| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,635.8 |
2,653.5 |
17.7 |
0.7% |
2,692.1 |
| High |
2,659.0 |
2,676.5 |
17.5 |
0.7% |
2,693.4 |
| Low |
2,621.9 |
2,651.6 |
29.7 |
1.1% |
2,541.5 |
| Close |
2,651.7 |
2,674.9 |
23.2 |
0.9% |
2,570.1 |
| Range |
37.1 |
24.9 |
-12.2 |
-32.9% |
151.9 |
| ATR |
39.6 |
38.6 |
-1.1 |
-2.7% |
0.0 |
| Volume |
182,012 |
186,297 |
4,285 |
2.4% |
1,273,491 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,742.4 |
2,733.5 |
2,688.6 |
|
| R3 |
2,717.5 |
2,708.6 |
2,681.7 |
|
| R2 |
2,692.6 |
2,692.6 |
2,679.5 |
|
| R1 |
2,683.7 |
2,683.7 |
2,677.2 |
2,688.2 |
| PP |
2,667.7 |
2,667.7 |
2,667.7 |
2,669.9 |
| S1 |
2,658.8 |
2,658.8 |
2,672.6 |
2,663.3 |
| S2 |
2,642.8 |
2,642.8 |
2,670.3 |
|
| S3 |
2,617.9 |
2,633.9 |
2,668.1 |
|
| S4 |
2,593.0 |
2,609.0 |
2,661.2 |
|
|
| 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 |
2,676.5 |
2,558.9 |
117.6 |
4.4% |
32.8 |
1.2% |
99% |
True |
False |
189,147 |
| 10 |
2,717.8 |
2,541.5 |
176.3 |
6.6% |
40.0 |
1.5% |
76% |
False |
False |
227,244 |
| 20 |
2,801.8 |
2,541.5 |
260.3 |
9.7% |
40.4 |
1.5% |
51% |
False |
False |
218,048 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.7% |
35.9 |
1.3% |
51% |
False |
False |
196,035 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.2% |
34.8 |
1.3% |
58% |
False |
False |
193,750 |
| 80 |
2,801.8 |
2,403.8 |
398.0 |
14.9% |
36.0 |
1.3% |
68% |
False |
False |
192,171 |
| 100 |
2,801.8 |
2,382.6 |
419.2 |
15.7% |
36.4 |
1.4% |
70% |
False |
False |
169,669 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
16.9% |
35.7 |
1.3% |
72% |
False |
False |
142,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,782.3 |
|
2.618 |
2,741.7 |
|
1.618 |
2,716.8 |
|
1.000 |
2,701.4 |
|
0.618 |
2,691.9 |
|
HIGH |
2,676.5 |
|
0.618 |
2,667.0 |
|
0.500 |
2,664.1 |
|
0.382 |
2,661.1 |
|
LOW |
2,651.6 |
|
0.618 |
2,636.2 |
|
1.000 |
2,626.7 |
|
1.618 |
2,611.3 |
|
2.618 |
2,586.4 |
|
4.250 |
2,545.8 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.3 |
2,665.1 |
| PP |
2,667.7 |
2,655.2 |
| S1 |
2,664.1 |
2,645.4 |
|