| 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 |
2,699.5 |
2,703.0 |
3.5 |
0.1% |
2,785.5 |
| High |
2,725.0 |
2,731.5 |
6.5 |
0.2% |
2,790.5 |
| Low |
2,696.5 |
2,687.2 |
-9.3 |
-0.3% |
2,674.2 |
| Close |
2,707.2 |
2,723.5 |
16.3 |
0.6% |
2,723.5 |
| Range |
28.5 |
44.3 |
15.8 |
55.4% |
116.3 |
| ATR |
41.4 |
41.6 |
0.2 |
0.5% |
0.0 |
| Volume |
1,884 |
2,731 |
847 |
45.0% |
10,155 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,847.0 |
2,829.5 |
2,747.9 |
|
| R3 |
2,802.7 |
2,785.2 |
2,735.7 |
|
| R2 |
2,758.4 |
2,758.4 |
2,731.6 |
|
| R1 |
2,740.9 |
2,740.9 |
2,727.6 |
2,749.7 |
| PP |
2,714.1 |
2,714.1 |
2,714.1 |
2,718.4 |
| S1 |
2,696.6 |
2,696.6 |
2,719.4 |
2,705.4 |
| S2 |
2,669.8 |
2,669.8 |
2,715.4 |
|
| S3 |
2,625.5 |
2,652.3 |
2,711.3 |
|
| S4 |
2,581.2 |
2,608.0 |
2,699.1 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.3 |
3,017.2 |
2,787.5 |
|
| R3 |
2,962.0 |
2,900.9 |
2,755.5 |
|
| R2 |
2,845.7 |
2,845.7 |
2,744.8 |
|
| R1 |
2,784.6 |
2,784.6 |
2,734.2 |
2,757.0 |
| PP |
2,729.4 |
2,729.4 |
2,729.4 |
2,715.6 |
| S1 |
2,668.3 |
2,668.3 |
2,712.8 |
2,640.7 |
| S2 |
2,613.1 |
2,613.1 |
2,702.2 |
|
| S3 |
2,496.8 |
2,552.0 |
2,691.5 |
|
| S4 |
2,380.5 |
2,435.7 |
2,659.5 |
|
|
| 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% |
52.2 |
1.9% |
42% |
False |
False |
2,595 |
| 10 |
2,790.5 |
2,625.0 |
165.5 |
6.1% |
41.1 |
1.5% |
60% |
False |
False |
2,563 |
| 20 |
2,836.8 |
2,606.4 |
230.4 |
8.5% |
43.0 |
1.6% |
51% |
False |
False |
3,229 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.6% |
36.1 |
1.3% |
45% |
False |
False |
2,592 |
| 60 |
2,866.8 |
2,570.0 |
296.8 |
10.9% |
33.7 |
1.2% |
52% |
False |
False |
1,935 |
| 80 |
2,866.8 |
2,478.3 |
388.5 |
14.3% |
32.9 |
1.2% |
63% |
False |
False |
1,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.8 |
|
2.618 |
2,847.5 |
|
1.618 |
2,803.2 |
|
1.000 |
2,775.8 |
|
0.618 |
2,758.9 |
|
HIGH |
2,731.5 |
|
0.618 |
2,714.6 |
|
0.500 |
2,709.4 |
|
0.382 |
2,704.1 |
|
LOW |
2,687.2 |
|
0.618 |
2,659.8 |
|
1.000 |
2,642.9 |
|
1.618 |
2,615.5 |
|
2.618 |
2,571.2 |
|
4.250 |
2,498.9 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,718.8 |
2,716.6 |
| PP |
2,714.1 |
2,709.7 |
| S1 |
2,709.4 |
2,702.9 |
|