Trading Metrics calculated at close of trading on 11-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
4,881.0 |
4,831.0 |
-50.0 |
-1.0% |
4,869.0 |
High |
4,885.0 |
4,888.0 |
3.0 |
0.1% |
4,961.0 |
Low |
4,800.0 |
4,822.0 |
22.0 |
0.5% |
4,796.0 |
Close |
4,811.0 |
4,863.0 |
52.0 |
1.1% |
4,811.0 |
Range |
85.0 |
66.0 |
-19.0 |
-22.4% |
165.0 |
ATR |
74.0 |
74.2 |
0.2 |
0.3% |
0.0 |
Volume |
740,034 |
573,720 |
-166,314 |
-22.5% |
3,812,701 |
|
Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,055.7 |
5,025.3 |
4,899.3 |
|
R3 |
4,989.7 |
4,959.3 |
4,881.2 |
|
R2 |
4,923.7 |
4,923.7 |
4,875.1 |
|
R1 |
4,893.3 |
4,893.3 |
4,869.1 |
4,908.5 |
PP |
4,857.7 |
4,857.7 |
4,857.7 |
4,865.3 |
S1 |
4,827.3 |
4,827.3 |
4,857.0 |
4,842.5 |
S2 |
4,791.7 |
4,791.7 |
4,850.9 |
|
S3 |
4,725.7 |
4,761.3 |
4,844.9 |
|
S4 |
4,659.7 |
4,695.3 |
4,826.7 |
|
|
Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,351.0 |
5,246.0 |
4,901.8 |
|
R3 |
5,186.0 |
5,081.0 |
4,856.4 |
|
R2 |
5,021.0 |
5,021.0 |
4,841.3 |
|
R1 |
4,916.0 |
4,916.0 |
4,826.1 |
4,886.0 |
PP |
4,856.0 |
4,856.0 |
4,856.0 |
4,841.0 |
S1 |
4,751.0 |
4,751.0 |
4,795.9 |
4,721.0 |
S2 |
4,691.0 |
4,691.0 |
4,780.8 |
|
S3 |
4,526.0 |
4,586.0 |
4,765.6 |
|
S4 |
4,361.0 |
4,421.0 |
4,720.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,961.0 |
4,796.0 |
165.0 |
3.4% |
90.6 |
1.9% |
41% |
False |
False |
776,241 |
10 |
5,015.0 |
4,796.0 |
219.0 |
4.5% |
80.6 |
1.7% |
31% |
False |
False |
724,455 |
20 |
5,084.0 |
4,796.0 |
288.0 |
5.9% |
72.3 |
1.5% |
23% |
False |
False |
659,338 |
40 |
5,106.0 |
4,796.0 |
310.0 |
6.4% |
68.9 |
1.4% |
22% |
False |
False |
661,638 |
60 |
5,106.0 |
4,757.0 |
349.0 |
7.2% |
63.9 |
1.3% |
30% |
False |
False |
472,554 |
80 |
5,106.0 |
4,525.0 |
581.0 |
11.9% |
63.7 |
1.3% |
58% |
False |
False |
354,641 |
100 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
58.7 |
1.2% |
57% |
False |
False |
283,749 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
51.5 |
1.1% |
43% |
False |
False |
236,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,168.5 |
2.618 |
5,060.8 |
1.618 |
4,994.8 |
1.000 |
4,954.0 |
0.618 |
4,928.8 |
HIGH |
4,888.0 |
0.618 |
4,862.8 |
0.500 |
4,855.0 |
0.382 |
4,847.2 |
LOW |
4,822.0 |
0.618 |
4,781.2 |
1.000 |
4,756.0 |
1.618 |
4,715.2 |
2.618 |
4,649.2 |
4.250 |
4,541.5 |
|
|
Fisher Pivots for day following 11-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,860.3 |
4,856.0 |
PP |
4,857.7 |
4,849.0 |
S1 |
4,855.0 |
4,842.0 |
|