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 |
964.00 |
971.46 |
7.46 |
0.8% |
910.64 |
High |
974.37 |
972.29 |
-2.08 |
-0.2% |
976.30 |
Low |
960.89 |
958.59 |
-2.30 |
-0.2% |
907.11 |
Close |
971.50 |
961.55 |
-9.95 |
-1.0% |
964.01 |
Range |
13.48 |
13.70 |
0.22 |
1.6% |
69.19 |
ATR |
17.14 |
16.90 |
-0.25 |
-1.4% |
0.00 |
Volume |
1,438,037 |
1,499,429 |
61,392 |
4.3% |
9,339,500 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,005.24 |
997.10 |
969.09 |
|
R3 |
991.54 |
983.40 |
965.32 |
|
R2 |
977.84 |
977.84 |
964.06 |
|
R1 |
969.70 |
969.70 |
962.81 |
966.92 |
PP |
964.14 |
964.14 |
964.14 |
962.76 |
S1 |
956.00 |
956.00 |
960.29 |
953.22 |
S2 |
950.44 |
950.44 |
959.04 |
|
S3 |
936.74 |
942.30 |
957.78 |
|
S4 |
923.04 |
928.60 |
954.02 |
|
|
Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,156.72 |
1,129.56 |
1,002.07 |
|
R3 |
1,087.53 |
1,060.36 |
983.04 |
|
R2 |
1,018.33 |
1,018.33 |
976.70 |
|
R1 |
991.17 |
991.17 |
970.35 |
1,004.75 |
PP |
949.14 |
949.14 |
949.14 |
955.93 |
S1 |
921.98 |
921.98 |
957.67 |
935.56 |
S2 |
879.95 |
879.95 |
951.32 |
|
S3 |
810.75 |
852.78 |
944.98 |
|
S4 |
741.56 |
783.59 |
925.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
976.30 |
930.00 |
46.30 |
4.8% |
19.75 |
2.1% |
68% |
False |
False |
2,115,420 |
10 |
976.30 |
905.56 |
70.74 |
7.4% |
17.15 |
1.8% |
79% |
False |
False |
1,964,720 |
20 |
976.30 |
867.34 |
108.96 |
11.3% |
16.76 |
1.7% |
86% |
False |
False |
1,778,535 |
40 |
976.30 |
867.34 |
108.96 |
11.3% |
14.21 |
1.5% |
86% |
False |
False |
1,622,234 |
60 |
976.30 |
867.16 |
109.14 |
11.4% |
14.78 |
1.5% |
86% |
False |
False |
1,672,405 |
80 |
976.30 |
809.26 |
167.04 |
17.4% |
14.94 |
1.6% |
91% |
False |
False |
1,620,260 |
100 |
976.30 |
793.00 |
183.30 |
19.1% |
15.24 |
1.6% |
92% |
False |
False |
1,739,169 |
120 |
976.30 |
793.00 |
183.30 |
19.1% |
14.81 |
1.5% |
92% |
False |
False |
1,742,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,030.52 |
2.618 |
1,008.16 |
1.618 |
994.46 |
1.000 |
985.99 |
0.618 |
980.76 |
HIGH |
972.29 |
0.618 |
967.06 |
0.500 |
965.44 |
0.382 |
963.82 |
LOW |
958.59 |
0.618 |
950.12 |
1.000 |
944.89 |
1.618 |
936.42 |
2.618 |
922.72 |
4.250 |
900.37 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
965.44 |
962.35 |
PP |
964.14 |
962.08 |
S1 |
962.85 |
961.82 |
|