Trading Metrics calculated at close of trading on 15-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
4,757.0 |
4,816.0 |
59.0 |
1.2% |
4,831.0 |
High |
4,846.0 |
4,840.0 |
-6.0 |
-0.1% |
4,888.0 |
Low |
4,736.0 |
4,783.0 |
47.0 |
1.0% |
4,706.0 |
Close |
4,837.0 |
4,805.0 |
-32.0 |
-0.7% |
4,805.0 |
Range |
110.0 |
57.0 |
-53.0 |
-48.2% |
182.0 |
ATR |
79.4 |
77.8 |
-1.6 |
-2.0% |
0.0 |
Volume |
1,046,222 |
774,747 |
-271,475 |
-25.9% |
4,248,438 |
|
Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,980.3 |
4,949.7 |
4,836.4 |
|
R3 |
4,923.3 |
4,892.7 |
4,820.7 |
|
R2 |
4,866.3 |
4,866.3 |
4,815.5 |
|
R1 |
4,835.7 |
4,835.7 |
4,810.2 |
4,822.5 |
PP |
4,809.3 |
4,809.3 |
4,809.3 |
4,802.8 |
S1 |
4,778.7 |
4,778.7 |
4,799.8 |
4,765.5 |
S2 |
4,752.3 |
4,752.3 |
4,794.6 |
|
S3 |
4,695.3 |
4,721.7 |
4,789.3 |
|
S4 |
4,638.3 |
4,664.7 |
4,773.7 |
|
|
Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,345.7 |
5,257.3 |
4,905.1 |
|
R3 |
5,163.7 |
5,075.3 |
4,855.1 |
|
R2 |
4,981.7 |
4,981.7 |
4,838.4 |
|
R1 |
4,893.3 |
4,893.3 |
4,821.7 |
4,846.5 |
PP |
4,799.7 |
4,799.7 |
4,799.7 |
4,776.3 |
S1 |
4,711.3 |
4,711.3 |
4,788.3 |
4,664.5 |
S2 |
4,617.7 |
4,617.7 |
4,771.6 |
|
S3 |
4,435.7 |
4,529.3 |
4,755.0 |
|
S4 |
4,253.7 |
4,347.3 |
4,704.9 |
|
|
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% |
83.8 |
1.7% |
54% |
False |
False |
849,687 |
10 |
4,961.0 |
4,706.0 |
255.0 |
5.3% |
86.4 |
1.8% |
39% |
False |
False |
806,113 |
20 |
5,015.0 |
4,706.0 |
309.0 |
6.4% |
73.7 |
1.5% |
32% |
False |
False |
696,865 |
40 |
5,106.0 |
4,706.0 |
400.0 |
8.3% |
70.6 |
1.5% |
25% |
False |
False |
670,182 |
60 |
5,106.0 |
4,706.0 |
400.0 |
8.3% |
66.8 |
1.4% |
25% |
False |
False |
533,764 |
80 |
5,106.0 |
4,525.0 |
581.0 |
12.1% |
65.4 |
1.4% |
48% |
False |
False |
400,549 |
100 |
5,114.0 |
4,525.0 |
589.0 |
12.3% |
60.6 |
1.3% |
48% |
False |
False |
320,494 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.3% |
54.3 |
1.1% |
36% |
False |
False |
267,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,082.3 |
2.618 |
4,989.2 |
1.618 |
4,932.2 |
1.000 |
4,897.0 |
0.618 |
4,875.2 |
HIGH |
4,840.0 |
0.618 |
4,818.2 |
0.500 |
4,811.5 |
0.382 |
4,804.8 |
LOW |
4,783.0 |
0.618 |
4,747.8 |
1.000 |
4,726.0 |
1.618 |
4,690.8 |
2.618 |
4,633.8 |
4.250 |
4,540.8 |
|
|
Fisher Pivots for day following 15-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,811.5 |
4,795.3 |
PP |
4,809.3 |
4,785.7 |
S1 |
4,807.2 |
4,776.0 |
|