| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
6,069.50 |
6,081.75 |
12.25 |
0.2% |
5,962.00 |
| High |
6,107.25 |
6,111.00 |
3.75 |
0.1% |
6,060.25 |
| Low |
6,049.75 |
6,043.00 |
-6.75 |
-0.1% |
5,920.00 |
| Close |
6,073.50 |
6,105.25 |
31.75 |
0.5% |
6,053.75 |
| Range |
57.50 |
68.00 |
10.50 |
18.3% |
140.25 |
| ATR |
66.55 |
66.65 |
0.10 |
0.2% |
0.00 |
| Volume |
14,295 |
14,126 |
-169 |
-1.2% |
81,366 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,290.50 |
6,265.75 |
6,142.75 |
|
| R3 |
6,222.50 |
6,197.75 |
6,124.00 |
|
| R2 |
6,154.50 |
6,154.50 |
6,117.75 |
|
| R1 |
6,129.75 |
6,129.75 |
6,111.50 |
6,142.00 |
| PP |
6,086.50 |
6,086.50 |
6,086.50 |
6,092.50 |
| S1 |
6,061.75 |
6,061.75 |
6,099.00 |
6,074.00 |
| S2 |
6,018.50 |
6,018.50 |
6,092.75 |
|
| S3 |
5,950.50 |
5,993.75 |
6,086.50 |
|
| S4 |
5,882.50 |
5,925.75 |
6,067.75 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,432.00 |
6,383.25 |
6,131.00 |
|
| R3 |
6,291.75 |
6,243.00 |
6,092.25 |
|
| R2 |
6,151.50 |
6,151.50 |
6,079.50 |
|
| R1 |
6,102.75 |
6,102.75 |
6,066.50 |
6,127.00 |
| PP |
6,011.25 |
6,011.25 |
6,011.25 |
6,023.50 |
| S1 |
5,962.50 |
5,962.50 |
6,041.00 |
5,987.00 |
| S2 |
5,871.00 |
5,871.00 |
6,028.00 |
|
| S3 |
5,730.75 |
5,822.25 |
6,015.25 |
|
| S4 |
5,590.50 |
5,682.00 |
5,976.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,111.00 |
5,945.00 |
166.00 |
2.7% |
67.50 |
1.1% |
97% |
True |
False |
12,839 |
| 10 |
6,111.00 |
5,920.00 |
191.00 |
3.1% |
68.00 |
1.1% |
97% |
True |
False |
13,192 |
| 20 |
6,118.50 |
5,783.75 |
334.75 |
5.5% |
70.25 |
1.2% |
96% |
False |
False |
8,564 |
| 40 |
6,118.50 |
5,776.00 |
342.50 |
5.6% |
62.75 |
1.0% |
96% |
False |
False |
5,497 |
| 60 |
6,118.50 |
5,499.25 |
619.25 |
10.1% |
64.00 |
1.0% |
98% |
False |
False |
3,951 |
| 80 |
6,118.50 |
5,282.25 |
836.25 |
13.7% |
68.25 |
1.1% |
98% |
False |
False |
3,038 |
| 100 |
6,118.50 |
5,217.75 |
900.75 |
14.8% |
72.25 |
1.2% |
99% |
False |
False |
2,460 |
| 120 |
6,118.50 |
5,217.75 |
900.75 |
14.8% |
66.00 |
1.1% |
99% |
False |
False |
2,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,400.00 |
|
2.618 |
6,289.00 |
|
1.618 |
6,221.00 |
|
1.000 |
6,179.00 |
|
0.618 |
6,153.00 |
|
HIGH |
6,111.00 |
|
0.618 |
6,085.00 |
|
0.500 |
6,077.00 |
|
0.382 |
6,069.00 |
|
LOW |
6,043.00 |
|
0.618 |
6,001.00 |
|
1.000 |
5,975.00 |
|
1.618 |
5,933.00 |
|
2.618 |
5,865.00 |
|
4.250 |
5,754.00 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,095.75 |
6,089.75 |
| PP |
6,086.50 |
6,074.25 |
| S1 |
6,077.00 |
6,058.50 |
|