| 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 |
6,013.25 |
6,041.75 |
28.50 |
0.5% |
5,899.75 |
| High |
6,044.00 |
6,047.00 |
3.00 |
0.0% |
5,993.50 |
| Low |
5,976.25 |
6,000.25 |
24.00 |
0.4% |
5,855.00 |
| Close |
6,038.25 |
6,015.00 |
-23.25 |
-0.4% |
5,987.00 |
| Range |
67.75 |
46.75 |
-21.00 |
-31.0% |
138.50 |
| ATR |
66.61 |
65.19 |
-1.42 |
-2.1% |
0.00 |
| Volume |
1,336,843 |
1,157,171 |
-179,672 |
-13.4% |
7,983,764 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,161.00 |
6,134.75 |
6,040.75 |
|
| R3 |
6,114.25 |
6,088.00 |
6,027.75 |
|
| R2 |
6,067.50 |
6,067.50 |
6,023.50 |
|
| R1 |
6,041.25 |
6,041.25 |
6,019.25 |
6,031.00 |
| PP |
6,020.75 |
6,020.75 |
6,020.75 |
6,015.50 |
| S1 |
5,994.50 |
5,994.50 |
6,010.75 |
5,984.25 |
| S2 |
5,974.00 |
5,974.00 |
6,006.50 |
|
| S3 |
5,927.25 |
5,947.75 |
6,002.25 |
|
| S4 |
5,880.50 |
5,901.00 |
5,989.25 |
|
|
| 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 |
6,047.00 |
5,905.25 |
141.75 |
2.4% |
61.00 |
1.0% |
77% |
True |
False |
1,506,353 |
| 10 |
6,047.00 |
5,855.00 |
192.00 |
3.2% |
68.00 |
1.1% |
83% |
True |
False |
1,564,496 |
| 20 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
70.00 |
1.2% |
88% |
False |
False |
1,507,932 |
| 40 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
62.75 |
1.0% |
88% |
False |
False |
1,343,632 |
| 60 |
6,053.25 |
5,451.25 |
602.00 |
10.0% |
64.25 |
1.1% |
94% |
False |
False |
1,241,931 |
| 80 |
6,053.25 |
5,234.50 |
818.75 |
13.6% |
68.00 |
1.1% |
95% |
False |
False |
933,556 |
| 100 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
73.75 |
1.2% |
96% |
False |
False |
747,624 |
| 120 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
68.75 |
1.1% |
96% |
False |
False |
623,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,245.75 |
|
2.618 |
6,169.50 |
|
1.618 |
6,122.75 |
|
1.000 |
6,093.75 |
|
0.618 |
6,076.00 |
|
HIGH |
6,047.00 |
|
0.618 |
6,029.25 |
|
0.500 |
6,023.50 |
|
0.382 |
6,018.00 |
|
LOW |
6,000.25 |
|
0.618 |
5,971.25 |
|
1.000 |
5,953.50 |
|
1.618 |
5,924.50 |
|
2.618 |
5,877.75 |
|
4.250 |
5,801.50 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,023.50 |
6,014.00 |
| PP |
6,020.75 |
6,012.75 |
| S1 |
6,018.00 |
6,011.50 |
|