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 |
20,906.25 |
20,990.75 |
84.50 |
0.4% |
20,504.00 |
High |
21,024.75 |
21,019.00 |
-5.75 |
0.0% |
20,905.75 |
Low |
20,755.00 |
20,675.00 |
-80.00 |
-0.4% |
20,382.50 |
Close |
20,993.50 |
20,813.00 |
-180.50 |
-0.9% |
20,849.75 |
Range |
269.75 |
344.00 |
74.25 |
27.5% |
523.25 |
ATR |
313.78 |
315.94 |
2.16 |
0.7% |
0.00 |
Volume |
505,254 |
520,026 |
14,772 |
2.9% |
2,938,480 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,867.75 |
21,684.25 |
21,002.25 |
|
R3 |
21,523.75 |
21,340.25 |
20,907.50 |
|
R2 |
21,179.75 |
21,179.75 |
20,876.00 |
|
R1 |
20,996.25 |
20,996.25 |
20,844.50 |
20,916.00 |
PP |
20,835.75 |
20,835.75 |
20,835.75 |
20,795.50 |
S1 |
20,652.25 |
20,652.25 |
20,781.50 |
20,572.00 |
S2 |
20,491.75 |
20,491.75 |
20,750.00 |
|
S3 |
20,147.75 |
20,308.25 |
20,718.50 |
|
S4 |
19,803.75 |
19,964.25 |
20,623.75 |
|
|
Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,282.50 |
22,089.25 |
21,137.50 |
|
R3 |
21,759.25 |
21,566.00 |
20,993.75 |
|
R2 |
21,236.00 |
21,236.00 |
20,945.75 |
|
R1 |
21,042.75 |
21,042.75 |
20,897.75 |
21,139.50 |
PP |
20,712.75 |
20,712.75 |
20,712.75 |
20,761.00 |
S1 |
20,519.50 |
20,519.50 |
20,801.75 |
20,616.00 |
S2 |
20,189.50 |
20,189.50 |
20,753.75 |
|
S3 |
19,666.25 |
19,996.25 |
20,705.75 |
|
S4 |
19,143.00 |
19,473.00 |
20,562.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,081.00 |
20,514.25 |
566.75 |
2.7% |
298.50 |
1.4% |
53% |
False |
False |
561,948 |
10 |
21,190.25 |
20,382.50 |
807.75 |
3.9% |
333.25 |
1.6% |
53% |
False |
False |
576,212 |
20 |
21,340.75 |
20,008.50 |
1,332.25 |
6.4% |
323.50 |
1.6% |
60% |
False |
False |
548,587 |
40 |
21,340.75 |
19,852.00 |
1,488.75 |
7.2% |
303.75 |
1.5% |
65% |
False |
False |
512,879 |
60 |
21,340.75 |
18,562.00 |
2,778.75 |
13.4% |
315.25 |
1.5% |
81% |
False |
False |
452,051 |
80 |
21,340.75 |
17,953.25 |
3,387.50 |
16.3% |
337.75 |
1.6% |
84% |
False |
False |
339,556 |
100 |
21,340.75 |
17,552.75 |
3,788.00 |
18.2% |
368.75 |
1.8% |
86% |
False |
False |
272,078 |
120 |
21,340.75 |
17,552.75 |
3,788.00 |
18.2% |
348.00 |
1.7% |
86% |
False |
False |
226,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,481.00 |
2.618 |
21,919.50 |
1.618 |
21,575.50 |
1.000 |
21,363.00 |
0.618 |
21,231.50 |
HIGH |
21,019.00 |
0.618 |
20,887.50 |
0.500 |
20,847.00 |
0.382 |
20,806.50 |
LOW |
20,675.00 |
0.618 |
20,462.50 |
1.000 |
20,331.00 |
1.618 |
20,118.50 |
2.618 |
19,774.50 |
4.250 |
19,213.00 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
20,847.00 |
20,878.00 |
PP |
20,835.75 |
20,856.25 |
S1 |
20,824.25 |
20,834.75 |
|