| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,625.7 |
2,604.7 |
-21.0 |
-0.8% |
2,743.5 |
| High |
2,633.4 |
2,625.0 |
-8.4 |
-0.3% |
2,759.5 |
| Low |
2,595.7 |
2,578.1 |
-17.6 |
-0.7% |
2,650.3 |
| Close |
2,606.3 |
2,586.5 |
-19.8 |
-0.8% |
2,694.8 |
| Range |
37.7 |
46.9 |
9.2 |
24.4% |
109.2 |
| ATR |
40.5 |
40.9 |
0.5 |
1.1% |
0.0 |
| Volume |
282,766 |
262,752 |
-20,014 |
-7.1% |
1,184,029 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.2 |
2,708.8 |
2,612.3 |
|
| R3 |
2,690.3 |
2,661.9 |
2,599.4 |
|
| R2 |
2,643.4 |
2,643.4 |
2,595.1 |
|
| R1 |
2,615.0 |
2,615.0 |
2,590.8 |
2,605.8 |
| PP |
2,596.5 |
2,596.5 |
2,596.5 |
2,591.9 |
| S1 |
2,568.1 |
2,568.1 |
2,582.2 |
2,558.9 |
| S2 |
2,549.6 |
2,549.6 |
2,577.9 |
|
| S3 |
2,502.7 |
2,521.2 |
2,573.6 |
|
| S4 |
2,455.8 |
2,474.3 |
2,560.7 |
|
|
| 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 |
2,718.3 |
2,578.1 |
140.2 |
5.4% |
51.9 |
2.0% |
6% |
False |
True |
270,694 |
| 10 |
2,801.2 |
2,578.1 |
223.1 |
8.6% |
49.1 |
1.9% |
4% |
False |
True |
243,469 |
| 20 |
2,801.8 |
2,578.1 |
223.7 |
8.6% |
39.5 |
1.5% |
4% |
False |
True |
214,218 |
| 40 |
2,801.8 |
2,575.3 |
226.5 |
8.8% |
35.8 |
1.4% |
5% |
False |
False |
195,896 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.6% |
34.4 |
1.3% |
28% |
False |
False |
189,047 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
15.6% |
36.4 |
1.4% |
47% |
False |
False |
186,837 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
17.4% |
35.8 |
1.4% |
52% |
False |
False |
158,153 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
17.5% |
35.5 |
1.4% |
52% |
False |
False |
132,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,824.3 |
|
2.618 |
2,747.8 |
|
1.618 |
2,700.9 |
|
1.000 |
2,671.9 |
|
0.618 |
2,654.0 |
|
HIGH |
2,625.0 |
|
0.618 |
2,607.1 |
|
0.500 |
2,601.6 |
|
0.382 |
2,596.0 |
|
LOW |
2,578.1 |
|
0.618 |
2,549.1 |
|
1.000 |
2,531.2 |
|
1.618 |
2,502.2 |
|
2.618 |
2,455.3 |
|
4.250 |
2,378.8 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,601.6 |
2,635.8 |
| PP |
2,596.5 |
2,619.3 |
| S1 |
2,591.5 |
2,602.9 |
|