| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,716.9 |
2,626.2 |
-90.7 |
-3.3% |
2,571.5 |
| High |
2,723.2 |
2,642.7 |
-80.5 |
-3.0% |
2,718.5 |
| Low |
2,616.6 |
2,605.3 |
-11.3 |
-0.4% |
2,568.5 |
| Close |
2,618.5 |
2,621.3 |
2.8 |
0.1% |
2,712.2 |
| Range |
106.6 |
37.4 |
-69.2 |
-64.9% |
150.0 |
| ATR |
44.1 |
43.6 |
-0.5 |
-1.1% |
0.0 |
| Volume |
305,339 |
177,858 |
-127,481 |
-41.8% |
986,398 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,735.3 |
2,715.7 |
2,641.9 |
|
| R3 |
2,697.9 |
2,678.3 |
2,631.6 |
|
| R2 |
2,660.5 |
2,660.5 |
2,628.2 |
|
| R1 |
2,640.9 |
2,640.9 |
2,624.7 |
2,632.0 |
| PP |
2,623.1 |
2,623.1 |
2,623.1 |
2,618.7 |
| S1 |
2,603.5 |
2,603.5 |
2,617.9 |
2,594.6 |
| S2 |
2,585.7 |
2,585.7 |
2,614.4 |
|
| S3 |
2,548.3 |
2,566.1 |
2,611.0 |
|
| S4 |
2,510.9 |
2,528.7 |
2,600.7 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.4 |
3,064.3 |
2,794.7 |
|
| R3 |
2,966.4 |
2,914.3 |
2,753.5 |
|
| R2 |
2,816.4 |
2,816.4 |
2,739.7 |
|
| R1 |
2,764.3 |
2,764.3 |
2,726.0 |
2,790.4 |
| PP |
2,666.4 |
2,666.4 |
2,666.4 |
2,679.4 |
| S1 |
2,614.3 |
2,614.3 |
2,698.5 |
2,640.4 |
| S2 |
2,516.4 |
2,516.4 |
2,684.7 |
|
| S3 |
2,366.4 |
2,464.3 |
2,671.0 |
|
| S4 |
2,216.4 |
2,314.3 |
2,629.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,723.2 |
2,605.3 |
117.9 |
4.5% |
50.9 |
1.9% |
14% |
False |
True |
214,412 |
| 10 |
2,723.2 |
2,541.5 |
181.7 |
6.9% |
44.8 |
1.7% |
44% |
False |
False |
217,840 |
| 20 |
2,801.8 |
2,541.5 |
260.3 |
9.9% |
45.6 |
1.7% |
31% |
False |
False |
227,094 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.9% |
37.9 |
1.4% |
31% |
False |
False |
199,311 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.4% |
36.4 |
1.4% |
40% |
False |
False |
195,327 |
| 80 |
2,801.8 |
2,418.8 |
383.0 |
14.6% |
35.9 |
1.4% |
53% |
False |
False |
189,943 |
| 100 |
2,801.8 |
2,398.2 |
403.6 |
15.4% |
37.1 |
1.4% |
55% |
False |
False |
175,100 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
17.2% |
36.5 |
1.4% |
60% |
False |
False |
148,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.7 |
|
2.618 |
2,740.6 |
|
1.618 |
2,703.2 |
|
1.000 |
2,680.1 |
|
0.618 |
2,665.8 |
|
HIGH |
2,642.7 |
|
0.618 |
2,628.4 |
|
0.500 |
2,624.0 |
|
0.382 |
2,619.6 |
|
LOW |
2,605.3 |
|
0.618 |
2,582.2 |
|
1.000 |
2,567.9 |
|
1.618 |
2,544.8 |
|
2.618 |
2,507.4 |
|
4.250 |
2,446.4 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,624.0 |
2,664.3 |
| PP |
2,623.1 |
2,649.9 |
| S1 |
2,622.2 |
2,635.6 |
|