| Trading Metrics calculated at close of trading on 28-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
28-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
8,282.5 |
8,293.0 |
10.5 |
0.1% |
8,115.5 |
| High |
8,301.5 |
8,325.0 |
23.5 |
0.3% |
8,301.0 |
| Low |
8,257.0 |
8,291.5 |
34.5 |
0.4% |
8,072.5 |
| Close |
8,297.5 |
8,300.0 |
2.5 |
0.0% |
8,289.5 |
| Range |
44.5 |
33.5 |
-11.0 |
-24.7% |
228.5 |
| ATR |
84.5 |
80.9 |
-3.6 |
-4.3% |
0.0 |
| Volume |
64,879 |
36,475 |
-28,404 |
-43.8% |
387,412 |
|
| Daily Pivots for day following 28-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,406.0 |
8,386.5 |
8,318.5 |
|
| R3 |
8,372.5 |
8,353.0 |
8,309.0 |
|
| R2 |
8,339.0 |
8,339.0 |
8,306.0 |
|
| R1 |
8,319.5 |
8,319.5 |
8,303.0 |
8,329.0 |
| PP |
8,305.5 |
8,305.5 |
8,305.5 |
8,310.5 |
| S1 |
8,286.0 |
8,286.0 |
8,297.0 |
8,296.0 |
| S2 |
8,272.0 |
8,272.0 |
8,294.0 |
|
| S3 |
8,238.5 |
8,252.5 |
8,291.0 |
|
| S4 |
8,205.0 |
8,219.0 |
8,281.5 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,906.5 |
8,826.5 |
8,415.0 |
|
| R3 |
8,678.0 |
8,598.0 |
8,352.5 |
|
| R2 |
8,449.5 |
8,449.5 |
8,331.5 |
|
| R1 |
8,369.5 |
8,369.5 |
8,310.5 |
8,409.5 |
| PP |
8,221.0 |
8,221.0 |
8,221.0 |
8,241.0 |
| S1 |
8,141.0 |
8,141.0 |
8,268.5 |
8,181.0 |
| S2 |
7,992.5 |
7,992.5 |
8,247.5 |
|
| S3 |
7,764.0 |
7,912.5 |
8,226.5 |
|
| S4 |
7,535.5 |
7,684.0 |
8,164.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,361.0 |
8,192.5 |
168.5 |
2.0% |
61.5 |
0.7% |
64% |
False |
False |
70,316 |
| 10 |
8,361.0 |
8,051.0 |
310.0 |
3.7% |
73.0 |
0.9% |
80% |
False |
False |
71,543 |
| 20 |
8,361.0 |
8,013.0 |
348.0 |
4.2% |
82.5 |
1.0% |
82% |
False |
False |
75,863 |
| 40 |
8,435.0 |
8,013.0 |
422.0 |
5.1% |
84.5 |
1.0% |
68% |
False |
False |
77,335 |
| 60 |
8,435.0 |
8,013.0 |
422.0 |
5.1% |
84.0 |
1.0% |
68% |
False |
False |
79,640 |
| 80 |
8,497.5 |
8,013.0 |
484.5 |
5.8% |
70.0 |
0.8% |
59% |
False |
False |
59,742 |
| 100 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
70.5 |
0.8% |
63% |
False |
False |
47,797 |
| 120 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
64.5 |
0.8% |
63% |
False |
False |
39,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,467.5 |
|
2.618 |
8,412.5 |
|
1.618 |
8,379.0 |
|
1.000 |
8,358.5 |
|
0.618 |
8,345.5 |
|
HIGH |
8,325.0 |
|
0.618 |
8,312.0 |
|
0.500 |
8,308.0 |
|
0.382 |
8,304.5 |
|
LOW |
8,291.5 |
|
0.618 |
8,271.0 |
|
1.000 |
8,258.0 |
|
1.618 |
8,237.5 |
|
2.618 |
8,204.0 |
|
4.250 |
8,149.0 |
|
|
| Fisher Pivots for day following 28-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,308.0 |
8,297.0 |
| PP |
8,305.5 |
8,294.0 |
| S1 |
8,303.0 |
8,291.0 |
|