| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
3,153.0880 |
3,118.6260 |
-34.4620 |
-1.1% |
2,941.9760 |
| High |
3,238.6370 |
3,126.1430 |
-112.4940 |
-3.5% |
3,437.7500 |
| Low |
3,067.0620 |
3,017.0350 |
-50.0270 |
-1.6% |
2,941.5150 |
| Close |
3,118.5090 |
3,090.6850 |
-27.8240 |
-0.9% |
3,090.6850 |
| Range |
171.5750 |
109.1080 |
-62.4670 |
-36.4% |
496.2350 |
| ATR |
166.2578 |
162.1757 |
-4.0821 |
-2.5% |
0.0000 |
| Volume |
901 |
79,794 |
78,893 |
8,756.2% |
368,687 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,405.2783 |
3,357.0897 |
3,150.6944 |
|
| R3 |
3,296.1703 |
3,247.9817 |
3,120.6897 |
|
| R2 |
3,187.0623 |
3,187.0623 |
3,110.6881 |
|
| R1 |
3,138.8737 |
3,138.8737 |
3,100.6866 |
3,108.4140 |
| PP |
3,077.9543 |
3,077.9543 |
3,077.9543 |
3,062.7245 |
| S1 |
3,029.7657 |
3,029.7657 |
3,080.6834 |
2,999.3060 |
| S2 |
2,968.8463 |
2,968.8463 |
3,070.6819 |
|
| S3 |
2,859.7383 |
2,920.6577 |
3,060.6803 |
|
| S4 |
2,750.6303 |
2,811.5497 |
3,030.6756 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,645.3550 |
4,364.2550 |
3,363.6143 |
|
| R3 |
4,149.1200 |
3,868.0200 |
3,227.1496 |
|
| R2 |
3,652.8850 |
3,652.8850 |
3,181.6614 |
|
| R1 |
3,371.7850 |
3,371.7850 |
3,136.1732 |
3,512.3350 |
| PP |
3,156.6500 |
3,156.6500 |
3,156.6500 |
3,226.9250 |
| S1 |
2,875.5500 |
2,875.5500 |
3,045.1968 |
3,016.1000 |
| S2 |
2,660.4150 |
2,660.4150 |
2,999.7086 |
|
| S3 |
2,164.1800 |
2,379.3150 |
2,954.2204 |
|
| S4 |
1,667.9450 |
1,883.0800 |
2,817.7558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,437.7500 |
2,941.5150 |
496.2350 |
16.1% |
230.8582 |
7.5% |
30% |
False |
False |
73,737 |
| 10 |
3,437.7500 |
2,405.7640 |
1,031.9860 |
33.4% |
196.9915 |
6.4% |
66% |
False |
False |
65,249 |
| 20 |
3,437.7500 |
2,391.3910 |
1,046.3590 |
33.9% |
161.6953 |
5.2% |
67% |
False |
False |
52,733 |
| 40 |
3,437.7500 |
2,313.5580 |
1,124.1920 |
36.4% |
138.2797 |
4.5% |
69% |
False |
False |
41,831 |
| 60 |
3,437.7500 |
2,154.2820 |
1,283.4680 |
41.5% |
136.1400 |
4.4% |
73% |
False |
False |
57,029 |
| 80 |
3,437.7500 |
2,154.2820 |
1,283.4680 |
41.5% |
147.9776 |
4.8% |
73% |
False |
False |
78,413 |
| 100 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
45.3% |
150.4858 |
4.9% |
67% |
False |
False |
86,535 |
| 120 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
55.9% |
149.2116 |
4.8% |
54% |
False |
False |
89,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,589.8520 |
|
2.618 |
3,411.7877 |
|
1.618 |
3,302.6797 |
|
1.000 |
3,235.2510 |
|
0.618 |
3,193.5717 |
|
HIGH |
3,126.1430 |
|
0.618 |
3,084.4637 |
|
0.500 |
3,071.5890 |
|
0.382 |
3,058.7143 |
|
LOW |
3,017.0350 |
|
0.618 |
2,949.6063 |
|
1.000 |
2,907.9270 |
|
1.618 |
2,840.4983 |
|
2.618 |
2,731.3903 |
|
4.250 |
2,553.3260 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,084.3197 |
3,174.9730 |
| PP |
3,077.9543 |
3,146.8770 |
| S1 |
3,071.5890 |
3,118.7810 |
|