| 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 |
2,694.6 |
2,699.5 |
4.9 |
0.2% |
2,636.4 |
| High |
2,708.6 |
2,725.0 |
16.4 |
0.6% |
2,785.9 |
| Low |
2,674.2 |
2,696.5 |
22.3 |
0.8% |
2,636.4 |
| Close |
2,688.9 |
2,707.2 |
18.3 |
0.7% |
2,780.6 |
| Range |
34.4 |
28.5 |
-5.9 |
-17.2% |
149.5 |
| ATR |
41.8 |
41.4 |
-0.4 |
-1.0% |
0.0 |
| Volume |
2,126 |
1,884 |
-242 |
-11.4% |
11,642 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.1 |
2,779.6 |
2,722.9 |
|
| R3 |
2,766.6 |
2,751.1 |
2,715.0 |
|
| R2 |
2,738.1 |
2,738.1 |
2,712.4 |
|
| R1 |
2,722.6 |
2,722.6 |
2,709.8 |
2,730.4 |
| PP |
2,709.6 |
2,709.6 |
2,709.6 |
2,713.4 |
| S1 |
2,694.1 |
2,694.1 |
2,704.6 |
2,701.9 |
| S2 |
2,681.1 |
2,681.1 |
2,702.0 |
|
| S3 |
2,652.6 |
2,665.6 |
2,699.4 |
|
| S4 |
2,624.1 |
2,637.1 |
2,691.5 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,182.8 |
3,131.2 |
2,862.8 |
|
| R3 |
3,033.3 |
2,981.7 |
2,821.7 |
|
| R2 |
2,883.8 |
2,883.8 |
2,808.0 |
|
| R1 |
2,832.2 |
2,832.2 |
2,794.3 |
2,858.0 |
| PP |
2,734.3 |
2,734.3 |
2,734.3 |
2,747.2 |
| S1 |
2,682.7 |
2,682.7 |
2,766.9 |
2,708.5 |
| S2 |
2,584.8 |
2,584.8 |
2,753.2 |
|
| S3 |
2,435.3 |
2,533.2 |
2,739.5 |
|
| S4 |
2,285.8 |
2,383.7 |
2,698.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.5 |
2,674.2 |
116.3 |
4.3% |
47.7 |
1.8% |
28% |
False |
False |
2,346 |
| 10 |
2,790.5 |
2,606.4 |
184.1 |
6.8% |
40.7 |
1.5% |
55% |
False |
False |
2,826 |
| 20 |
2,865.9 |
2,606.4 |
259.5 |
9.6% |
43.6 |
1.6% |
39% |
False |
False |
3,393 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.6% |
35.5 |
1.3% |
39% |
False |
False |
2,535 |
| 60 |
2,866.8 |
2,570.0 |
296.8 |
11.0% |
33.4 |
1.2% |
46% |
False |
False |
1,892 |
| 80 |
2,866.8 |
2,475.1 |
391.7 |
14.5% |
32.7 |
1.2% |
59% |
False |
False |
1,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,846.1 |
|
2.618 |
2,799.6 |
|
1.618 |
2,771.1 |
|
1.000 |
2,753.5 |
|
0.618 |
2,742.6 |
|
HIGH |
2,725.0 |
|
0.618 |
2,714.1 |
|
0.500 |
2,710.8 |
|
0.382 |
2,707.4 |
|
LOW |
2,696.5 |
|
0.618 |
2,678.9 |
|
1.000 |
2,668.0 |
|
1.618 |
2,650.4 |
|
2.618 |
2,621.9 |
|
4.250 |
2,575.4 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.8 |
2,732.4 |
| PP |
2,709.6 |
2,724.0 |
| S1 |
2,708.4 |
2,715.6 |
|