| 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 |
2,673.0 |
2,678.6 |
5.6 |
0.2% |
2,615.2 |
| High |
2,687.6 |
2,704.0 |
16.4 |
0.6% |
2,763.4 |
| Low |
2,652.5 |
2,673.6 |
21.1 |
0.8% |
2,615.2 |
| Close |
2,667.2 |
2,685.6 |
18.4 |
0.7% |
2,758.5 |
| Range |
35.1 |
30.4 |
-4.7 |
-13.4% |
148.2 |
| ATR |
42.2 |
41.8 |
-0.4 |
-0.9% |
0.0 |
| Volume |
6,147 |
4,775 |
-1,372 |
-22.3% |
29,229 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.9 |
2,762.7 |
2,702.3 |
|
| R3 |
2,748.5 |
2,732.3 |
2,694.0 |
|
| R2 |
2,718.1 |
2,718.1 |
2,691.2 |
|
| R1 |
2,701.9 |
2,701.9 |
2,688.4 |
2,710.0 |
| PP |
2,687.7 |
2,687.7 |
2,687.7 |
2,691.8 |
| S1 |
2,671.5 |
2,671.5 |
2,682.8 |
2,679.6 |
| S2 |
2,657.3 |
2,657.3 |
2,680.0 |
|
| S3 |
2,626.9 |
2,641.1 |
2,677.2 |
|
| S4 |
2,596.5 |
2,610.7 |
2,668.9 |
|
|
| 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% |
48.2 |
1.8% |
29% |
False |
False |
5,772 |
| 10 |
2,768.1 |
2,586.6 |
181.5 |
6.8% |
41.4 |
1.5% |
55% |
False |
False |
5,600 |
| 20 |
2,845.5 |
2,586.6 |
258.9 |
9.6% |
44.3 |
1.6% |
38% |
False |
False |
5,778 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.7% |
36.5 |
1.4% |
38% |
False |
False |
4,267 |
| 60 |
2,846.6 |
2,554.4 |
292.2 |
10.9% |
34.6 |
1.3% |
45% |
False |
False |
3,243 |
| 80 |
2,846.6 |
2,458.2 |
388.4 |
14.5% |
33.7 |
1.3% |
59% |
False |
False |
2,729 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.1% |
34.7 |
1.3% |
60% |
False |
False |
2,339 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.9% |
33.5 |
1.2% |
65% |
False |
False |
2,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,833.2 |
|
2.618 |
2,783.6 |
|
1.618 |
2,753.2 |
|
1.000 |
2,734.4 |
|
0.618 |
2,722.8 |
|
HIGH |
2,704.0 |
|
0.618 |
2,692.4 |
|
0.500 |
2,688.8 |
|
0.382 |
2,685.2 |
|
LOW |
2,673.6 |
|
0.618 |
2,654.8 |
|
1.000 |
2,643.2 |
|
1.618 |
2,624.4 |
|
2.618 |
2,594.0 |
|
4.250 |
2,544.4 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,688.8 |
2,710.3 |
| PP |
2,687.7 |
2,702.1 |
| S1 |
2,686.7 |
2,693.8 |
|