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 |
4,810.0 |
4,792.0 |
-18.0 |
-0.4% |
4,826.0 |
High |
4,825.0 |
4,798.0 |
-27.0 |
-0.6% |
4,844.0 |
Low |
4,785.0 |
4,741.0 |
-44.0 |
-0.9% |
4,727.0 |
Close |
4,799.0 |
4,768.0 |
-31.0 |
-0.6% |
4,821.0 |
Range |
40.0 |
57.0 |
17.0 |
42.5% |
117.0 |
ATR |
64.3 |
63.9 |
-0.5 |
-0.7% |
0.0 |
Volume |
3,519 |
20,215 |
16,696 |
474.5% |
19,336 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,940.0 |
4,911.0 |
4,799.4 |
|
R3 |
4,883.0 |
4,854.0 |
4,783.7 |
|
R2 |
4,826.0 |
4,826.0 |
4,778.5 |
|
R1 |
4,797.0 |
4,797.0 |
4,773.2 |
4,783.0 |
PP |
4,769.0 |
4,769.0 |
4,769.0 |
4,762.0 |
S1 |
4,740.0 |
4,740.0 |
4,762.8 |
4,726.0 |
S2 |
4,712.0 |
4,712.0 |
4,757.6 |
|
S3 |
4,655.0 |
4,683.0 |
4,752.3 |
|
S4 |
4,598.0 |
4,626.0 |
4,736.7 |
|
|
Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,148.3 |
5,101.7 |
4,885.4 |
|
R3 |
5,031.3 |
4,984.7 |
4,853.2 |
|
R2 |
4,914.3 |
4,914.3 |
4,842.5 |
|
R1 |
4,867.7 |
4,867.7 |
4,831.7 |
4,832.5 |
PP |
4,797.3 |
4,797.3 |
4,797.3 |
4,779.8 |
S1 |
4,750.7 |
4,750.7 |
4,810.3 |
4,715.5 |
S2 |
4,680.3 |
4,680.3 |
4,799.6 |
|
S3 |
4,563.3 |
4,633.7 |
4,788.8 |
|
S4 |
4,446.3 |
4,516.7 |
4,756.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,868.0 |
4,727.0 |
141.0 |
3.0% |
55.8 |
1.2% |
29% |
False |
False |
7,183 |
10 |
4,870.0 |
4,727.0 |
143.0 |
3.0% |
64.4 |
1.4% |
29% |
False |
False |
5,252 |
20 |
4,981.0 |
4,727.0 |
254.0 |
5.3% |
64.1 |
1.3% |
16% |
False |
False |
3,043 |
40 |
5,097.0 |
4,727.0 |
370.0 |
7.8% |
53.2 |
1.1% |
11% |
False |
False |
1,856 |
60 |
5,121.0 |
4,727.0 |
394.0 |
8.3% |
42.2 |
0.9% |
10% |
False |
False |
1,350 |
80 |
5,121.0 |
4,727.0 |
394.0 |
8.3% |
31.6 |
0.7% |
10% |
False |
False |
1,013 |
100 |
5,149.0 |
4,636.0 |
513.0 |
10.8% |
25.9 |
0.5% |
26% |
False |
False |
810 |
120 |
5,149.0 |
4,636.0 |
513.0 |
10.8% |
21.6 |
0.5% |
26% |
False |
False |
683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,040.3 |
2.618 |
4,947.2 |
1.618 |
4,890.2 |
1.000 |
4,855.0 |
0.618 |
4,833.2 |
HIGH |
4,798.0 |
0.618 |
4,776.2 |
0.500 |
4,769.5 |
0.382 |
4,762.8 |
LOW |
4,741.0 |
0.618 |
4,705.8 |
1.000 |
4,684.0 |
1.618 |
4,648.8 |
2.618 |
4,591.8 |
4.250 |
4,498.8 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,769.5 |
4,804.5 |
PP |
4,769.0 |
4,792.3 |
S1 |
4,768.5 |
4,780.2 |
|