| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,678.6 |
2,681.6 |
3.0 |
0.1% |
2,757.3 |
| High |
2,704.0 |
2,710.8 |
6.8 |
0.3% |
2,768.1 |
| Low |
2,673.6 |
2,665.3 |
-8.3 |
-0.3% |
2,652.5 |
| Close |
2,685.6 |
2,701.9 |
16.3 |
0.6% |
2,701.9 |
| Range |
30.4 |
45.5 |
15.1 |
49.7% |
115.6 |
| ATR |
41.8 |
42.1 |
0.3 |
0.6% |
0.0 |
| Volume |
4,775 |
6,129 |
1,354 |
28.4% |
25,017 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.2 |
2,811.0 |
2,726.9 |
|
| R3 |
2,783.7 |
2,765.5 |
2,714.4 |
|
| R2 |
2,738.2 |
2,738.2 |
2,710.2 |
|
| R1 |
2,720.0 |
2,720.0 |
2,706.1 |
2,729.1 |
| PP |
2,692.7 |
2,692.7 |
2,692.7 |
2,697.2 |
| S1 |
2,674.5 |
2,674.5 |
2,697.7 |
2,683.6 |
| S2 |
2,647.2 |
2,647.2 |
2,693.6 |
|
| S3 |
2,601.7 |
2,629.0 |
2,689.4 |
|
| S4 |
2,556.2 |
2,583.5 |
2,676.9 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.3 |
2,993.7 |
2,765.5 |
|
| R3 |
2,938.7 |
2,878.1 |
2,733.7 |
|
| R2 |
2,823.1 |
2,823.1 |
2,723.1 |
|
| R1 |
2,762.5 |
2,762.5 |
2,712.5 |
2,735.0 |
| PP |
2,707.5 |
2,707.5 |
2,707.5 |
2,693.8 |
| S1 |
2,646.9 |
2,646.9 |
2,691.3 |
2,619.4 |
| S2 |
2,591.9 |
2,591.9 |
2,680.7 |
|
| S3 |
2,476.3 |
2,531.3 |
2,670.1 |
|
| S4 |
2,360.7 |
2,415.7 |
2,638.3 |
|
|
| 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% |
52.8 |
2.0% |
43% |
False |
False |
6,084 |
| 10 |
2,768.1 |
2,604.6 |
163.5 |
6.1% |
41.8 |
1.5% |
60% |
False |
False |
5,920 |
| 20 |
2,815.6 |
2,586.6 |
229.0 |
8.5% |
43.7 |
1.6% |
50% |
False |
False |
5,708 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.6% |
37.0 |
1.4% |
44% |
False |
False |
4,392 |
| 60 |
2,846.6 |
2,554.4 |
292.2 |
10.8% |
34.9 |
1.3% |
50% |
False |
False |
3,334 |
| 80 |
2,846.6 |
2,461.2 |
385.4 |
14.3% |
33.9 |
1.3% |
62% |
False |
False |
2,786 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
15.0% |
35.0 |
1.3% |
64% |
False |
False |
2,392 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.8% |
33.7 |
1.2% |
68% |
False |
False |
2,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,904.2 |
|
2.618 |
2,829.9 |
|
1.618 |
2,784.4 |
|
1.000 |
2,756.3 |
|
0.618 |
2,738.9 |
|
HIGH |
2,710.8 |
|
0.618 |
2,693.4 |
|
0.500 |
2,688.1 |
|
0.382 |
2,682.7 |
|
LOW |
2,665.3 |
|
0.618 |
2,637.2 |
|
1.000 |
2,619.8 |
|
1.618 |
2,591.7 |
|
2.618 |
2,546.2 |
|
4.250 |
2,471.9 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,697.3 |
2,695.2 |
| PP |
2,692.7 |
2,688.4 |
| S1 |
2,688.1 |
2,681.7 |
|