| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,570.4 |
2,571.5 |
1.1 |
0.0% |
2,692.1 |
| High |
2,580.8 |
2,619.5 |
38.7 |
1.5% |
2,693.4 |
| Low |
2,558.9 |
2,568.5 |
9.6 |
0.4% |
2,541.5 |
| Close |
2,570.1 |
2,614.6 |
44.5 |
1.7% |
2,570.1 |
| Range |
21.9 |
51.0 |
29.1 |
132.9% |
151.9 |
| ATR |
39.8 |
40.6 |
0.8 |
2.0% |
0.0 |
| Volume |
179,892 |
195,294 |
15,402 |
8.6% |
1,273,491 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,753.9 |
2,735.2 |
2,642.7 |
|
| R3 |
2,702.9 |
2,684.2 |
2,628.6 |
|
| R2 |
2,651.9 |
2,651.9 |
2,624.0 |
|
| R1 |
2,633.2 |
2,633.2 |
2,619.3 |
2,642.6 |
| PP |
2,600.9 |
2,600.9 |
2,600.9 |
2,605.5 |
| S1 |
2,582.2 |
2,582.2 |
2,609.9 |
2,591.6 |
| S2 |
2,549.9 |
2,549.9 |
2,605.3 |
|
| S3 |
2,498.9 |
2,531.2 |
2,600.6 |
|
| S4 |
2,447.9 |
2,480.2 |
2,586.6 |
|
|
| 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 |
2,633.4 |
2,541.5 |
91.9 |
3.5% |
40.4 |
1.5% |
80% |
False |
False |
237,373 |
| 10 |
2,759.5 |
2,541.5 |
218.0 |
8.3% |
50.1 |
1.9% |
34% |
False |
False |
250,756 |
| 20 |
2,801.8 |
2,541.5 |
260.3 |
10.0% |
41.2 |
1.6% |
28% |
False |
False |
217,724 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
10.0% |
36.0 |
1.4% |
28% |
False |
False |
197,375 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.4% |
34.5 |
1.3% |
37% |
False |
False |
191,555 |
| 80 |
2,801.8 |
2,403.8 |
398.0 |
15.2% |
36.4 |
1.4% |
53% |
False |
False |
191,268 |
| 100 |
2,801.8 |
2,374.0 |
427.8 |
16.4% |
36.0 |
1.4% |
56% |
False |
False |
164,339 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
17.3% |
35.9 |
1.4% |
59% |
False |
False |
137,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.3 |
|
2.618 |
2,753.0 |
|
1.618 |
2,702.0 |
|
1.000 |
2,670.5 |
|
0.618 |
2,651.0 |
|
HIGH |
2,619.5 |
|
0.618 |
2,600.0 |
|
0.500 |
2,594.0 |
|
0.382 |
2,588.0 |
|
LOW |
2,568.5 |
|
0.618 |
2,537.0 |
|
1.000 |
2,517.5 |
|
1.618 |
2,486.0 |
|
2.618 |
2,435.0 |
|
4.250 |
2,351.8 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,607.7 |
2,603.2 |
| PP |
2,600.9 |
2,591.9 |
| S1 |
2,594.0 |
2,580.5 |
|