| 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 |
4,779.0 |
4,767.0 |
-12.0 |
-0.3% |
4,806.0 |
| High |
4,804.0 |
4,778.0 |
-26.0 |
-0.5% |
4,821.0 |
| Low |
4,751.0 |
4,715.0 |
-36.0 |
-0.8% |
4,699.0 |
| Close |
4,774.0 |
4,744.0 |
-30.0 |
-0.6% |
4,797.0 |
| Range |
53.0 |
63.0 |
10.0 |
18.9% |
122.0 |
| ATR |
76.5 |
75.5 |
-1.0 |
-1.3% |
0.0 |
| Volume |
580,801 |
584,686 |
3,885 |
0.7% |
3,357,972 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,934.7 |
4,902.3 |
4,778.7 |
|
| R3 |
4,871.7 |
4,839.3 |
4,761.3 |
|
| R2 |
4,808.7 |
4,808.7 |
4,755.6 |
|
| R1 |
4,776.3 |
4,776.3 |
4,749.8 |
4,761.0 |
| PP |
4,745.7 |
4,745.7 |
4,745.7 |
4,738.0 |
| S1 |
4,713.3 |
4,713.3 |
4,738.2 |
4,698.0 |
| S2 |
4,682.7 |
4,682.7 |
4,732.5 |
|
| S3 |
4,619.7 |
4,650.3 |
4,726.7 |
|
| S4 |
4,556.7 |
4,587.3 |
4,709.4 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,138.3 |
5,089.7 |
4,864.1 |
|
| R3 |
5,016.3 |
4,967.7 |
4,830.6 |
|
| R2 |
4,894.3 |
4,894.3 |
4,819.4 |
|
| R1 |
4,845.7 |
4,845.7 |
4,808.2 |
4,809.0 |
| PP |
4,772.3 |
4,772.3 |
4,772.3 |
4,754.0 |
| S1 |
4,723.7 |
4,723.7 |
4,785.8 |
4,687.0 |
| S2 |
4,650.3 |
4,650.3 |
4,774.6 |
|
| S3 |
4,528.3 |
4,601.7 |
4,763.5 |
|
| S4 |
4,406.3 |
4,479.7 |
4,729.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,844.0 |
4,700.0 |
144.0 |
3.0% |
67.2 |
1.4% |
31% |
False |
False |
618,162 |
| 10 |
4,846.0 |
4,699.0 |
147.0 |
3.1% |
75.0 |
1.6% |
31% |
False |
False |
688,458 |
| 20 |
4,961.0 |
4,699.0 |
262.0 |
5.5% |
79.9 |
1.7% |
17% |
False |
False |
734,490 |
| 40 |
5,084.0 |
4,699.0 |
385.0 |
8.1% |
71.4 |
1.5% |
12% |
False |
False |
651,823 |
| 60 |
5,106.0 |
4,699.0 |
407.0 |
8.6% |
70.0 |
1.5% |
11% |
False |
False |
617,796 |
| 80 |
5,106.0 |
4,644.0 |
462.0 |
9.7% |
64.5 |
1.4% |
22% |
False |
False |
463,706 |
| 100 |
5,114.0 |
4,525.0 |
589.0 |
12.4% |
63.9 |
1.3% |
37% |
False |
False |
371,109 |
| 120 |
5,119.0 |
4,525.0 |
594.0 |
12.5% |
57.8 |
1.2% |
37% |
False |
False |
309,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,045.8 |
|
2.618 |
4,942.9 |
|
1.618 |
4,879.9 |
|
1.000 |
4,841.0 |
|
0.618 |
4,816.9 |
|
HIGH |
4,778.0 |
|
0.618 |
4,753.9 |
|
0.500 |
4,746.5 |
|
0.382 |
4,739.1 |
|
LOW |
4,715.0 |
|
0.618 |
4,676.1 |
|
1.000 |
4,652.0 |
|
1.618 |
4,613.1 |
|
2.618 |
4,550.1 |
|
4.250 |
4,447.3 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,746.5 |
4,779.5 |
| PP |
4,745.7 |
4,767.7 |
| S1 |
4,744.8 |
4,755.8 |
|