| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,650.9 |
2,658.3 |
7.4 |
0.3% |
2,595.0 |
| High |
2,667.3 |
2,683.4 |
16.1 |
0.6% |
2,743.3 |
| Low |
2,629.7 |
2,652.2 |
22.5 |
0.9% |
2,592.0 |
| Close |
2,646.3 |
2,664.8 |
18.5 |
0.7% |
2,737.2 |
| Range |
37.6 |
31.2 |
-6.4 |
-17.0% |
151.3 |
| ATR |
43.4 |
43.0 |
-0.5 |
-1.0% |
0.0 |
| Volume |
148,308 |
169,463 |
21,155 |
14.3% |
286,216 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,760.4 |
2,743.8 |
2,682.0 |
|
| R3 |
2,729.2 |
2,712.6 |
2,673.4 |
|
| R2 |
2,698.0 |
2,698.0 |
2,670.5 |
|
| R1 |
2,681.4 |
2,681.4 |
2,667.7 |
2,689.7 |
| PP |
2,666.8 |
2,666.8 |
2,666.8 |
2,671.0 |
| S1 |
2,650.2 |
2,650.2 |
2,661.9 |
2,658.5 |
| S2 |
2,635.6 |
2,635.6 |
2,659.1 |
|
| S3 |
2,604.4 |
2,619.0 |
2,656.2 |
|
| S4 |
2,573.2 |
2,587.8 |
2,647.6 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.7 |
3,092.3 |
2,820.4 |
|
| R3 |
2,993.4 |
2,941.0 |
2,778.8 |
|
| R2 |
2,842.1 |
2,842.1 |
2,764.9 |
|
| R1 |
2,789.7 |
2,789.7 |
2,751.1 |
2,815.9 |
| PP |
2,690.8 |
2,690.8 |
2,690.8 |
2,704.0 |
| S1 |
2,638.4 |
2,638.4 |
2,723.3 |
2,664.6 |
| S2 |
2,539.5 |
2,539.5 |
2,709.5 |
|
| S3 |
2,388.2 |
2,487.1 |
2,695.6 |
|
| S4 |
2,236.9 |
2,335.8 |
2,654.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,748.0 |
2,629.7 |
118.3 |
4.4% |
50.0 |
1.9% |
30% |
False |
False |
122,153 |
| 10 |
2,748.0 |
2,565.0 |
183.0 |
6.9% |
43.2 |
1.6% |
55% |
False |
False |
82,930 |
| 20 |
2,826.0 |
2,565.0 |
261.0 |
9.8% |
45.9 |
1.7% |
38% |
False |
False |
65,658 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
37.7 |
1.4% |
38% |
False |
False |
38,199 |
| 60 |
2,826.3 |
2,536.1 |
290.2 |
10.9% |
35.8 |
1.3% |
44% |
False |
False |
27,055 |
| 80 |
2,826.3 |
2,440.2 |
386.1 |
14.5% |
35.0 |
1.3% |
58% |
False |
False |
20,901 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.2% |
35.8 |
1.3% |
60% |
False |
False |
17,161 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.0% |
34.5 |
1.3% |
64% |
False |
False |
14,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.0 |
|
2.618 |
2,765.1 |
|
1.618 |
2,733.9 |
|
1.000 |
2,714.6 |
|
0.618 |
2,702.7 |
|
HIGH |
2,683.4 |
|
0.618 |
2,671.5 |
|
0.500 |
2,667.8 |
|
0.382 |
2,664.1 |
|
LOW |
2,652.2 |
|
0.618 |
2,632.9 |
|
1.000 |
2,621.0 |
|
1.618 |
2,601.7 |
|
2.618 |
2,570.5 |
|
4.250 |
2,519.6 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,667.8 |
2,688.9 |
| PP |
2,666.8 |
2,680.8 |
| S1 |
2,665.8 |
2,672.8 |
|