| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,632.39 |
2,649.95 |
17.56 |
0.7% |
2,684.25 |
| High |
2,654.39 |
2,673.14 |
18.75 |
0.7% |
2,685.11 |
| Low |
2,621.25 |
2,649.52 |
28.27 |
1.1% |
2,541.42 |
| Close |
2,649.93 |
2,669.78 |
19.85 |
0.7% |
2,562.32 |
| Range |
33.14 |
23.62 |
-9.52 |
-28.7% |
143.69 |
| ATR |
35.99 |
35.11 |
-0.88 |
-2.5% |
0.00 |
| Volume |
5,392 |
5,282 |
-110 |
-2.0% |
24,917 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,735.01 |
2,726.01 |
2,682.77 |
|
| R3 |
2,711.39 |
2,702.39 |
2,676.28 |
|
| R2 |
2,687.77 |
2,687.77 |
2,674.11 |
|
| R1 |
2,678.77 |
2,678.77 |
2,671.95 |
2,683.27 |
| PP |
2,664.15 |
2,664.15 |
2,664.15 |
2,666.40 |
| S1 |
2,655.15 |
2,655.15 |
2,667.61 |
2,659.65 |
| S2 |
2,640.53 |
2,640.53 |
2,665.45 |
|
| S3 |
2,616.91 |
2,631.53 |
2,663.28 |
|
| S4 |
2,593.29 |
2,607.91 |
2,656.79 |
|
|
| 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 |
2,673.14 |
2,556.18 |
116.96 |
4.4% |
30.68 |
1.1% |
97% |
True |
False |
5,189 |
| 10 |
2,709.58 |
2,541.42 |
168.16 |
6.3% |
36.85 |
1.4% |
76% |
False |
False |
5,101 |
| 20 |
2,789.68 |
2,541.42 |
248.26 |
9.3% |
36.96 |
1.4% |
52% |
False |
False |
5,150 |
| 40 |
2,789.68 |
2,541.42 |
248.26 |
9.3% |
32.58 |
1.2% |
52% |
False |
False |
5,253 |
| 60 |
2,789.68 |
2,474.08 |
315.60 |
11.8% |
31.24 |
1.2% |
62% |
False |
False |
5,279 |
| 80 |
2,789.68 |
2,369.10 |
420.58 |
15.8% |
32.06 |
1.2% |
71% |
False |
False |
5,250 |
| 100 |
2,789.68 |
2,327.87 |
461.81 |
17.3% |
32.44 |
1.2% |
74% |
False |
False |
5,236 |
| 120 |
2,789.68 |
2,287.64 |
502.04 |
18.8% |
31.97 |
1.2% |
76% |
False |
False |
5,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,773.53 |
|
2.618 |
2,734.98 |
|
1.618 |
2,711.36 |
|
1.000 |
2,696.76 |
|
0.618 |
2,687.74 |
|
HIGH |
2,673.14 |
|
0.618 |
2,664.12 |
|
0.500 |
2,661.33 |
|
0.382 |
2,658.54 |
|
LOW |
2,649.52 |
|
0.618 |
2,634.92 |
|
1.000 |
2,625.90 |
|
1.618 |
2,611.30 |
|
2.618 |
2,587.68 |
|
4.250 |
2,549.14 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,666.96 |
2,660.53 |
| PP |
2,664.15 |
2,651.29 |
| S1 |
2,661.33 |
2,642.04 |
|