| 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 |
2,477.3 |
2,463.2 |
-14.1 |
-0.6% |
2,340.0 |
| High |
2,482.3 |
2,488.3 |
6.0 |
0.2% |
2,444.2 |
| Low |
2,445.7 |
2,455.8 |
10.1 |
0.4% |
2,307.7 |
| Close |
2,458.2 |
2,460.3 |
2.1 |
0.1% |
2,439.1 |
| Range |
36.6 |
32.5 |
-4.1 |
-11.2% |
136.5 |
| ATR |
46.9 |
45.8 |
-1.0 |
-2.2% |
0.0 |
| Volume |
1,132 |
718 |
-414 |
-36.6% |
3,396 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.6 |
2,545.5 |
2,478.2 |
|
| R3 |
2,533.1 |
2,513.0 |
2,469.2 |
|
| R2 |
2,500.6 |
2,500.6 |
2,466.3 |
|
| R1 |
2,480.5 |
2,480.5 |
2,463.3 |
2,474.3 |
| PP |
2,468.1 |
2,468.1 |
2,468.1 |
2,465.1 |
| S1 |
2,448.0 |
2,448.0 |
2,457.3 |
2,441.8 |
| S2 |
2,435.6 |
2,435.6 |
2,454.3 |
|
| S3 |
2,403.1 |
2,415.5 |
2,451.4 |
|
| S4 |
2,370.6 |
2,383.0 |
2,442.4 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.5 |
2,759.3 |
2,514.2 |
|
| R3 |
2,670.0 |
2,622.8 |
2,476.6 |
|
| R2 |
2,533.5 |
2,533.5 |
2,464.1 |
|
| R1 |
2,486.3 |
2,486.3 |
2,451.6 |
2,509.9 |
| PP |
2,397.0 |
2,397.0 |
2,397.0 |
2,408.8 |
| S1 |
2,349.8 |
2,349.8 |
2,426.6 |
2,373.4 |
| S2 |
2,260.5 |
2,260.5 |
2,414.1 |
|
| S3 |
2,124.0 |
2,213.3 |
2,401.6 |
|
| S4 |
1,987.5 |
2,076.8 |
2,364.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,502.6 |
2,346.5 |
156.1 |
6.3% |
46.1 |
1.9% |
73% |
False |
False |
1,562 |
| 10 |
2,502.6 |
2,307.7 |
194.9 |
7.9% |
45.1 |
1.8% |
78% |
False |
False |
1,075 |
| 20 |
2,502.6 |
2,219.9 |
282.7 |
11.5% |
50.5 |
2.1% |
85% |
False |
False |
872 |
| 40 |
2,502.6 |
2,201.6 |
301.0 |
12.2% |
42.3 |
1.7% |
86% |
False |
False |
527 |
| 60 |
2,502.6 |
2,100.0 |
402.6 |
16.4% |
38.2 |
1.6% |
89% |
False |
False |
377 |
| 80 |
2,502.6 |
2,082.9 |
419.7 |
17.1% |
28.7 |
1.2% |
90% |
False |
False |
283 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
17.1% |
23.0 |
0.9% |
90% |
False |
False |
226 |
| 120 |
2,502.6 |
2,070.3 |
432.3 |
17.6% |
19.1 |
0.8% |
90% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.4 |
|
2.618 |
2,573.4 |
|
1.618 |
2,540.9 |
|
1.000 |
2,520.8 |
|
0.618 |
2,508.4 |
|
HIGH |
2,488.3 |
|
0.618 |
2,475.9 |
|
0.500 |
2,472.1 |
|
0.382 |
2,468.2 |
|
LOW |
2,455.8 |
|
0.618 |
2,435.7 |
|
1.000 |
2,423.3 |
|
1.618 |
2,403.2 |
|
2.618 |
2,370.7 |
|
4.250 |
2,317.7 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,472.1 |
2,474.2 |
| PP |
2,468.1 |
2,469.5 |
| S1 |
2,464.2 |
2,464.9 |
|