| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,658.3 |
2,660.6 |
2.3 |
0.1% |
2,743.0 |
| High |
2,683.4 |
2,690.5 |
7.1 |
0.3% |
2,748.0 |
| Low |
2,652.2 |
2,644.1 |
-8.1 |
-0.3% |
2,629.7 |
| Close |
2,664.8 |
2,681.0 |
16.2 |
0.6% |
2,681.0 |
| Range |
31.2 |
46.4 |
15.2 |
48.7% |
118.3 |
| ATR |
43.0 |
43.2 |
0.2 |
0.6% |
0.0 |
| Volume |
169,463 |
180,756 |
11,293 |
6.7% |
649,918 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.1 |
2,792.4 |
2,706.5 |
|
| R3 |
2,764.7 |
2,746.0 |
2,693.8 |
|
| R2 |
2,718.3 |
2,718.3 |
2,689.5 |
|
| R1 |
2,699.6 |
2,699.6 |
2,685.3 |
2,709.0 |
| PP |
2,671.9 |
2,671.9 |
2,671.9 |
2,676.5 |
| S1 |
2,653.2 |
2,653.2 |
2,676.7 |
2,662.6 |
| S2 |
2,625.5 |
2,625.5 |
2,672.5 |
|
| S3 |
2,579.1 |
2,606.8 |
2,668.2 |
|
| S4 |
2,532.7 |
2,560.4 |
2,655.5 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,041.1 |
2,979.4 |
2,746.1 |
|
| R3 |
2,922.8 |
2,861.1 |
2,713.5 |
|
| R2 |
2,804.5 |
2,804.5 |
2,702.7 |
|
| R1 |
2,742.8 |
2,742.8 |
2,691.8 |
2,714.5 |
| PP |
2,686.2 |
2,686.2 |
2,686.2 |
2,672.1 |
| S1 |
2,624.5 |
2,624.5 |
2,670.2 |
2,596.2 |
| S2 |
2,567.9 |
2,567.9 |
2,659.3 |
|
| S3 |
2,449.6 |
2,506.2 |
2,648.5 |
|
| S4 |
2,331.3 |
2,387.9 |
2,615.9 |
|
|
| 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% |
54.3 |
2.0% |
43% |
False |
False |
144,891 |
| 10 |
2,748.0 |
2,583.7 |
164.3 |
6.1% |
43.4 |
1.6% |
59% |
False |
False |
97,153 |
| 20 |
2,797.0 |
2,565.0 |
232.0 |
8.7% |
45.3 |
1.7% |
50% |
False |
False |
73,590 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.7% |
38.2 |
1.4% |
44% |
False |
False |
42,619 |
| 60 |
2,826.3 |
2,536.1 |
290.2 |
10.8% |
36.1 |
1.3% |
50% |
False |
False |
30,030 |
| 80 |
2,826.3 |
2,442.3 |
384.0 |
14.3% |
35.2 |
1.3% |
62% |
False |
False |
23,129 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.1% |
36.0 |
1.3% |
64% |
False |
False |
18,945 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.9% |
34.7 |
1.3% |
68% |
False |
False |
15,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,887.7 |
|
2.618 |
2,812.0 |
|
1.618 |
2,765.6 |
|
1.000 |
2,736.9 |
|
0.618 |
2,719.2 |
|
HIGH |
2,690.5 |
|
0.618 |
2,672.8 |
|
0.500 |
2,667.3 |
|
0.382 |
2,661.8 |
|
LOW |
2,644.1 |
|
0.618 |
2,615.4 |
|
1.000 |
2,597.7 |
|
1.618 |
2,569.0 |
|
2.618 |
2,522.6 |
|
4.250 |
2,446.9 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,676.4 |
2,674.0 |
| PP |
2,671.9 |
2,667.1 |
| S1 |
2,667.3 |
2,660.1 |
|