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 |
3,434.2030 |
3,322.7720 |
-111.4310 |
-3.2% |
3,090.6850 |
High |
3,467.3040 |
3,648.6340 |
181.3300 |
5.2% |
3,425.1920 |
Low |
3,257.0150 |
3,306.9870 |
49.9720 |
1.5% |
3,033.6500 |
Close |
3,322.3910 |
3,635.6310 |
313.2400 |
9.4% |
3,316.3600 |
Range |
210.2890 |
341.6470 |
131.3580 |
62.5% |
391.5420 |
ATR |
179.7925 |
191.3535 |
11.5610 |
6.4% |
0.0000 |
Volume |
114,086 |
139,015 |
24,929 |
21.9% |
402,771 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.3583 |
4,437.1417 |
3,823.5369 |
|
R3 |
4,213.7113 |
4,095.4947 |
3,729.5839 |
|
R2 |
3,872.0643 |
3,872.0643 |
3,698.2663 |
|
R1 |
3,753.8477 |
3,753.8477 |
3,666.9486 |
3,812.9560 |
PP |
3,530.4173 |
3,530.4173 |
3,530.4173 |
3,559.9715 |
S1 |
3,412.2007 |
3,412.2007 |
3,604.3134 |
3,471.3090 |
S2 |
3,188.7703 |
3,188.7703 |
3,572.9957 |
|
S3 |
2,847.1233 |
3,070.5537 |
3,541.6781 |
|
S4 |
2,505.4763 |
2,728.9067 |
3,447.7252 |
|
|
Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,433.0267 |
4,266.2353 |
3,531.7081 |
|
R3 |
4,041.4847 |
3,874.6933 |
3,424.0341 |
|
R2 |
3,649.9427 |
3,649.9427 |
3,388.1427 |
|
R1 |
3,483.1513 |
3,483.1513 |
3,352.2514 |
3,566.5470 |
PP |
3,258.4007 |
3,258.4007 |
3,258.4007 |
3,300.0985 |
S1 |
3,091.6093 |
3,091.6093 |
3,280.4687 |
3,175.0050 |
S2 |
2,866.8587 |
2,866.8587 |
3,244.5773 |
|
S3 |
2,475.3167 |
2,700.0673 |
3,208.6860 |
|
S4 |
2,083.7747 |
2,308.5253 |
3,101.0119 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,648.6340 |
3,037.7330 |
610.9010 |
16.8% |
261.8850 |
7.2% |
98% |
True |
False |
102,669 |
10 |
3,648.6340 |
3,017.0350 |
631.5990 |
17.4% |
203.7391 |
5.6% |
98% |
True |
False |
73,785 |
20 |
3,648.6340 |
2,405.7640 |
1,242.8700 |
34.2% |
200.6688 |
5.5% |
99% |
True |
False |
71,154 |
40 |
3,648.6340 |
2,313.5580 |
1,335.0760 |
36.7% |
155.7395 |
4.3% |
99% |
True |
False |
52,564 |
60 |
3,648.6340 |
2,154.2820 |
1,494.3520 |
41.1% |
147.6409 |
4.1% |
99% |
True |
False |
51,319 |
80 |
3,648.6340 |
2,154.2820 |
1,494.3520 |
41.1% |
145.6851 |
4.0% |
99% |
True |
False |
72,685 |
100 |
3,648.6340 |
2,154.2820 |
1,494.3520 |
41.1% |
155.0574 |
4.3% |
99% |
True |
False |
83,620 |
120 |
3,718.8270 |
2,154.2820 |
1,564.5450 |
43.0% |
155.8339 |
4.3% |
95% |
False |
False |
87,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,100.6338 |
2.618 |
4,543.0658 |
1.618 |
4,201.4188 |
1.000 |
3,990.2810 |
0.618 |
3,859.7718 |
HIGH |
3,648.6340 |
0.618 |
3,518.1248 |
0.500 |
3,477.8105 |
0.382 |
3,437.4962 |
LOW |
3,306.9870 |
0.618 |
3,095.8492 |
1.000 |
2,965.3400 |
1.618 |
2,754.2022 |
2.618 |
2,412.5552 |
4.250 |
1,854.9873 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
3,583.0242 |
3,574.6955 |
PP |
3,530.4173 |
3,513.7600 |
S1 |
3,477.8105 |
3,452.8245 |
|