| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,439.3 |
2,438.4 |
-0.9 |
0.0% |
2,430.0 |
| High |
2,462.9 |
2,460.5 |
-2.4 |
-0.1% |
2,477.1 |
| Low |
2,429.6 |
2,436.2 |
6.6 |
0.3% |
2,418.7 |
| Close |
2,434.3 |
2,444.6 |
10.3 |
0.4% |
2,444.6 |
| Range |
33.3 |
24.3 |
-9.0 |
-27.0% |
58.4 |
| ATR |
47.0 |
45.6 |
-1.5 |
-3.2% |
0.0 |
| Volume |
141,781 |
114,832 |
-26,949 |
-19.0% |
650,938 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.0 |
2,506.6 |
2,458.0 |
|
| R3 |
2,495.7 |
2,482.3 |
2,451.3 |
|
| R2 |
2,471.4 |
2,471.4 |
2,449.1 |
|
| R1 |
2,458.0 |
2,458.0 |
2,446.8 |
2,464.7 |
| PP |
2,447.1 |
2,447.1 |
2,447.1 |
2,450.5 |
| S1 |
2,433.7 |
2,433.7 |
2,442.4 |
2,440.4 |
| S2 |
2,422.8 |
2,422.8 |
2,440.1 |
|
| S3 |
2,398.5 |
2,409.4 |
2,437.9 |
|
| S4 |
2,374.2 |
2,385.1 |
2,431.2 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.0 |
2,591.7 |
2,476.7 |
|
| R3 |
2,563.6 |
2,533.3 |
2,460.7 |
|
| R2 |
2,505.2 |
2,505.2 |
2,455.3 |
|
| R1 |
2,474.9 |
2,474.9 |
2,450.0 |
2,490.1 |
| PP |
2,446.8 |
2,446.8 |
2,446.8 |
2,454.4 |
| S1 |
2,416.5 |
2,416.5 |
2,439.2 |
2,431.7 |
| S2 |
2,388.4 |
2,388.4 |
2,433.9 |
|
| S3 |
2,330.0 |
2,358.1 |
2,428.5 |
|
| S4 |
2,271.6 |
2,299.7 |
2,412.5 |
|
|
| 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 |
2,368.3 |
108.8 |
4.5% |
39.2 |
1.6% |
70% |
False |
False |
163,590 |
| 10 |
2,477.1 |
2,282.5 |
194.6 |
8.0% |
42.2 |
1.7% |
83% |
False |
False |
160,545 |
| 20 |
2,477.1 |
2,198.4 |
278.7 |
11.4% |
49.8 |
2.0% |
88% |
False |
False |
177,780 |
| 40 |
2,477.1 |
2,181.5 |
295.6 |
12.1% |
43.2 |
1.8% |
89% |
False |
False |
156,604 |
| 60 |
2,477.1 |
2,077.7 |
399.4 |
16.3% |
42.9 |
1.8% |
92% |
False |
False |
153,442 |
| 80 |
2,477.1 |
2,045.4 |
431.7 |
17.7% |
43.0 |
1.8% |
92% |
False |
False |
115,293 |
| 100 |
2,477.1 |
2,010.8 |
466.3 |
19.1% |
47.5 |
1.9% |
93% |
False |
False |
92,354 |
| 120 |
2,477.1 |
2,010.8 |
466.3 |
19.1% |
43.2 |
1.8% |
93% |
False |
False |
76,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,563.8 |
|
2.618 |
2,524.1 |
|
1.618 |
2,499.8 |
|
1.000 |
2,484.8 |
|
0.618 |
2,475.5 |
|
HIGH |
2,460.5 |
|
0.618 |
2,451.2 |
|
0.500 |
2,448.4 |
|
0.382 |
2,445.5 |
|
LOW |
2,436.2 |
|
0.618 |
2,421.2 |
|
1.000 |
2,411.9 |
|
1.618 |
2,396.9 |
|
2.618 |
2,372.6 |
|
4.250 |
2,332.9 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,448.4 |
2,443.3 |
| PP |
2,447.1 |
2,442.1 |
| S1 |
2,445.9 |
2,440.8 |
|