| 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 |
2,757.3 |
2,673.0 |
-84.3 |
-3.1% |
2,615.2 |
| High |
2,768.1 |
2,687.6 |
-80.5 |
-2.9% |
2,763.4 |
| Low |
2,661.8 |
2,652.5 |
-9.3 |
-0.3% |
2,615.2 |
| Close |
2,663.4 |
2,667.2 |
3.8 |
0.1% |
2,758.5 |
| Range |
106.3 |
35.1 |
-71.2 |
-67.0% |
148.2 |
| ATR |
42.7 |
42.2 |
-0.5 |
-1.3% |
0.0 |
| Volume |
7,966 |
6,147 |
-1,819 |
-22.8% |
29,229 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.4 |
2,755.9 |
2,686.5 |
|
| R3 |
2,739.3 |
2,720.8 |
2,676.9 |
|
| R2 |
2,704.2 |
2,704.2 |
2,673.6 |
|
| R1 |
2,685.7 |
2,685.7 |
2,670.4 |
2,677.4 |
| PP |
2,669.1 |
2,669.1 |
2,669.1 |
2,665.0 |
| S1 |
2,650.6 |
2,650.6 |
2,664.0 |
2,642.3 |
| S2 |
2,634.0 |
2,634.0 |
2,660.8 |
|
| S3 |
2,598.9 |
2,615.5 |
2,657.5 |
|
| S4 |
2,563.8 |
2,580.4 |
2,647.9 |
|
|
| 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 |
2,652.5 |
115.6 |
4.3% |
49.2 |
1.8% |
13% |
False |
True |
5,905 |
| 10 |
2,768.1 |
2,586.6 |
181.5 |
6.8% |
42.7 |
1.6% |
44% |
False |
False |
5,655 |
| 20 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
43.7 |
1.6% |
31% |
False |
False |
5,766 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
36.2 |
1.4% |
31% |
False |
False |
4,176 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.4% |
34.5 |
1.3% |
41% |
False |
False |
3,177 |
| 80 |
2,846.6 |
2,458.2 |
388.4 |
14.6% |
33.7 |
1.3% |
54% |
False |
False |
2,682 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.2% |
34.6 |
1.3% |
56% |
False |
False |
2,309 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
17.0% |
34.0 |
1.3% |
61% |
False |
False |
1,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.8 |
|
2.618 |
2,779.5 |
|
1.618 |
2,744.4 |
|
1.000 |
2,722.7 |
|
0.618 |
2,709.3 |
|
HIGH |
2,687.6 |
|
0.618 |
2,674.2 |
|
0.500 |
2,670.1 |
|
0.382 |
2,665.9 |
|
LOW |
2,652.5 |
|
0.618 |
2,630.8 |
|
1.000 |
2,617.4 |
|
1.618 |
2,595.7 |
|
2.618 |
2,560.6 |
|
4.250 |
2,503.3 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,670.1 |
2,710.3 |
| PP |
2,669.1 |
2,695.9 |
| S1 |
2,668.2 |
2,681.6 |
|