| 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 |
2,692.1 |
2,625.7 |
-66.4 |
-2.5% |
2,743.5 |
| High |
2,693.4 |
2,633.4 |
-60.0 |
-2.2% |
2,759.5 |
| Low |
2,617.1 |
2,595.7 |
-21.4 |
-0.8% |
2,650.3 |
| Close |
2,617.7 |
2,606.3 |
-11.4 |
-0.4% |
2,694.8 |
| Range |
76.3 |
37.7 |
-38.6 |
-50.6% |
109.2 |
| ATR |
40.7 |
40.5 |
-0.2 |
-0.5% |
0.0 |
| Volume |
281,919 |
282,766 |
847 |
0.3% |
1,184,029 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,724.9 |
2,703.3 |
2,627.0 |
|
| R3 |
2,687.2 |
2,665.6 |
2,616.7 |
|
| R2 |
2,649.5 |
2,649.5 |
2,613.2 |
|
| R1 |
2,627.9 |
2,627.9 |
2,609.8 |
2,619.9 |
| PP |
2,611.8 |
2,611.8 |
2,611.8 |
2,607.8 |
| S1 |
2,590.2 |
2,590.2 |
2,602.8 |
2,582.2 |
| S2 |
2,574.1 |
2,574.1 |
2,599.4 |
|
| S3 |
2,536.4 |
2,552.5 |
2,595.9 |
|
| S4 |
2,498.7 |
2,514.8 |
2,585.6 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.1 |
2,971.2 |
2,754.9 |
|
| R3 |
2,919.9 |
2,862.0 |
2,724.8 |
|
| R2 |
2,810.7 |
2,810.7 |
2,714.8 |
|
| R1 |
2,752.8 |
2,752.8 |
2,704.8 |
2,727.2 |
| PP |
2,701.5 |
2,701.5 |
2,701.5 |
2,688.7 |
| S1 |
2,643.6 |
2,643.6 |
2,684.8 |
2,618.0 |
| S2 |
2,592.3 |
2,592.3 |
2,674.8 |
|
| S3 |
2,483.1 |
2,534.4 |
2,664.8 |
|
| S4 |
2,373.9 |
2,425.2 |
2,634.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,758.8 |
2,595.7 |
163.1 |
6.3% |
62.1 |
2.4% |
6% |
False |
True |
290,406 |
| 10 |
2,801.8 |
2,595.7 |
206.1 |
7.9% |
46.3 |
1.8% |
5% |
False |
True |
236,349 |
| 20 |
2,801.8 |
2,595.7 |
206.1 |
7.9% |
38.5 |
1.5% |
5% |
False |
True |
208,924 |
| 40 |
2,801.8 |
2,572.5 |
229.3 |
8.8% |
36.0 |
1.4% |
15% |
False |
False |
195,155 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.5% |
34.2 |
1.3% |
35% |
False |
False |
187,854 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
15.5% |
36.1 |
1.4% |
52% |
False |
False |
184,278 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
17.3% |
35.5 |
1.4% |
57% |
False |
False |
155,560 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
17.3% |
35.6 |
1.4% |
57% |
False |
False |
130,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,793.6 |
|
2.618 |
2,732.1 |
|
1.618 |
2,694.4 |
|
1.000 |
2,671.1 |
|
0.618 |
2,656.7 |
|
HIGH |
2,633.4 |
|
0.618 |
2,619.0 |
|
0.500 |
2,614.6 |
|
0.382 |
2,610.1 |
|
LOW |
2,595.7 |
|
0.618 |
2,572.4 |
|
1.000 |
2,558.0 |
|
1.618 |
2,534.7 |
|
2.618 |
2,497.0 |
|
4.250 |
2,435.5 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,614.6 |
2,656.8 |
| PP |
2,611.8 |
2,639.9 |
| S1 |
2,609.1 |
2,623.1 |
|