| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
6,041.75 |
6,015.00 |
-26.75 |
-0.4% |
6,006.00 |
| High |
6,047.00 |
6,060.00 |
13.00 |
0.2% |
6,060.00 |
| Low |
6,000.25 |
6,014.75 |
14.50 |
0.2% |
5,976.25 |
| Close |
6,015.00 |
6,051.50 |
36.50 |
0.6% |
6,051.50 |
| Range |
46.75 |
45.25 |
-1.50 |
-3.2% |
83.75 |
| ATR |
65.19 |
63.77 |
-1.42 |
-2.2% |
0.00 |
| Volume |
1,157,171 |
847,984 |
-309,187 |
-26.7% |
4,961,915 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,177.75 |
6,160.00 |
6,076.50 |
|
| R3 |
6,132.50 |
6,114.75 |
6,064.00 |
|
| R2 |
6,087.25 |
6,087.25 |
6,059.75 |
|
| R1 |
6,069.50 |
6,069.50 |
6,055.75 |
6,078.50 |
| PP |
6,042.00 |
6,042.00 |
6,042.00 |
6,046.50 |
| S1 |
6,024.25 |
6,024.25 |
6,047.25 |
6,033.00 |
| S2 |
5,996.75 |
5,996.75 |
6,043.25 |
|
| S3 |
5,951.50 |
5,979.00 |
6,039.00 |
|
| S4 |
5,906.25 |
5,933.75 |
6,026.50 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,280.50 |
6,249.75 |
6,097.50 |
|
| R3 |
6,196.75 |
6,166.00 |
6,074.50 |
|
| R2 |
6,113.00 |
6,113.00 |
6,066.75 |
|
| R1 |
6,082.25 |
6,082.25 |
6,059.25 |
6,097.50 |
| PP |
6,029.25 |
6,029.25 |
6,029.25 |
6,037.00 |
| S1 |
5,998.50 |
5,998.50 |
6,043.75 |
6,014.00 |
| S2 |
5,945.50 |
5,945.50 |
6,036.25 |
|
| S3 |
5,861.75 |
5,914.75 |
6,028.50 |
|
| S4 |
5,778.00 |
5,831.00 |
6,005.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,060.00 |
5,940.75 |
119.25 |
2.0% |
54.00 |
0.9% |
93% |
True |
False |
1,302,529 |
| 10 |
6,060.00 |
5,855.00 |
205.00 |
3.4% |
66.50 |
1.1% |
96% |
True |
False |
1,495,401 |
| 20 |
6,060.00 |
5,724.25 |
335.75 |
5.5% |
66.75 |
1.1% |
97% |
True |
False |
1,451,655 |
| 40 |
6,060.00 |
5,724.25 |
335.75 |
5.5% |
62.75 |
1.0% |
97% |
True |
False |
1,329,296 |
| 60 |
6,060.00 |
5,451.25 |
608.75 |
10.1% |
64.00 |
1.1% |
99% |
True |
False |
1,255,518 |
| 80 |
6,060.00 |
5,234.50 |
825.50 |
13.6% |
66.50 |
1.1% |
99% |
True |
False |
944,045 |
| 100 |
6,060.00 |
5,168.50 |
891.50 |
14.7% |
73.50 |
1.2% |
99% |
True |
False |
756,091 |
| 120 |
6,060.00 |
5,168.50 |
891.50 |
14.7% |
68.75 |
1.1% |
99% |
True |
False |
630,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,252.25 |
|
2.618 |
6,178.50 |
|
1.618 |
6,133.25 |
|
1.000 |
6,105.25 |
|
0.618 |
6,088.00 |
|
HIGH |
6,060.00 |
|
0.618 |
6,042.75 |
|
0.500 |
6,037.50 |
|
0.382 |
6,032.00 |
|
LOW |
6,014.75 |
|
0.618 |
5,986.75 |
|
1.000 |
5,969.50 |
|
1.618 |
5,941.50 |
|
2.618 |
5,896.25 |
|
4.250 |
5,822.50 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,046.75 |
6,040.50 |
| PP |
6,042.00 |
6,029.25 |
| S1 |
6,037.50 |
6,018.00 |
|