| 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 |
6,081.75 |
6,106.00 |
24.25 |
0.4% |
5,962.00 |
| High |
6,111.00 |
6,113.75 |
2.75 |
0.0% |
6,060.25 |
| Low |
6,043.00 |
6,068.00 |
25.00 |
0.4% |
5,920.00 |
| Close |
6,105.25 |
6,081.75 |
-23.50 |
-0.4% |
6,053.75 |
| Range |
68.00 |
45.75 |
-22.25 |
-32.7% |
140.25 |
| ATR |
66.65 |
65.16 |
-1.49 |
-2.2% |
0.00 |
| Volume |
14,126 |
11,231 |
-2,895 |
-20.5% |
81,366 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,225.00 |
6,199.25 |
6,107.00 |
|
| R3 |
6,179.25 |
6,153.50 |
6,094.25 |
|
| R2 |
6,133.50 |
6,133.50 |
6,090.25 |
|
| R1 |
6,107.75 |
6,107.75 |
6,086.00 |
6,097.75 |
| PP |
6,087.75 |
6,087.75 |
6,087.75 |
6,083.00 |
| S1 |
6,062.00 |
6,062.00 |
6,077.50 |
6,052.00 |
| S2 |
6,042.00 |
6,042.00 |
6,073.25 |
|
| S3 |
5,996.25 |
6,016.25 |
6,069.25 |
|
| S4 |
5,950.50 |
5,970.50 |
6,056.50 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,432.00 |
6,383.25 |
6,131.00 |
|
| R3 |
6,291.75 |
6,243.00 |
6,092.25 |
|
| R2 |
6,151.50 |
6,151.50 |
6,079.50 |
|
| R1 |
6,102.75 |
6,102.75 |
6,066.50 |
6,127.00 |
| PP |
6,011.25 |
6,011.25 |
6,011.25 |
6,023.50 |
| S1 |
5,962.50 |
5,962.50 |
6,041.00 |
5,987.00 |
| S2 |
5,871.00 |
5,871.00 |
6,028.00 |
|
| S3 |
5,730.75 |
5,822.25 |
6,015.25 |
|
| S4 |
5,590.50 |
5,682.00 |
5,976.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,113.75 |
5,970.00 |
143.75 |
2.4% |
61.00 |
1.0% |
78% |
True |
False |
13,242 |
| 10 |
6,113.75 |
5,920.00 |
193.75 |
3.2% |
68.25 |
1.1% |
83% |
True |
False |
13,823 |
| 20 |
6,118.50 |
5,783.75 |
334.75 |
5.5% |
70.00 |
1.2% |
89% |
False |
False |
8,966 |
| 40 |
6,118.50 |
5,778.00 |
340.50 |
5.6% |
62.75 |
1.0% |
89% |
False |
False |
5,726 |
| 60 |
6,118.50 |
5,499.25 |
619.25 |
10.2% |
64.00 |
1.1% |
94% |
False |
False |
4,132 |
| 80 |
6,118.50 |
5,282.25 |
836.25 |
13.8% |
67.50 |
1.1% |
96% |
False |
False |
3,166 |
| 100 |
6,118.50 |
5,217.75 |
900.75 |
14.8% |
72.50 |
1.2% |
96% |
False |
False |
2,572 |
| 120 |
6,118.50 |
5,217.75 |
900.75 |
14.8% |
66.00 |
1.1% |
96% |
False |
False |
2,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,308.25 |
|
2.618 |
6,233.50 |
|
1.618 |
6,187.75 |
|
1.000 |
6,159.50 |
|
0.618 |
6,142.00 |
|
HIGH |
6,113.75 |
|
0.618 |
6,096.25 |
|
0.500 |
6,091.00 |
|
0.382 |
6,085.50 |
|
LOW |
6,068.00 |
|
0.618 |
6,039.75 |
|
1.000 |
6,022.25 |
|
1.618 |
5,994.00 |
|
2.618 |
5,948.25 |
|
4.250 |
5,873.50 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,091.00 |
6,080.50 |
| PP |
6,087.75 |
6,079.50 |
| S1 |
6,084.75 |
6,078.50 |
|