| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,604.7 |
2,578.1 |
-26.6 |
-1.0% |
2,743.5 |
| High |
2,625.0 |
2,585.8 |
-39.2 |
-1.5% |
2,759.5 |
| Low |
2,578.1 |
2,541.5 |
-36.6 |
-1.4% |
2,650.3 |
| Close |
2,586.5 |
2,572.9 |
-13.6 |
-0.5% |
2,694.8 |
| Range |
46.9 |
44.3 |
-2.6 |
-5.5% |
109.2 |
| ATR |
40.9 |
41.2 |
0.3 |
0.7% |
0.0 |
| Volume |
262,752 |
266,162 |
3,410 |
1.3% |
1,184,029 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.6 |
2,680.6 |
2,597.3 |
|
| R3 |
2,655.3 |
2,636.3 |
2,585.1 |
|
| R2 |
2,611.0 |
2,611.0 |
2,581.0 |
|
| R1 |
2,592.0 |
2,592.0 |
2,577.0 |
2,579.4 |
| PP |
2,566.7 |
2,566.7 |
2,566.7 |
2,560.4 |
| S1 |
2,547.7 |
2,547.7 |
2,568.8 |
2,535.1 |
| S2 |
2,522.4 |
2,522.4 |
2,564.8 |
|
| S3 |
2,478.1 |
2,503.4 |
2,560.7 |
|
| S4 |
2,433.8 |
2,459.1 |
2,548.5 |
|
|
| 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 |
2,717.8 |
2,541.5 |
176.3 |
6.9% |
47.1 |
1.8% |
18% |
False |
True |
265,341 |
| 10 |
2,772.4 |
2,541.5 |
230.9 |
9.0% |
47.6 |
1.8% |
14% |
False |
True |
245,828 |
| 20 |
2,801.8 |
2,541.5 |
260.3 |
10.1% |
40.4 |
1.6% |
12% |
False |
True |
218,435 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
10.1% |
35.8 |
1.4% |
12% |
False |
True |
197,438 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.6% |
34.7 |
1.3% |
23% |
False |
False |
191,001 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
15.7% |
36.5 |
1.4% |
43% |
False |
False |
188,837 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
17.5% |
36.0 |
1.4% |
49% |
False |
False |
160,743 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
17.6% |
35.7 |
1.4% |
49% |
False |
False |
134,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,774.1 |
|
2.618 |
2,701.8 |
|
1.618 |
2,657.5 |
|
1.000 |
2,630.1 |
|
0.618 |
2,613.2 |
|
HIGH |
2,585.8 |
|
0.618 |
2,568.9 |
|
0.500 |
2,563.7 |
|
0.382 |
2,558.4 |
|
LOW |
2,541.5 |
|
0.618 |
2,514.1 |
|
1.000 |
2,497.2 |
|
1.618 |
2,469.8 |
|
2.618 |
2,425.5 |
|
4.250 |
2,353.2 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,569.8 |
2,587.5 |
| PP |
2,566.7 |
2,582.6 |
| S1 |
2,563.7 |
2,577.8 |
|