Trading Metrics calculated at close of trading on 14-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
4,754.0 |
4,757.0 |
3.0 |
0.1% |
4,869.0 |
High |
4,770.0 |
4,846.0 |
76.0 |
1.6% |
4,961.0 |
Low |
4,706.0 |
4,736.0 |
30.0 |
0.6% |
4,796.0 |
Close |
4,741.0 |
4,837.0 |
96.0 |
2.0% |
4,811.0 |
Range |
64.0 |
110.0 |
46.0 |
71.9% |
165.0 |
ATR |
77.1 |
79.4 |
2.4 |
3.1% |
0.0 |
Volume |
839,671 |
1,046,222 |
206,551 |
24.6% |
3,812,701 |
|
Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,136.3 |
5,096.7 |
4,897.5 |
|
R3 |
5,026.3 |
4,986.7 |
4,867.3 |
|
R2 |
4,916.3 |
4,916.3 |
4,857.2 |
|
R1 |
4,876.7 |
4,876.7 |
4,847.1 |
4,896.5 |
PP |
4,806.3 |
4,806.3 |
4,806.3 |
4,816.3 |
S1 |
4,766.7 |
4,766.7 |
4,826.9 |
4,786.5 |
S2 |
4,696.3 |
4,696.3 |
4,816.8 |
|
S3 |
4,586.3 |
4,656.7 |
4,806.8 |
|
S4 |
4,476.3 |
4,546.7 |
4,776.5 |
|
|
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% |
89.4 |
1.8% |
72% |
False |
False |
842,745 |
10 |
4,961.0 |
4,706.0 |
255.0 |
5.3% |
88.1 |
1.8% |
51% |
False |
False |
790,665 |
20 |
5,015.0 |
4,706.0 |
309.0 |
6.4% |
74.1 |
1.5% |
42% |
False |
False |
685,130 |
40 |
5,106.0 |
4,706.0 |
400.0 |
8.3% |
70.9 |
1.5% |
33% |
False |
False |
671,130 |
60 |
5,106.0 |
4,706.0 |
400.0 |
8.3% |
66.6 |
1.4% |
33% |
False |
False |
520,876 |
80 |
5,106.0 |
4,525.0 |
581.0 |
12.0% |
65.6 |
1.4% |
54% |
False |
False |
390,865 |
100 |
5,114.0 |
4,525.0 |
589.0 |
12.2% |
60.4 |
1.2% |
53% |
False |
False |
312,747 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.2% |
53.8 |
1.1% |
40% |
False |
False |
260,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,313.5 |
2.618 |
5,134.0 |
1.618 |
5,024.0 |
1.000 |
4,956.0 |
0.618 |
4,914.0 |
HIGH |
4,846.0 |
0.618 |
4,804.0 |
0.500 |
4,791.0 |
0.382 |
4,778.0 |
LOW |
4,736.0 |
0.618 |
4,668.0 |
1.000 |
4,626.0 |
1.618 |
4,558.0 |
2.618 |
4,448.0 |
4.250 |
4,268.5 |
|
|
Fisher Pivots for day following 14-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,821.7 |
4,818.5 |
PP |
4,806.3 |
4,800.0 |
S1 |
4,791.0 |
4,781.5 |
|