| 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 |
2,707.10 |
2,684.25 |
-22.85 |
-0.8% |
2,736.35 |
| High |
2,709.58 |
2,685.11 |
-24.47 |
-0.9% |
2,748.87 |
| Low |
2,682.71 |
2,611.26 |
-71.45 |
-2.7% |
2,648.46 |
| Close |
2,684.63 |
2,619.74 |
-64.89 |
-2.4% |
2,684.63 |
| Range |
26.87 |
73.85 |
46.98 |
174.8% |
100.41 |
| ATR |
33.96 |
36.81 |
2.85 |
8.4% |
0.00 |
| Volume |
5,134 |
5,099 |
-35 |
-0.7% |
24,811 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.25 |
2,813.85 |
2,660.36 |
|
| R3 |
2,786.40 |
2,740.00 |
2,640.05 |
|
| R2 |
2,712.55 |
2,712.55 |
2,633.28 |
|
| R1 |
2,666.15 |
2,666.15 |
2,626.51 |
2,652.43 |
| PP |
2,638.70 |
2,638.70 |
2,638.70 |
2,631.84 |
| S1 |
2,592.30 |
2,592.30 |
2,612.97 |
2,578.58 |
| S2 |
2,564.85 |
2,564.85 |
2,606.20 |
|
| S3 |
2,491.00 |
2,518.45 |
2,599.43 |
|
| S4 |
2,417.15 |
2,444.60 |
2,579.12 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,995.22 |
2,940.33 |
2,739.86 |
|
| R3 |
2,894.81 |
2,839.92 |
2,712.24 |
|
| R2 |
2,794.40 |
2,794.40 |
2,703.04 |
|
| R1 |
2,739.51 |
2,739.51 |
2,693.83 |
2,716.75 |
| PP |
2,693.99 |
2,693.99 |
2,693.99 |
2,682.61 |
| S1 |
2,639.10 |
2,639.10 |
2,675.43 |
2,616.34 |
| S2 |
2,593.58 |
2,593.58 |
2,666.22 |
|
| S3 |
2,493.17 |
2,538.69 |
2,657.02 |
|
| S4 |
2,392.76 |
2,438.28 |
2,629.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,748.87 |
2,611.26 |
137.61 |
5.3% |
55.15 |
2.1% |
6% |
False |
True |
4,951 |
| 10 |
2,789.68 |
2,611.26 |
178.42 |
6.8% |
41.98 |
1.6% |
5% |
False |
True |
5,152 |
| 20 |
2,789.68 |
2,611.26 |
178.42 |
6.8% |
35.20 |
1.3% |
5% |
False |
True |
5,260 |
| 40 |
2,789.68 |
2,549.18 |
240.50 |
9.2% |
32.20 |
1.2% |
29% |
False |
False |
5,287 |
| 60 |
2,789.68 |
2,474.08 |
315.60 |
12.0% |
30.34 |
1.2% |
46% |
False |
False |
5,304 |
| 80 |
2,789.68 |
2,354.48 |
435.20 |
16.6% |
31.99 |
1.2% |
61% |
False |
False |
5,254 |
| 100 |
2,789.68 |
2,295.86 |
493.82 |
18.8% |
31.68 |
1.2% |
66% |
False |
False |
5,258 |
| 120 |
2,789.68 |
2,287.64 |
502.04 |
19.2% |
31.95 |
1.2% |
66% |
False |
False |
5,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,998.97 |
|
2.618 |
2,878.45 |
|
1.618 |
2,804.60 |
|
1.000 |
2,758.96 |
|
0.618 |
2,730.75 |
|
HIGH |
2,685.11 |
|
0.618 |
2,656.90 |
|
0.500 |
2,648.19 |
|
0.382 |
2,639.47 |
|
LOW |
2,611.26 |
|
0.618 |
2,565.62 |
|
1.000 |
2,537.41 |
|
1.618 |
2,491.77 |
|
2.618 |
2,417.92 |
|
4.250 |
2,297.40 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.19 |
2,660.42 |
| PP |
2,638.70 |
2,646.86 |
| S1 |
2,629.22 |
2,633.30 |
|