Trading Metrics calculated at close of trading on 13-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
4,854.0 |
4,754.0 |
-100.0 |
-2.1% |
4,869.0 |
High |
4,857.0 |
4,770.0 |
-87.0 |
-1.8% |
4,961.0 |
Low |
4,735.0 |
4,706.0 |
-29.0 |
-0.6% |
4,796.0 |
Close |
4,757.0 |
4,741.0 |
-16.0 |
-0.3% |
4,811.0 |
Range |
122.0 |
64.0 |
-58.0 |
-47.5% |
165.0 |
ATR |
78.1 |
77.1 |
-1.0 |
-1.3% |
0.0 |
Volume |
1,014,078 |
839,671 |
-174,407 |
-17.2% |
3,812,701 |
|
Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,931.0 |
4,900.0 |
4,776.2 |
|
R3 |
4,867.0 |
4,836.0 |
4,758.6 |
|
R2 |
4,803.0 |
4,803.0 |
4,752.7 |
|
R1 |
4,772.0 |
4,772.0 |
4,746.9 |
4,755.5 |
PP |
4,739.0 |
4,739.0 |
4,739.0 |
4,730.8 |
S1 |
4,708.0 |
4,708.0 |
4,735.1 |
4,691.5 |
S2 |
4,675.0 |
4,675.0 |
4,729.3 |
|
S3 |
4,611.0 |
4,644.0 |
4,723.4 |
|
S4 |
4,547.0 |
4,580.0 |
4,705.8 |
|
|
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 |
4,888.0 |
4,706.0 |
182.0 |
3.8% |
85.8 |
1.8% |
19% |
False |
True |
797,446 |
10 |
4,961.0 |
4,706.0 |
255.0 |
5.4% |
84.8 |
1.8% |
14% |
False |
True |
780,522 |
20 |
5,015.0 |
4,706.0 |
309.0 |
6.5% |
72.2 |
1.5% |
11% |
False |
True |
668,359 |
40 |
5,106.0 |
4,706.0 |
400.0 |
8.4% |
70.6 |
1.5% |
9% |
False |
True |
665,635 |
60 |
5,106.0 |
4,706.0 |
400.0 |
8.4% |
65.3 |
1.4% |
9% |
False |
True |
503,441 |
80 |
5,106.0 |
4,525.0 |
581.0 |
12.3% |
64.8 |
1.4% |
37% |
False |
False |
377,788 |
100 |
5,114.0 |
4,525.0 |
589.0 |
12.4% |
59.9 |
1.3% |
37% |
False |
False |
302,285 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.5% |
52.9 |
1.1% |
28% |
False |
False |
251,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,042.0 |
2.618 |
4,937.6 |
1.618 |
4,873.6 |
1.000 |
4,834.0 |
0.618 |
4,809.6 |
HIGH |
4,770.0 |
0.618 |
4,745.6 |
0.500 |
4,738.0 |
0.382 |
4,730.4 |
LOW |
4,706.0 |
0.618 |
4,666.4 |
1.000 |
4,642.0 |
1.618 |
4,602.4 |
2.618 |
4,538.4 |
4.250 |
4,434.0 |
|
|
Fisher Pivots for day following 13-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,740.0 |
4,797.0 |
PP |
4,739.0 |
4,778.3 |
S1 |
4,738.0 |
4,759.7 |
|