Trading Metrics calculated at close of trading on 12-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
4,831.0 |
4,854.0 |
23.0 |
0.5% |
4,869.0 |
High |
4,888.0 |
4,857.0 |
-31.0 |
-0.6% |
4,961.0 |
Low |
4,822.0 |
4,735.0 |
-87.0 |
-1.8% |
4,796.0 |
Close |
4,863.0 |
4,757.0 |
-106.0 |
-2.2% |
4,811.0 |
Range |
66.0 |
122.0 |
56.0 |
84.8% |
165.0 |
ATR |
74.2 |
78.1 |
3.8 |
5.2% |
0.0 |
Volume |
573,720 |
1,014,078 |
440,358 |
76.8% |
3,812,701 |
|
Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,149.0 |
5,075.0 |
4,824.1 |
|
R3 |
5,027.0 |
4,953.0 |
4,790.6 |
|
R2 |
4,905.0 |
4,905.0 |
4,779.4 |
|
R1 |
4,831.0 |
4,831.0 |
4,768.2 |
4,807.0 |
PP |
4,783.0 |
4,783.0 |
4,783.0 |
4,771.0 |
S1 |
4,709.0 |
4,709.0 |
4,745.8 |
4,685.0 |
S2 |
4,661.0 |
4,661.0 |
4,734.6 |
|
S3 |
4,539.0 |
4,587.0 |
4,723.5 |
|
S4 |
4,417.0 |
4,465.0 |
4,689.9 |
|
|
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 |
4,735.0 |
226.0 |
4.8% |
105.8 |
2.2% |
10% |
False |
True |
882,189 |
10 |
4,970.0 |
4,735.0 |
235.0 |
4.9% |
87.3 |
1.8% |
9% |
False |
True |
773,439 |
20 |
5,015.0 |
4,735.0 |
280.0 |
5.9% |
71.0 |
1.5% |
8% |
False |
True |
664,412 |
40 |
5,106.0 |
4,735.0 |
371.0 |
7.8% |
70.8 |
1.5% |
6% |
False |
True |
659,796 |
60 |
5,106.0 |
4,735.0 |
371.0 |
7.8% |
65.2 |
1.4% |
6% |
False |
True |
489,452 |
80 |
5,106.0 |
4,525.0 |
581.0 |
12.2% |
64.4 |
1.4% |
40% |
False |
False |
367,292 |
100 |
5,114.0 |
4,525.0 |
589.0 |
12.4% |
59.6 |
1.3% |
39% |
False |
False |
293,888 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.4% |
52.5 |
1.1% |
30% |
False |
False |
244,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,375.5 |
2.618 |
5,176.4 |
1.618 |
5,054.4 |
1.000 |
4,979.0 |
0.618 |
4,932.4 |
HIGH |
4,857.0 |
0.618 |
4,810.4 |
0.500 |
4,796.0 |
0.382 |
4,781.6 |
LOW |
4,735.0 |
0.618 |
4,659.6 |
1.000 |
4,613.0 |
1.618 |
4,537.6 |
2.618 |
4,415.6 |
4.250 |
4,216.5 |
|
|
Fisher Pivots for day following 12-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,796.0 |
4,811.5 |
PP |
4,783.0 |
4,793.3 |
S1 |
4,770.0 |
4,775.2 |
|