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 |
19,351.0 |
19,374.0 |
23.0 |
0.1% |
19,318.0 |
High |
19,433.0 |
19,386.0 |
-47.0 |
-0.2% |
19,421.0 |
Low |
19,269.0 |
19,190.0 |
-79.0 |
-0.4% |
18,869.0 |
Close |
19,353.0 |
19,304.0 |
-49.0 |
-0.3% |
19,358.0 |
Range |
164.0 |
196.0 |
32.0 |
19.5% |
552.0 |
ATR |
273.6 |
268.1 |
-5.5 |
-2.0% |
0.0 |
Volume |
37,585 |
44,582 |
6,997 |
18.6% |
237,595 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,881.3 |
19,788.7 |
19,411.8 |
|
R3 |
19,685.3 |
19,592.7 |
19,357.9 |
|
R2 |
19,489.3 |
19,489.3 |
19,339.9 |
|
R1 |
19,396.7 |
19,396.7 |
19,322.0 |
19,345.0 |
PP |
19,293.3 |
19,293.3 |
19,293.3 |
19,267.5 |
S1 |
19,200.7 |
19,200.7 |
19,286.0 |
19,149.0 |
S2 |
19,097.3 |
19,097.3 |
19,268.1 |
|
S3 |
18,901.3 |
19,004.7 |
19,250.1 |
|
S4 |
18,705.3 |
18,808.7 |
19,196.2 |
|
|
Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,872.0 |
20,667.0 |
19,661.6 |
|
R3 |
20,320.0 |
20,115.0 |
19,509.8 |
|
R2 |
19,768.0 |
19,768.0 |
19,459.2 |
|
R1 |
19,563.0 |
19,563.0 |
19,408.6 |
19,665.5 |
PP |
19,216.0 |
19,216.0 |
19,216.0 |
19,267.3 |
S1 |
19,011.0 |
19,011.0 |
19,307.4 |
19,113.5 |
S2 |
18,664.0 |
18,664.0 |
19,256.8 |
|
S3 |
18,112.0 |
18,459.0 |
19,206.2 |
|
S4 |
17,560.0 |
17,907.0 |
19,054.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,520.0 |
18,952.0 |
568.0 |
2.9% |
229.0 |
1.2% |
62% |
False |
False |
43,453 |
10 |
19,520.0 |
18,869.0 |
651.0 |
3.4% |
258.4 |
1.3% |
67% |
False |
False |
44,805 |
20 |
19,650.0 |
18,869.0 |
781.0 |
4.0% |
290.7 |
1.5% |
56% |
False |
False |
44,222 |
40 |
19,802.0 |
18,869.0 |
933.0 |
4.8% |
250.5 |
1.3% |
47% |
False |
False |
40,586 |
60 |
19,802.0 |
18,388.0 |
1,414.0 |
7.3% |
241.1 |
1.2% |
65% |
False |
False |
35,962 |
80 |
19,802.0 |
17,672.0 |
2,130.0 |
11.0% |
203.4 |
1.1% |
77% |
False |
False |
26,984 |
100 |
19,802.0 |
17,265.0 |
2,537.0 |
13.1% |
187.9 |
1.0% |
80% |
False |
False |
21,590 |
120 |
19,802.0 |
17,265.0 |
2,537.0 |
13.1% |
161.1 |
0.8% |
80% |
False |
False |
17,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,219.0 |
2.618 |
19,899.1 |
1.618 |
19,703.1 |
1.000 |
19,582.0 |
0.618 |
19,507.1 |
HIGH |
19,386.0 |
0.618 |
19,311.1 |
0.500 |
19,288.0 |
0.382 |
19,264.9 |
LOW |
19,190.0 |
0.618 |
19,068.9 |
1.000 |
18,994.0 |
1.618 |
18,872.9 |
2.618 |
18,676.9 |
4.250 |
18,357.0 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
19,298.7 |
19,355.0 |
PP |
19,293.3 |
19,338.0 |
S1 |
19,288.0 |
19,321.0 |
|