| 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 |
2,453.9 |
2,439.3 |
-14.6 |
-0.6% |
2,317.7 |
| High |
2,457.1 |
2,462.9 |
5.8 |
0.2% |
2,419.0 |
| Low |
2,418.7 |
2,429.6 |
10.9 |
0.5% |
2,282.5 |
| Close |
2,432.4 |
2,434.3 |
1.9 |
0.1% |
2,413.6 |
| Range |
38.4 |
33.3 |
-5.1 |
-13.3% |
136.5 |
| ATR |
48.1 |
47.0 |
-1.1 |
-2.2% |
0.0 |
| Volume |
161,124 |
141,781 |
-19,343 |
-12.0% |
770,288 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,542.2 |
2,521.5 |
2,452.6 |
|
| R3 |
2,508.9 |
2,488.2 |
2,443.5 |
|
| R2 |
2,475.6 |
2,475.6 |
2,440.4 |
|
| R1 |
2,454.9 |
2,454.9 |
2,437.4 |
2,448.6 |
| PP |
2,442.3 |
2,442.3 |
2,442.3 |
2,439.1 |
| S1 |
2,421.6 |
2,421.6 |
2,431.2 |
2,415.3 |
| S2 |
2,409.0 |
2,409.0 |
2,428.2 |
|
| S3 |
2,375.7 |
2,388.3 |
2,425.1 |
|
| S4 |
2,342.4 |
2,355.0 |
2,416.0 |
|
|
| 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 |
2,321.7 |
155.4 |
6.4% |
46.5 |
1.9% |
72% |
False |
False |
177,414 |
| 10 |
2,477.1 |
2,282.5 |
194.6 |
8.0% |
45.8 |
1.9% |
78% |
False |
False |
167,590 |
| 20 |
2,477.1 |
2,198.4 |
278.7 |
11.4% |
51.3 |
2.1% |
85% |
False |
False |
180,915 |
| 40 |
2,477.1 |
2,181.5 |
295.6 |
12.1% |
43.4 |
1.8% |
86% |
False |
False |
157,820 |
| 60 |
2,477.1 |
2,077.7 |
399.4 |
16.4% |
43.0 |
1.8% |
89% |
False |
False |
151,547 |
| 80 |
2,477.1 |
2,045.4 |
431.7 |
17.7% |
43.7 |
1.8% |
90% |
False |
False |
113,870 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.2% |
47.4 |
1.9% |
91% |
False |
False |
91,207 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.2% |
43.0 |
1.8% |
91% |
False |
False |
76,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,604.4 |
|
2.618 |
2,550.1 |
|
1.618 |
2,516.8 |
|
1.000 |
2,496.2 |
|
0.618 |
2,483.5 |
|
HIGH |
2,462.9 |
|
0.618 |
2,450.2 |
|
0.500 |
2,446.3 |
|
0.382 |
2,442.3 |
|
LOW |
2,429.6 |
|
0.618 |
2,409.0 |
|
1.000 |
2,396.3 |
|
1.618 |
2,375.7 |
|
2.618 |
2,342.4 |
|
4.250 |
2,288.1 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,446.3 |
2,447.9 |
| PP |
2,442.3 |
2,443.4 |
| S1 |
2,438.3 |
2,438.8 |
|