| 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 |
2,717.0 |
2,757.3 |
40.3 |
1.5% |
2,615.2 |
| High |
2,763.4 |
2,768.1 |
4.7 |
0.2% |
2,763.4 |
| Low |
2,716.9 |
2,661.8 |
-55.1 |
-2.0% |
2,615.2 |
| Close |
2,758.5 |
2,663.4 |
-95.1 |
-3.4% |
2,758.5 |
| Range |
46.5 |
106.3 |
59.8 |
128.6% |
148.2 |
| ATR |
37.8 |
42.7 |
4.9 |
12.9% |
0.0 |
| Volume |
5,403 |
7,966 |
2,563 |
47.4% |
29,229 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,946.3 |
2,721.9 |
|
| R3 |
2,910.4 |
2,840.0 |
2,692.6 |
|
| R2 |
2,804.1 |
2,804.1 |
2,682.9 |
|
| R1 |
2,733.7 |
2,733.7 |
2,673.1 |
2,715.8 |
| PP |
2,697.8 |
2,697.8 |
2,697.8 |
2,688.8 |
| S1 |
2,627.4 |
2,627.4 |
2,653.7 |
2,609.5 |
| S2 |
2,591.5 |
2,591.5 |
2,643.9 |
|
| S3 |
2,485.2 |
2,521.1 |
2,634.2 |
|
| S4 |
2,378.9 |
2,414.8 |
2,604.9 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,157.0 |
3,105.9 |
2,840.0 |
|
| R3 |
3,008.8 |
2,957.7 |
2,799.3 |
|
| R2 |
2,860.6 |
2,860.6 |
2,785.7 |
|
| R1 |
2,809.5 |
2,809.5 |
2,772.1 |
2,835.1 |
| PP |
2,712.4 |
2,712.4 |
2,712.4 |
2,725.1 |
| S1 |
2,661.3 |
2,661.3 |
2,744.9 |
2,686.9 |
| S2 |
2,564.2 |
2,564.2 |
2,731.3 |
|
| S3 |
2,416.0 |
2,513.1 |
2,717.7 |
|
| S4 |
2,267.8 |
2,364.9 |
2,677.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,768.1 |
2,659.3 |
108.8 |
4.1% |
47.8 |
1.8% |
4% |
True |
False |
6,069 |
| 10 |
2,768.1 |
2,586.6 |
181.5 |
6.8% |
42.7 |
1.6% |
42% |
True |
False |
5,892 |
| 20 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
43.6 |
1.6% |
30% |
False |
False |
5,680 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
36.3 |
1.4% |
30% |
False |
False |
4,069 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.4% |
34.5 |
1.3% |
40% |
False |
False |
3,087 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
15.3% |
34.5 |
1.3% |
55% |
False |
False |
2,624 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.3% |
34.6 |
1.3% |
55% |
False |
False |
2,263 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
17.1% |
33.9 |
1.3% |
60% |
False |
False |
1,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,219.9 |
|
2.618 |
3,046.4 |
|
1.618 |
2,940.1 |
|
1.000 |
2,874.4 |
|
0.618 |
2,833.8 |
|
HIGH |
2,768.1 |
|
0.618 |
2,727.5 |
|
0.500 |
2,715.0 |
|
0.382 |
2,702.4 |
|
LOW |
2,661.8 |
|
0.618 |
2,596.1 |
|
1.000 |
2,555.5 |
|
1.618 |
2,489.8 |
|
2.618 |
2,383.5 |
|
4.250 |
2,210.0 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.0 |
2,715.0 |
| PP |
2,697.8 |
2,697.8 |
| S1 |
2,680.6 |
2,680.6 |
|