| 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 |
6,006.00 |
6,013.25 |
7.25 |
0.1% |
5,899.75 |
| High |
6,040.00 |
6,044.00 |
4.00 |
0.1% |
5,993.50 |
| Low |
5,982.50 |
5,976.25 |
-6.25 |
-0.1% |
5,855.00 |
| Close |
6,006.50 |
6,038.25 |
31.75 |
0.5% |
5,987.00 |
| Range |
57.50 |
67.75 |
10.25 |
17.8% |
138.50 |
| ATR |
66.52 |
66.61 |
0.09 |
0.1% |
0.00 |
| Volume |
1,619,917 |
1,336,843 |
-283,074 |
-17.5% |
7,983,764 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,222.75 |
6,198.25 |
6,075.50 |
|
| R3 |
6,155.00 |
6,130.50 |
6,057.00 |
|
| R2 |
6,087.25 |
6,087.25 |
6,050.75 |
|
| R1 |
6,062.75 |
6,062.75 |
6,044.50 |
6,075.00 |
| PP |
6,019.50 |
6,019.50 |
6,019.50 |
6,025.50 |
| S1 |
5,995.00 |
5,995.00 |
6,032.00 |
6,007.25 |
| S2 |
5,951.75 |
5,951.75 |
6,025.75 |
|
| S3 |
5,884.00 |
5,927.25 |
6,019.50 |
|
| S4 |
5,816.25 |
5,859.50 |
6,001.00 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,360.75 |
6,312.25 |
6,063.25 |
|
| R3 |
6,222.25 |
6,173.75 |
6,025.00 |
|
| R2 |
6,083.75 |
6,083.75 |
6,012.50 |
|
| R1 |
6,035.25 |
6,035.25 |
5,999.75 |
6,059.50 |
| PP |
5,945.25 |
5,945.25 |
5,945.25 |
5,957.25 |
| S1 |
5,896.75 |
5,896.75 |
5,974.25 |
5,921.00 |
| S2 |
5,806.75 |
5,806.75 |
5,961.50 |
|
| S3 |
5,668.25 |
5,758.25 |
5,949.00 |
|
| S4 |
5,529.75 |
5,619.75 |
5,910.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,044.00 |
5,880.00 |
164.00 |
2.7% |
67.00 |
1.1% |
96% |
True |
False |
1,594,370 |
| 10 |
6,044.00 |
5,855.00 |
189.00 |
3.1% |
67.75 |
1.1% |
97% |
True |
False |
1,593,304 |
| 20 |
6,053.25 |
5,724.25 |
329.00 |
5.4% |
70.25 |
1.2% |
95% |
False |
False |
1,517,432 |
| 40 |
6,053.25 |
5,724.00 |
329.25 |
5.5% |
62.75 |
1.0% |
95% |
False |
False |
1,345,961 |
| 60 |
6,053.25 |
5,451.25 |
602.00 |
10.0% |
64.50 |
1.1% |
98% |
False |
False |
1,223,242 |
| 80 |
6,053.25 |
5,234.50 |
818.75 |
13.6% |
69.00 |
1.1% |
98% |
False |
False |
919,170 |
| 100 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
73.25 |
1.2% |
98% |
False |
False |
736,062 |
| 120 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
68.75 |
1.1% |
98% |
False |
False |
613,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,332.00 |
|
2.618 |
6,221.25 |
|
1.618 |
6,153.50 |
|
1.000 |
6,111.75 |
|
0.618 |
6,085.75 |
|
HIGH |
6,044.00 |
|
0.618 |
6,018.00 |
|
0.500 |
6,010.00 |
|
0.382 |
6,002.25 |
|
LOW |
5,976.25 |
|
0.618 |
5,934.50 |
|
1.000 |
5,908.50 |
|
1.618 |
5,866.75 |
|
2.618 |
5,799.00 |
|
4.250 |
5,688.25 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,029.00 |
6,023.00 |
| PP |
6,019.50 |
6,007.75 |
| S1 |
6,010.00 |
5,992.50 |
|