| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,578.1 |
2,570.4 |
-7.7 |
-0.3% |
2,692.1 |
| High |
2,585.8 |
2,580.8 |
-5.0 |
-0.2% |
2,693.4 |
| Low |
2,541.5 |
2,558.9 |
17.4 |
0.7% |
2,541.5 |
| Close |
2,572.9 |
2,570.1 |
-2.8 |
-0.1% |
2,570.1 |
| Range |
44.3 |
21.9 |
-22.4 |
-50.6% |
151.9 |
| ATR |
41.2 |
39.8 |
-1.4 |
-3.3% |
0.0 |
| Volume |
266,162 |
179,892 |
-86,270 |
-32.4% |
1,273,491 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,635.6 |
2,624.8 |
2,582.1 |
|
| R3 |
2,613.7 |
2,602.9 |
2,576.1 |
|
| R2 |
2,591.8 |
2,591.8 |
2,574.1 |
|
| R1 |
2,581.0 |
2,581.0 |
2,572.1 |
2,575.5 |
| PP |
2,569.9 |
2,569.9 |
2,569.9 |
2,567.2 |
| S1 |
2,559.1 |
2,559.1 |
2,568.1 |
2,553.6 |
| S2 |
2,548.0 |
2,548.0 |
2,566.1 |
|
| S3 |
2,526.1 |
2,537.2 |
2,564.1 |
|
| S4 |
2,504.2 |
2,515.3 |
2,558.1 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,057.4 |
2,965.6 |
2,653.6 |
|
| R3 |
2,905.5 |
2,813.7 |
2,611.9 |
|
| R2 |
2,753.6 |
2,753.6 |
2,597.9 |
|
| R1 |
2,661.8 |
2,661.8 |
2,584.0 |
2,631.8 |
| PP |
2,601.7 |
2,601.7 |
2,601.7 |
2,586.6 |
| S1 |
2,509.9 |
2,509.9 |
2,556.2 |
2,479.9 |
| S2 |
2,449.8 |
2,449.8 |
2,542.3 |
|
| S3 |
2,297.9 |
2,358.0 |
2,528.3 |
|
| S4 |
2,146.0 |
2,206.1 |
2,486.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,693.4 |
2,541.5 |
151.9 |
5.9% |
45.4 |
1.8% |
19% |
False |
False |
254,698 |
| 10 |
2,759.5 |
2,541.5 |
218.0 |
8.5% |
46.8 |
1.8% |
13% |
False |
False |
245,752 |
| 20 |
2,801.8 |
2,541.5 |
260.3 |
10.1% |
40.0 |
1.6% |
11% |
False |
False |
218,482 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
10.1% |
35.3 |
1.4% |
11% |
False |
False |
196,755 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.6% |
34.3 |
1.3% |
23% |
False |
False |
191,043 |
| 80 |
2,801.8 |
2,401.0 |
400.8 |
15.6% |
36.2 |
1.4% |
42% |
False |
False |
189,867 |
| 100 |
2,801.8 |
2,352.4 |
449.4 |
17.5% |
35.9 |
1.4% |
48% |
False |
False |
162,476 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
17.6% |
35.7 |
1.4% |
49% |
False |
False |
136,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,673.9 |
|
2.618 |
2,638.1 |
|
1.618 |
2,616.2 |
|
1.000 |
2,602.7 |
|
0.618 |
2,594.3 |
|
HIGH |
2,580.8 |
|
0.618 |
2,572.4 |
|
0.500 |
2,569.9 |
|
0.382 |
2,567.3 |
|
LOW |
2,558.9 |
|
0.618 |
2,545.4 |
|
1.000 |
2,537.0 |
|
1.618 |
2,523.5 |
|
2.618 |
2,501.6 |
|
4.250 |
2,465.8 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,570.0 |
2,583.3 |
| PP |
2,569.9 |
2,578.9 |
| S1 |
2,569.9 |
2,574.5 |
|