |
475.35 |
0.15 |
0.0% |
465.40 |
Close |
479.56 |
479.17 |
-0.39 |
-0.1% |
479.56 |
Range |
5.20 |
6.65 |
1.45 |
27.9% |
17.30 |
ATR |
8.05 |
7.95 |
-0.10 |
-1.2% |
0.00 |
Volume |
1,404,700 |
3,625,900 |
2,221,200 |
158.1% |
17,477,646 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
498.79 |
495.63 |
482.83 |
|
R3 |
492.14 |
488.98 |
481.00 |
|
R2 |
485.49 |
485.49 |
480.39 |
|
R1 |
482.33 |
482.33 |
479.78 |
483.91 |
PP |
478.84 |
478.84 |
478.84 |
479.63 |
S1 |
475.68 |
475.68 |
478.56 |
477.26 |
S2 |
472.19 |
472.19 |
477.95 |
|
S3 |
465.54 |
469.03 |
477.34 |
|
S4 |
458.89 |
462.38 |
475.51 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
527.79 |
520.97 |
489.08 |
|
R3 |
510.49 |
503.67 |
484.32 |
|
R2 |
493.19 |
493.19 |
482.73 |
|
R1 |
486.37 |
486.37 |
481.15 |
489.78 |
PP |
475.89 |
475.89 |
475.89 |
477.59 |
S1 |
469.07 |
469.07 |
477.97 |
472.48 |
S2 |
458.59 |
458.59 |
476.39 |
|
S3 |
441.29 |
451.77 |
474.80 |
|
S4 |
423.99 |
434.47 |
470.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
482.70 |
471.21 |
11.49 |
2.4% |
5.92 |
1.2% |
69% |
False |
False |
2,772,309 |
10 |
482.70 |
459.65 |
23.05 |
4.8% |
6.97 |
1.5% |
85% |
False |
False |
3,035,984 |
20 |
482.70 |
434.35 |
48.35 |
10.1% |
7.82 |
1.6% |
93% |
False |
False |
3,357,243 |
40 |
482.70 |
395.62 |
87.08 |
18.2% |
8.34 |
1.7% |
96% |
False |
False |
3,707,736 |
60 |
482.70 |
344.73 |
137.97 |
28.8% |
8.97 |
1.9% |
97% |
False |
False |
5,656,226 |
80 |
482.70 |
344.73 |
137.97 |
28.8% |
9.65 |
2.0% |
97% |
False |
False |
5,640,039 |
100 |
482.70 |
344.73 |
137.97 |
28.8% |
9.44 |
2.0% |
97% |
False |
False |
5,497,334 |
120 |
482.70 |
344.73 |
137.97 |
28.8% |
9.78 |
2.0% |
97% |
False |
False |
5,402,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
510.26 |
2.618 |
499.41 |
1.618 |
492.76 |
1.000 |
488.65 |
0.618 |
486.11 |
HIGH |
482.00 |
0.618 |
479.46 |
0.500 |
478.68 |
0.382 |
477.89 |
LOW |
475.35 |
0.618 |
471.24 |
1.000 |
468.70 |
1.618 |
464.59 |
2.618 |
457.94 |
4.250 |
447.09 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
479.01 |
479.10 |
PP |
478.84 |
479.02 |
S1 |
478.68 |
478.95 |
|