| 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 |
2,625.70 |
2,632.85 |
7.15 |
0.3% |
2,563.07 |
| High |
2,639.84 |
2,656.68 |
16.84 |
0.6% |
2,714.94 |
| Low |
2,609.76 |
2,627.83 |
18.07 |
0.7% |
2,563.07 |
| Close |
2,632.84 |
2,635.86 |
3.02 |
0.1% |
2,714.94 |
| Range |
30.08 |
28.85 |
-1.23 |
-4.1% |
151.87 |
| ATR |
39.85 |
39.07 |
-0.79 |
-2.0% |
0.00 |
| Volume |
4,888 |
5,304 |
416 |
8.5% |
26,116 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,726.67 |
2,710.12 |
2,651.73 |
|
| R3 |
2,697.82 |
2,681.27 |
2,643.79 |
|
| R2 |
2,668.97 |
2,668.97 |
2,641.15 |
|
| R1 |
2,652.42 |
2,652.42 |
2,638.50 |
2,660.70 |
| PP |
2,640.12 |
2,640.12 |
2,640.12 |
2,644.26 |
| S1 |
2,623.57 |
2,623.57 |
2,633.22 |
2,631.85 |
| S2 |
2,611.27 |
2,611.27 |
2,630.57 |
|
| S3 |
2,582.42 |
2,594.72 |
2,627.93 |
|
| S4 |
2,553.57 |
2,565.87 |
2,619.99 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.93 |
3,069.30 |
2,798.47 |
|
| R3 |
2,968.06 |
2,917.43 |
2,756.70 |
|
| R2 |
2,816.19 |
2,816.19 |
2,742.78 |
|
| R1 |
2,765.56 |
2,765.56 |
2,728.86 |
2,790.88 |
| PP |
2,664.32 |
2,664.32 |
2,664.32 |
2,676.97 |
| S1 |
2,613.69 |
2,613.69 |
2,701.02 |
2,639.01 |
| S2 |
2,512.45 |
2,512.45 |
2,687.10 |
|
| S3 |
2,360.58 |
2,461.82 |
2,673.18 |
|
| S4 |
2,208.71 |
2,309.95 |
2,631.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,719.75 |
2,609.76 |
109.99 |
4.2% |
46.10 |
1.7% |
24% |
False |
False |
5,042 |
| 10 |
2,719.75 |
2,541.42 |
178.33 |
6.8% |
39.94 |
1.5% |
53% |
False |
False |
5,067 |
| 20 |
2,789.08 |
2,541.42 |
247.66 |
9.4% |
42.21 |
1.6% |
38% |
False |
False |
5,066 |
| 40 |
2,789.68 |
2,541.42 |
248.26 |
9.4% |
34.65 |
1.3% |
38% |
False |
False |
5,219 |
| 60 |
2,789.68 |
2,487.06 |
302.62 |
11.5% |
32.90 |
1.2% |
49% |
False |
False |
5,253 |
| 80 |
2,789.68 |
2,381.66 |
408.02 |
15.5% |
32.13 |
1.2% |
62% |
False |
False |
5,261 |
| 100 |
2,789.68 |
2,354.48 |
435.20 |
16.5% |
33.24 |
1.3% |
65% |
False |
False |
5,228 |
| 120 |
2,789.68 |
2,289.43 |
500.25 |
19.0% |
32.15 |
1.2% |
69% |
False |
False |
5,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,779.29 |
|
2.618 |
2,732.21 |
|
1.618 |
2,703.36 |
|
1.000 |
2,685.53 |
|
0.618 |
2,674.51 |
|
HIGH |
2,656.68 |
|
0.618 |
2,645.66 |
|
0.500 |
2,642.26 |
|
0.382 |
2,638.85 |
|
LOW |
2,627.83 |
|
0.618 |
2,610.00 |
|
1.000 |
2,598.98 |
|
1.618 |
2,581.15 |
|
2.618 |
2,552.30 |
|
4.250 |
2,505.22 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.26 |
2,664.76 |
| PP |
2,640.12 |
2,655.12 |
| S1 |
2,637.99 |
2,645.49 |
|