| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,695.9 |
2,743.0 |
47.1 |
1.7% |
2,595.0 |
| High |
2,743.3 |
2,748.0 |
4.7 |
0.2% |
2,743.3 |
| Low |
2,694.5 |
2,640.7 |
-53.8 |
-2.0% |
2,592.0 |
| Close |
2,737.2 |
2,642.6 |
-94.6 |
-3.5% |
2,737.2 |
| Range |
48.8 |
107.3 |
58.5 |
119.9% |
151.3 |
| ATR |
39.0 |
43.9 |
4.9 |
12.5% |
0.0 |
| Volume |
74,540 |
151,391 |
76,851 |
103.1% |
286,216 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,999.0 |
2,928.1 |
2,701.6 |
|
| R3 |
2,891.7 |
2,820.8 |
2,672.1 |
|
| R2 |
2,784.4 |
2,784.4 |
2,662.3 |
|
| R1 |
2,713.5 |
2,713.5 |
2,652.4 |
2,695.3 |
| PP |
2,677.1 |
2,677.1 |
2,677.1 |
2,668.0 |
| S1 |
2,606.2 |
2,606.2 |
2,632.8 |
2,588.0 |
| S2 |
2,569.8 |
2,569.8 |
2,622.9 |
|
| S3 |
2,462.5 |
2,498.9 |
2,613.1 |
|
| S4 |
2,355.2 |
2,391.6 |
2,583.6 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.7 |
3,092.3 |
2,820.4 |
|
| R3 |
2,993.4 |
2,941.0 |
2,778.8 |
|
| R2 |
2,842.1 |
2,842.1 |
2,764.9 |
|
| R1 |
2,789.7 |
2,789.7 |
2,751.1 |
2,815.9 |
| PP |
2,690.8 |
2,690.8 |
2,690.8 |
2,704.0 |
| S1 |
2,638.4 |
2,638.4 |
2,723.3 |
2,664.6 |
| S2 |
2,539.5 |
2,539.5 |
2,709.5 |
|
| S3 |
2,388.2 |
2,487.1 |
2,695.6 |
|
| S4 |
2,236.9 |
2,335.8 |
2,654.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,748.0 |
2,638.1 |
109.9 |
4.2% |
49.5 |
1.9% |
4% |
True |
False |
77,855 |
| 10 |
2,748.0 |
2,565.0 |
183.0 |
6.9% |
44.7 |
1.7% |
42% |
True |
False |
64,959 |
| 20 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
45.2 |
1.7% |
30% |
False |
False |
51,548 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
37.5 |
1.4% |
30% |
False |
False |
30,534 |
| 60 |
2,826.3 |
2,525.4 |
300.9 |
11.4% |
35.7 |
1.4% |
39% |
False |
False |
21,892 |
| 80 |
2,826.3 |
2,424.7 |
401.6 |
15.2% |
35.8 |
1.4% |
54% |
False |
False |
17,012 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.3% |
35.6 |
1.3% |
55% |
False |
False |
14,067 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.2% |
34.9 |
1.3% |
60% |
False |
False |
11,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,204.0 |
|
2.618 |
3,028.9 |
|
1.618 |
2,921.6 |
|
1.000 |
2,855.3 |
|
0.618 |
2,814.3 |
|
HIGH |
2,748.0 |
|
0.618 |
2,707.0 |
|
0.500 |
2,694.4 |
|
0.382 |
2,681.7 |
|
LOW |
2,640.7 |
|
0.618 |
2,574.4 |
|
1.000 |
2,533.4 |
|
1.618 |
2,467.1 |
|
2.618 |
2,359.8 |
|
4.250 |
2,184.7 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.4 |
2,694.4 |
| PP |
2,677.1 |
2,677.1 |
| S1 |
2,659.9 |
2,659.9 |
|