| 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 |
2,743.0 |
2,650.9 |
-92.1 |
-3.4% |
2,595.0 |
| High |
2,748.0 |
2,667.3 |
-80.7 |
-2.9% |
2,743.3 |
| Low |
2,640.7 |
2,629.7 |
-11.0 |
-0.4% |
2,592.0 |
| Close |
2,642.6 |
2,646.3 |
3.7 |
0.1% |
2,737.2 |
| Range |
107.3 |
37.6 |
-69.7 |
-65.0% |
151.3 |
| ATR |
43.9 |
43.4 |
-0.4 |
-1.0% |
0.0 |
| Volume |
151,391 |
148,308 |
-3,083 |
-2.0% |
286,216 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,760.6 |
2,741.0 |
2,667.0 |
|
| R3 |
2,723.0 |
2,703.4 |
2,656.6 |
|
| R2 |
2,685.4 |
2,685.4 |
2,653.2 |
|
| R1 |
2,665.8 |
2,665.8 |
2,649.7 |
2,656.8 |
| PP |
2,647.8 |
2,647.8 |
2,647.8 |
2,643.3 |
| S1 |
2,628.2 |
2,628.2 |
2,642.9 |
2,619.2 |
| S2 |
2,610.2 |
2,610.2 |
2,639.4 |
|
| S3 |
2,572.6 |
2,590.6 |
2,636.0 |
|
| S4 |
2,535.0 |
2,553.0 |
2,625.6 |
|
|
| 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 |
2,629.7 |
118.3 |
4.5% |
51.2 |
1.9% |
14% |
False |
True |
97,633 |
| 10 |
2,748.0 |
2,565.0 |
183.0 |
6.9% |
44.7 |
1.7% |
44% |
False |
False |
72,934 |
| 20 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
45.3 |
1.7% |
31% |
False |
False |
57,993 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
37.4 |
1.4% |
31% |
False |
False |
34,040 |
| 60 |
2,826.3 |
2,525.4 |
300.9 |
11.4% |
35.8 |
1.4% |
40% |
False |
False |
24,302 |
| 80 |
2,826.3 |
2,440.2 |
386.1 |
14.6% |
35.0 |
1.3% |
53% |
False |
False |
18,813 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
15.3% |
35.6 |
1.3% |
56% |
False |
False |
15,504 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.1% |
35.0 |
1.3% |
60% |
False |
False |
13,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.1 |
|
2.618 |
2,765.7 |
|
1.618 |
2,728.1 |
|
1.000 |
2,704.9 |
|
0.618 |
2,690.5 |
|
HIGH |
2,667.3 |
|
0.618 |
2,652.9 |
|
0.500 |
2,648.5 |
|
0.382 |
2,644.1 |
|
LOW |
2,629.7 |
|
0.618 |
2,606.5 |
|
1.000 |
2,592.1 |
|
1.618 |
2,568.9 |
|
2.618 |
2,531.3 |
|
4.250 |
2,469.9 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.5 |
2,688.9 |
| PP |
2,647.8 |
2,674.7 |
| S1 |
2,647.0 |
2,660.5 |
|