| 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 |
2,452.7 |
2,477.3 |
24.6 |
1.0% |
2,340.0 |
| High |
2,502.6 |
2,482.3 |
-20.3 |
-0.8% |
2,444.2 |
| Low |
2,452.7 |
2,445.7 |
-7.0 |
-0.3% |
2,307.7 |
| Close |
2,477.3 |
2,458.2 |
-19.1 |
-0.8% |
2,439.1 |
| Range |
49.9 |
36.6 |
-13.3 |
-26.7% |
136.5 |
| ATR |
47.6 |
46.9 |
-0.8 |
-1.7% |
0.0 |
| Volume |
4,151 |
1,132 |
-3,019 |
-72.7% |
3,396 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,571.9 |
2,551.6 |
2,478.3 |
|
| R3 |
2,535.3 |
2,515.0 |
2,468.3 |
|
| R2 |
2,498.7 |
2,498.7 |
2,464.9 |
|
| R1 |
2,478.4 |
2,478.4 |
2,461.6 |
2,470.3 |
| PP |
2,462.1 |
2,462.1 |
2,462.1 |
2,458.0 |
| S1 |
2,441.8 |
2,441.8 |
2,454.8 |
2,433.7 |
| S2 |
2,425.5 |
2,425.5 |
2,451.5 |
|
| S3 |
2,388.9 |
2,405.2 |
2,448.1 |
|
| S4 |
2,352.3 |
2,368.6 |
2,438.1 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.5 |
2,759.3 |
2,514.2 |
|
| R3 |
2,670.0 |
2,622.8 |
2,476.6 |
|
| R2 |
2,533.5 |
2,533.5 |
2,464.1 |
|
| R1 |
2,486.3 |
2,486.3 |
2,451.6 |
2,509.9 |
| PP |
2,397.0 |
2,397.0 |
2,397.0 |
2,408.8 |
| S1 |
2,349.8 |
2,349.8 |
2,426.6 |
2,373.4 |
| S2 |
2,260.5 |
2,260.5 |
2,414.1 |
|
| S3 |
2,124.0 |
2,213.3 |
2,401.6 |
|
| S4 |
1,987.5 |
2,076.8 |
2,364.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,502.6 |
2,332.0 |
170.6 |
6.9% |
46.7 |
1.9% |
74% |
False |
False |
1,535 |
| 10 |
2,502.6 |
2,307.7 |
194.9 |
7.9% |
47.4 |
1.9% |
77% |
False |
False |
1,141 |
| 20 |
2,502.6 |
2,219.9 |
282.7 |
11.5% |
50.7 |
2.1% |
84% |
False |
False |
844 |
| 40 |
2,502.6 |
2,201.6 |
301.0 |
12.2% |
42.2 |
1.7% |
85% |
False |
False |
517 |
| 60 |
2,502.6 |
2,100.0 |
402.6 |
16.4% |
37.7 |
1.5% |
89% |
False |
False |
365 |
| 80 |
2,502.6 |
2,082.9 |
419.7 |
17.1% |
28.3 |
1.2% |
89% |
False |
False |
274 |
| 100 |
2,502.6 |
2,082.9 |
419.7 |
17.1% |
22.6 |
0.9% |
89% |
False |
False |
219 |
| 120 |
2,502.6 |
2,070.3 |
432.3 |
17.6% |
18.9 |
0.8% |
90% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,637.9 |
|
2.618 |
2,578.1 |
|
1.618 |
2,541.5 |
|
1.000 |
2,518.9 |
|
0.618 |
2,504.9 |
|
HIGH |
2,482.3 |
|
0.618 |
2,468.3 |
|
0.500 |
2,464.0 |
|
0.382 |
2,459.7 |
|
LOW |
2,445.7 |
|
0.618 |
2,423.1 |
|
1.000 |
2,409.1 |
|
1.618 |
2,386.5 |
|
2.618 |
2,349.9 |
|
4.250 |
2,290.2 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,464.0 |
2,454.8 |
| PP |
2,462.1 |
2,451.4 |
| S1 |
2,460.1 |
2,448.0 |
|