| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,571.5 |
2,616.3 |
44.8 |
1.7% |
2,692.1 |
| High |
2,619.5 |
2,643.4 |
23.9 |
0.9% |
2,693.4 |
| Low |
2,568.5 |
2,614.2 |
45.7 |
1.8% |
2,541.5 |
| Close |
2,614.6 |
2,631.0 |
16.4 |
0.6% |
2,570.1 |
| Range |
51.0 |
29.2 |
-21.8 |
-42.7% |
151.9 |
| ATR |
40.6 |
39.8 |
-0.8 |
-2.0% |
0.0 |
| Volume |
195,294 |
202,241 |
6,947 |
3.6% |
1,273,491 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.1 |
2,703.3 |
2,647.1 |
|
| R3 |
2,687.9 |
2,674.1 |
2,639.0 |
|
| R2 |
2,658.7 |
2,658.7 |
2,636.4 |
|
| R1 |
2,644.9 |
2,644.9 |
2,633.7 |
2,651.8 |
| PP |
2,629.5 |
2,629.5 |
2,629.5 |
2,633.0 |
| S1 |
2,615.7 |
2,615.7 |
2,628.3 |
2,622.6 |
| S2 |
2,600.3 |
2,600.3 |
2,625.6 |
|
| S3 |
2,571.1 |
2,586.5 |
2,623.0 |
|
| S4 |
2,541.9 |
2,557.3 |
2,614.9 |
|
|
| 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 |
2,643.4 |
2,541.5 |
101.9 |
3.9% |
38.7 |
1.5% |
88% |
True |
False |
221,268 |
| 10 |
2,758.8 |
2,541.5 |
217.3 |
8.3% |
50.4 |
1.9% |
41% |
False |
False |
255,837 |
| 20 |
2,801.8 |
2,541.5 |
260.3 |
9.9% |
41.2 |
1.6% |
34% |
False |
False |
219,152 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.9% |
35.7 |
1.4% |
34% |
False |
False |
197,017 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.4% |
34.7 |
1.3% |
43% |
False |
False |
192,801 |
| 80 |
2,801.8 |
2,403.8 |
398.0 |
15.1% |
36.3 |
1.4% |
57% |
False |
False |
191,933 |
| 100 |
2,801.8 |
2,374.0 |
427.8 |
16.3% |
36.1 |
1.4% |
60% |
False |
False |
166,298 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
17.2% |
35.9 |
1.4% |
62% |
False |
False |
139,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,767.5 |
|
2.618 |
2,719.8 |
|
1.618 |
2,690.6 |
|
1.000 |
2,672.6 |
|
0.618 |
2,661.4 |
|
HIGH |
2,643.4 |
|
0.618 |
2,632.2 |
|
0.500 |
2,628.8 |
|
0.382 |
2,625.4 |
|
LOW |
2,614.2 |
|
0.618 |
2,596.2 |
|
1.000 |
2,585.0 |
|
1.618 |
2,567.0 |
|
2.618 |
2,537.8 |
|
4.250 |
2,490.1 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,630.3 |
2,621.1 |
| PP |
2,629.5 |
2,611.1 |
| S1 |
2,628.8 |
2,601.2 |
|