| 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 |
2,573.18 |
2,565.36 |
-7.82 |
-0.3% |
2,684.25 |
| High |
2,580.58 |
2,574.43 |
-6.15 |
-0.2% |
2,685.11 |
| Low |
2,541.42 |
2,556.18 |
14.76 |
0.6% |
2,541.42 |
| Close |
2,565.38 |
2,562.32 |
-3.06 |
-0.1% |
2,562.32 |
| Range |
39.16 |
18.25 |
-20.91 |
-53.4% |
143.69 |
| ATR |
37.09 |
35.75 |
-1.35 |
-3.6% |
0.00 |
| Volume |
4,802 |
4,988 |
186 |
3.9% |
24,917 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,619.06 |
2,608.94 |
2,572.36 |
|
| R3 |
2,600.81 |
2,590.69 |
2,567.34 |
|
| R2 |
2,582.56 |
2,582.56 |
2,565.67 |
|
| R1 |
2,572.44 |
2,572.44 |
2,563.99 |
2,568.38 |
| PP |
2,564.31 |
2,564.31 |
2,564.31 |
2,562.28 |
| S1 |
2,554.19 |
2,554.19 |
2,560.65 |
2,550.13 |
| S2 |
2,546.06 |
2,546.06 |
2,558.97 |
|
| S3 |
2,527.81 |
2,535.94 |
2,557.30 |
|
| S4 |
2,509.56 |
2,517.69 |
2,552.28 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.35 |
2,938.53 |
2,641.35 |
|
| R3 |
2,883.66 |
2,794.84 |
2,601.83 |
|
| R2 |
2,739.97 |
2,739.97 |
2,588.66 |
|
| R1 |
2,651.15 |
2,651.15 |
2,575.49 |
2,623.72 |
| PP |
2,596.28 |
2,596.28 |
2,596.28 |
2,582.57 |
| S1 |
2,507.46 |
2,507.46 |
2,549.15 |
2,480.03 |
| S2 |
2,452.59 |
2,452.59 |
2,535.98 |
|
| S3 |
2,308.90 |
2,363.77 |
2,522.81 |
|
| S4 |
2,165.21 |
2,220.08 |
2,483.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,685.11 |
2,541.42 |
143.69 |
5.6% |
41.29 |
1.6% |
15% |
False |
False |
4,983 |
| 10 |
2,748.87 |
2,541.42 |
207.45 |
8.1% |
42.10 |
1.6% |
10% |
False |
False |
4,972 |
| 20 |
2,789.68 |
2,541.42 |
248.26 |
9.7% |
36.55 |
1.4% |
8% |
False |
False |
5,173 |
| 40 |
2,789.68 |
2,541.42 |
248.26 |
9.7% |
31.73 |
1.2% |
8% |
False |
False |
5,247 |
| 60 |
2,789.68 |
2,474.08 |
315.60 |
12.3% |
30.67 |
1.2% |
28% |
False |
False |
5,286 |
| 80 |
2,789.68 |
2,358.18 |
431.50 |
16.8% |
32.06 |
1.3% |
47% |
False |
False |
5,245 |
| 100 |
2,789.68 |
2,297.52 |
492.16 |
19.2% |
31.91 |
1.2% |
54% |
False |
False |
5,243 |
| 120 |
2,789.68 |
2,287.64 |
502.04 |
19.6% |
31.86 |
1.2% |
55% |
False |
False |
5,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,651.99 |
|
2.618 |
2,622.21 |
|
1.618 |
2,603.96 |
|
1.000 |
2,592.68 |
|
0.618 |
2,585.71 |
|
HIGH |
2,574.43 |
|
0.618 |
2,567.46 |
|
0.500 |
2,565.31 |
|
0.382 |
2,563.15 |
|
LOW |
2,556.18 |
|
0.618 |
2,544.90 |
|
1.000 |
2,537.93 |
|
1.618 |
2,526.65 |
|
2.618 |
2,508.40 |
|
4.250 |
2,478.62 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,565.31 |
2,578.10 |
| PP |
2,564.31 |
2,572.84 |
| S1 |
2,563.32 |
2,567.58 |
|