| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,649.95 |
2,669.77 |
19.82 |
0.7% |
2,563.07 |
| High |
2,673.14 |
2,714.94 |
41.80 |
1.6% |
2,714.94 |
| Low |
2,649.52 |
2,668.84 |
19.32 |
0.7% |
2,563.07 |
| Close |
2,669.78 |
2,714.94 |
45.16 |
1.7% |
2,714.94 |
| Range |
23.62 |
46.10 |
22.48 |
95.2% |
151.87 |
| ATR |
35.11 |
35.89 |
0.79 |
2.2% |
0.00 |
| Volume |
5,282 |
5,156 |
-126 |
-2.4% |
26,116 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.87 |
2,822.51 |
2,740.30 |
|
| R3 |
2,791.77 |
2,776.41 |
2,727.62 |
|
| R2 |
2,745.67 |
2,745.67 |
2,723.39 |
|
| R1 |
2,730.31 |
2,730.31 |
2,719.17 |
2,737.99 |
| PP |
2,699.57 |
2,699.57 |
2,699.57 |
2,703.42 |
| S1 |
2,684.21 |
2,684.21 |
2,710.71 |
2,691.89 |
| S2 |
2,653.47 |
2,653.47 |
2,706.49 |
|
| S3 |
2,607.37 |
2,638.11 |
2,702.26 |
|
| S4 |
2,561.27 |
2,592.01 |
2,689.59 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.93 |
3,069.30 |
2,798.47 |
|
| R3 |
2,968.06 |
2,917.43 |
2,756.70 |
|
| R2 |
2,816.19 |
2,816.19 |
2,742.78 |
|
| R1 |
2,765.56 |
2,765.56 |
2,728.86 |
2,790.88 |
| PP |
2,664.32 |
2,664.32 |
2,664.32 |
2,676.97 |
| S1 |
2,613.69 |
2,613.69 |
2,701.02 |
2,639.01 |
| S2 |
2,512.45 |
2,512.45 |
2,687.10 |
|
| S3 |
2,360.58 |
2,461.82 |
2,673.18 |
|
| S4 |
2,208.71 |
2,309.95 |
2,631.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,714.94 |
2,563.07 |
151.87 |
5.6% |
36.25 |
1.3% |
100% |
True |
False |
5,223 |
| 10 |
2,714.94 |
2,541.42 |
173.52 |
6.4% |
38.77 |
1.4% |
100% |
True |
False |
5,103 |
| 20 |
2,789.68 |
2,541.42 |
248.26 |
9.1% |
37.79 |
1.4% |
70% |
False |
False |
5,135 |
| 40 |
2,789.68 |
2,541.42 |
248.26 |
9.1% |
33.00 |
1.2% |
70% |
False |
False |
5,249 |
| 60 |
2,789.68 |
2,474.08 |
315.60 |
11.6% |
31.60 |
1.2% |
76% |
False |
False |
5,275 |
| 80 |
2,789.68 |
2,369.10 |
420.58 |
15.5% |
32.31 |
1.2% |
82% |
False |
False |
5,252 |
| 100 |
2,789.68 |
2,352.28 |
437.40 |
16.1% |
32.53 |
1.2% |
83% |
False |
False |
5,241 |
| 120 |
2,789.68 |
2,287.64 |
502.04 |
18.5% |
32.07 |
1.2% |
85% |
False |
False |
5,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,910.87 |
|
2.618 |
2,835.63 |
|
1.618 |
2,789.53 |
|
1.000 |
2,761.04 |
|
0.618 |
2,743.43 |
|
HIGH |
2,714.94 |
|
0.618 |
2,697.33 |
|
0.500 |
2,691.89 |
|
0.382 |
2,686.45 |
|
LOW |
2,668.84 |
|
0.618 |
2,640.35 |
|
1.000 |
2,622.74 |
|
1.618 |
2,594.25 |
|
2.618 |
2,548.15 |
|
4.250 |
2,472.92 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,707.26 |
2,699.33 |
| PP |
2,699.57 |
2,683.71 |
| S1 |
2,691.89 |
2,668.10 |
|