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 |
867.49 |
872.06 |
4.57 |
0.5% |
815.50 |
High |
886.36 |
880.95 |
-5.41 |
-0.6% |
908.00 |
Low |
867.25 |
858.91 |
-8.34 |
-1.0% |
809.33 |
Close |
872.60 |
877.34 |
4.74 |
0.5% |
897.79 |
Range |
19.11 |
22.04 |
2.93 |
15.3% |
98.67 |
ATR |
20.90 |
20.98 |
0.08 |
0.4% |
0.00 |
Volume |
3,138,259 |
2,576,831 |
-561,428 |
-17.9% |
18,372,752 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
938.52 |
929.97 |
889.46 |
|
R3 |
916.48 |
907.93 |
883.40 |
|
R2 |
894.44 |
894.44 |
881.38 |
|
R1 |
885.89 |
885.89 |
879.36 |
890.17 |
PP |
872.40 |
872.40 |
872.40 |
874.54 |
S1 |
863.85 |
863.85 |
875.32 |
868.13 |
S2 |
850.36 |
850.36 |
873.30 |
|
S3 |
828.32 |
841.81 |
871.28 |
|
S4 |
806.28 |
819.77 |
865.22 |
|
|
Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,167.72 |
1,131.42 |
952.06 |
|
R3 |
1,069.05 |
1,032.75 |
924.92 |
|
R2 |
970.38 |
970.38 |
915.88 |
|
R1 |
934.08 |
934.08 |
906.83 |
952.23 |
PP |
871.71 |
871.71 |
871.71 |
880.78 |
S1 |
835.41 |
835.41 |
888.75 |
853.56 |
S2 |
773.04 |
773.04 |
879.70 |
|
S3 |
674.37 |
736.74 |
870.66 |
|
S4 |
575.70 |
638.07 |
843.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
908.00 |
858.91 |
49.09 |
5.6% |
24.55 |
2.8% |
38% |
False |
True |
3,890,474 |
10 |
908.00 |
809.33 |
98.67 |
11.2% |
24.46 |
2.8% |
69% |
False |
False |
3,681,022 |
20 |
908.00 |
747.77 |
160.23 |
18.3% |
19.34 |
2.2% |
81% |
False |
False |
3,099,749 |
40 |
908.00 |
677.88 |
230.12 |
26.2% |
16.93 |
1.9% |
87% |
False |
False |
3,381,725 |
60 |
908.00 |
660.80 |
247.20 |
28.2% |
16.32 |
1.9% |
88% |
False |
False |
3,117,217 |
80 |
908.00 |
610.64 |
297.36 |
33.9% |
16.25 |
1.9% |
90% |
False |
False |
3,025,558 |
100 |
908.00 |
587.04 |
320.96 |
36.6% |
16.88 |
1.9% |
90% |
False |
False |
3,245,664 |
120 |
908.00 |
587.04 |
320.96 |
36.6% |
16.17 |
1.8% |
90% |
False |
False |
3,126,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
974.62 |
2.618 |
938.65 |
1.618 |
916.61 |
1.000 |
902.99 |
0.618 |
894.57 |
HIGH |
880.95 |
0.618 |
872.53 |
0.500 |
869.93 |
0.382 |
867.33 |
LOW |
858.91 |
0.618 |
845.29 |
1.000 |
836.87 |
1.618 |
823.25 |
2.618 |
801.21 |
4.250 |
765.24 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
874.87 |
880.48 |
PP |
872.40 |
879.43 |
S1 |
869.93 |
878.39 |
|