| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,684.25 |
2,619.71 |
-64.54 |
-2.4% |
2,736.35 |
| High |
2,685.11 |
2,625.32 |
-59.79 |
-2.2% |
2,748.87 |
| Low |
2,611.26 |
2,591.64 |
-19.62 |
-0.8% |
2,648.46 |
| Close |
2,619.74 |
2,598.29 |
-21.45 |
-0.8% |
2,684.63 |
| Range |
73.85 |
33.68 |
-40.17 |
-54.4% |
100.41 |
| ATR |
36.81 |
36.58 |
-0.22 |
-0.6% |
0.00 |
| Volume |
5,099 |
4,931 |
-168 |
-3.3% |
24,811 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.12 |
2,685.89 |
2,616.81 |
|
| R3 |
2,672.44 |
2,652.21 |
2,607.55 |
|
| R2 |
2,638.76 |
2,638.76 |
2,604.46 |
|
| R1 |
2,618.53 |
2,618.53 |
2,601.38 |
2,611.81 |
| PP |
2,605.08 |
2,605.08 |
2,605.08 |
2,601.72 |
| S1 |
2,584.85 |
2,584.85 |
2,595.20 |
2,578.13 |
| S2 |
2,571.40 |
2,571.40 |
2,592.12 |
|
| S3 |
2,537.72 |
2,551.17 |
2,589.03 |
|
| S4 |
2,504.04 |
2,517.49 |
2,579.77 |
|
|
| 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 |
2,748.72 |
2,591.64 |
157.08 |
6.0% |
57.41 |
2.2% |
4% |
False |
True |
4,973 |
| 10 |
2,789.68 |
2,591.64 |
198.04 |
7.6% |
41.97 |
1.6% |
3% |
False |
True |
5,106 |
| 20 |
2,789.68 |
2,591.64 |
198.04 |
7.6% |
35.44 |
1.4% |
3% |
False |
True |
5,239 |
| 40 |
2,789.68 |
2,549.18 |
240.50 |
9.3% |
32.45 |
1.2% |
20% |
False |
False |
5,274 |
| 60 |
2,789.68 |
2,474.08 |
315.60 |
12.1% |
30.57 |
1.2% |
39% |
False |
False |
5,301 |
| 80 |
2,789.68 |
2,354.48 |
435.20 |
16.7% |
32.08 |
1.2% |
56% |
False |
False |
5,251 |
| 100 |
2,789.68 |
2,295.86 |
493.82 |
19.0% |
31.53 |
1.2% |
61% |
False |
False |
5,254 |
| 120 |
2,789.68 |
2,287.64 |
502.04 |
19.3% |
31.82 |
1.2% |
62% |
False |
False |
5,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,768.46 |
|
2.618 |
2,713.49 |
|
1.618 |
2,679.81 |
|
1.000 |
2,659.00 |
|
0.618 |
2,646.13 |
|
HIGH |
2,625.32 |
|
0.618 |
2,612.45 |
|
0.500 |
2,608.48 |
|
0.382 |
2,604.51 |
|
LOW |
2,591.64 |
|
0.618 |
2,570.83 |
|
1.000 |
2,557.96 |
|
1.618 |
2,537.15 |
|
2.618 |
2,503.47 |
|
4.250 |
2,448.50 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,608.48 |
2,650.61 |
| PP |
2,605.08 |
2,633.17 |
| S1 |
2,601.69 |
2,615.73 |
|