| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,893.8020 |
2,941.9760 |
48.1740 |
1.7% |
2,518.3550 |
| High |
2,980.6730 |
3,366.1630 |
385.4900 |
12.9% |
2,980.6730 |
| Low |
2,869.0930 |
2,941.5150 |
72.4220 |
2.5% |
2,405.7640 |
| Close |
2,941.9730 |
3,317.0380 |
375.0650 |
12.7% |
2,941.9730 |
| Range |
111.5800 |
424.6480 |
313.0680 |
280.6% |
574.9090 |
| ATR |
135.9109 |
156.5350 |
20.6241 |
15.2% |
0.0000 |
| Volume |
975 |
14 |
-961 |
-98.6% |
283,804 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,482.1827 |
4,324.2583 |
3,550.5944 |
|
| R3 |
4,057.5347 |
3,899.6103 |
3,433.8162 |
|
| R2 |
3,632.8867 |
3,632.8867 |
3,394.8901 |
|
| R1 |
3,474.9623 |
3,474.9623 |
3,355.9641 |
3,553.9245 |
| PP |
3,208.2387 |
3,208.2387 |
3,208.2387 |
3,247.7198 |
| S1 |
3,050.3143 |
3,050.3143 |
3,278.1119 |
3,129.2765 |
| S2 |
2,783.5907 |
2,783.5907 |
3,239.1859 |
|
| S3 |
2,358.9427 |
2,625.6663 |
3,200.2598 |
|
| S4 |
1,934.2947 |
2,201.0183 |
3,083.4816 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,500.8637 |
4,296.3273 |
3,258.1730 |
|
| R3 |
3,925.9547 |
3,721.4183 |
3,100.0730 |
|
| R2 |
3,351.0457 |
3,351.0457 |
3,047.3730 |
|
| R1 |
3,146.5093 |
3,146.5093 |
2,994.6730 |
3,248.7775 |
| PP |
2,776.1367 |
2,776.1367 |
2,776.1367 |
2,827.2708 |
| S1 |
2,571.6003 |
2,571.6003 |
2,889.2730 |
2,673.8685 |
| S2 |
2,201.2277 |
2,201.2277 |
2,836.5730 |
|
| S3 |
1,626.3187 |
1,996.6913 |
2,783.8730 |
|
| S4 |
1,051.4097 |
1,421.7823 |
2,625.7731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,366.1630 |
2,405.7640 |
960.3990 |
29.0% |
224.6454 |
6.8% |
95% |
True |
False |
56,677 |
| 10 |
3,366.1630 |
2,405.7640 |
960.3990 |
29.0% |
180.9667 |
5.5% |
95% |
True |
False |
55,635 |
| 20 |
3,366.1630 |
2,391.3910 |
974.7720 |
29.4% |
143.1637 |
4.3% |
95% |
True |
False |
43,075 |
| 40 |
3,366.1630 |
2,264.1740 |
1,101.9890 |
33.2% |
132.5114 |
4.0% |
96% |
True |
False |
38,495 |
| 60 |
3,366.1630 |
2,154.2820 |
1,211.8810 |
36.5% |
131.0607 |
4.0% |
96% |
True |
False |
56,355 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
42.2% |
147.4320 |
4.4% |
83% |
False |
False |
81,806 |
| 100 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
42.2% |
148.8882 |
4.5% |
83% |
False |
False |
85,547 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
53.8% |
149.5469 |
4.5% |
65% |
False |
False |
96,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,170.9170 |
|
2.618 |
4,477.8915 |
|
1.618 |
4,053.2435 |
|
1.000 |
3,790.8110 |
|
0.618 |
3,628.5955 |
|
HIGH |
3,366.1630 |
|
0.618 |
3,203.9475 |
|
0.500 |
3,153.8390 |
|
0.382 |
3,103.7305 |
|
LOW |
2,941.5150 |
|
0.618 |
2,679.0825 |
|
1.000 |
2,516.8670 |
|
1.618 |
2,254.4345 |
|
2.618 |
1,829.7865 |
|
4.250 |
1,136.7610 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,262.6383 |
3,220.1940 |
| PP |
3,208.2387 |
3,123.3500 |
| S1 |
3,153.8390 |
3,026.5060 |
|