| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,430.0 |
2,453.9 |
23.9 |
1.0% |
2,317.7 |
| High |
2,477.1 |
2,457.1 |
-20.0 |
-0.8% |
2,419.0 |
| Low |
2,427.9 |
2,418.7 |
-9.2 |
-0.4% |
2,282.5 |
| Close |
2,451.0 |
2,432.4 |
-18.6 |
-0.8% |
2,413.6 |
| Range |
49.2 |
38.4 |
-10.8 |
-22.0% |
136.5 |
| ATR |
48.8 |
48.1 |
-0.7 |
-1.5% |
0.0 |
| Volume |
233,201 |
161,124 |
-72,077 |
-30.9% |
770,288 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.3 |
2,530.2 |
2,453.5 |
|
| R3 |
2,512.9 |
2,491.8 |
2,443.0 |
|
| R2 |
2,474.5 |
2,474.5 |
2,439.4 |
|
| R1 |
2,453.4 |
2,453.4 |
2,435.9 |
2,444.8 |
| PP |
2,436.1 |
2,436.1 |
2,436.1 |
2,431.7 |
| S1 |
2,415.0 |
2,415.0 |
2,428.9 |
2,406.4 |
| S2 |
2,397.7 |
2,397.7 |
2,425.4 |
|
| S3 |
2,359.3 |
2,376.6 |
2,421.8 |
|
| S4 |
2,320.9 |
2,338.2 |
2,411.3 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.2 |
2,733.9 |
2,488.7 |
|
| R3 |
2,644.7 |
2,597.4 |
2,451.1 |
|
| R2 |
2,508.2 |
2,508.2 |
2,438.6 |
|
| R1 |
2,460.9 |
2,460.9 |
2,426.1 |
2,484.6 |
| PP |
2,371.7 |
2,371.7 |
2,371.7 |
2,383.5 |
| S1 |
2,324.4 |
2,324.4 |
2,401.1 |
2,348.1 |
| S2 |
2,235.2 |
2,235.2 |
2,388.6 |
|
| S3 |
2,098.7 |
2,187.9 |
2,376.1 |
|
| S4 |
1,962.2 |
2,051.4 |
2,338.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.1 |
2,306.8 |
170.3 |
7.0% |
47.2 |
1.9% |
74% |
False |
False |
178,291 |
| 10 |
2,477.1 |
2,282.5 |
194.6 |
8.0% |
48.1 |
2.0% |
77% |
False |
False |
172,135 |
| 20 |
2,477.1 |
2,198.4 |
278.7 |
11.5% |
51.5 |
2.1% |
84% |
False |
False |
181,195 |
| 40 |
2,477.1 |
2,181.5 |
295.6 |
12.2% |
43.3 |
1.8% |
85% |
False |
False |
157,335 |
| 60 |
2,477.1 |
2,077.7 |
399.4 |
16.4% |
43.1 |
1.8% |
89% |
False |
False |
149,197 |
| 80 |
2,477.1 |
2,045.4 |
431.7 |
17.7% |
44.0 |
1.8% |
90% |
False |
False |
112,108 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.2% |
47.3 |
1.9% |
90% |
False |
False |
89,789 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.2% |
42.8 |
1.8% |
90% |
False |
False |
74,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,620.3 |
|
2.618 |
2,557.6 |
|
1.618 |
2,519.2 |
|
1.000 |
2,495.5 |
|
0.618 |
2,480.8 |
|
HIGH |
2,457.1 |
|
0.618 |
2,442.4 |
|
0.500 |
2,437.9 |
|
0.382 |
2,433.4 |
|
LOW |
2,418.7 |
|
0.618 |
2,395.0 |
|
1.000 |
2,380.3 |
|
1.618 |
2,356.6 |
|
2.618 |
2,318.2 |
|
4.250 |
2,255.5 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,437.9 |
2,429.2 |
| PP |
2,436.1 |
2,425.9 |
| S1 |
2,434.2 |
2,422.7 |
|