Trading Metrics calculated at close of trading on 19-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
4,806.0 |
4,790.0 |
-16.0 |
-0.3% |
4,831.0 |
High |
4,817.0 |
4,821.0 |
4.0 |
0.1% |
4,888.0 |
Low |
4,767.0 |
4,699.0 |
-68.0 |
-1.4% |
4,706.0 |
Close |
4,798.0 |
4,763.0 |
-35.0 |
-0.7% |
4,805.0 |
Range |
50.0 |
122.0 |
72.0 |
144.0% |
182.0 |
ATR |
75.8 |
79.1 |
3.3 |
4.3% |
0.0 |
Volume |
480,269 |
887,760 |
407,491 |
84.8% |
4,248,438 |
|
Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,127.0 |
5,067.0 |
4,830.1 |
|
R3 |
5,005.0 |
4,945.0 |
4,796.6 |
|
R2 |
4,883.0 |
4,883.0 |
4,785.4 |
|
R1 |
4,823.0 |
4,823.0 |
4,774.2 |
4,792.0 |
PP |
4,761.0 |
4,761.0 |
4,761.0 |
4,745.5 |
S1 |
4,701.0 |
4,701.0 |
4,751.8 |
4,670.0 |
S2 |
4,639.0 |
4,639.0 |
4,740.6 |
|
S3 |
4,517.0 |
4,579.0 |
4,729.5 |
|
S4 |
4,395.0 |
4,457.0 |
4,695.9 |
|
|
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 |
4,846.0 |
4,699.0 |
147.0 |
3.1% |
80.6 |
1.7% |
44% |
False |
True |
805,733 |
10 |
4,961.0 |
4,699.0 |
262.0 |
5.5% |
93.2 |
2.0% |
24% |
False |
True |
843,961 |
20 |
5,015.0 |
4,699.0 |
316.0 |
6.6% |
76.8 |
1.6% |
20% |
False |
True |
717,697 |
40 |
5,106.0 |
4,699.0 |
407.0 |
8.5% |
72.1 |
1.5% |
16% |
False |
True |
676,539 |
60 |
5,106.0 |
4,699.0 |
407.0 |
8.5% |
68.5 |
1.4% |
16% |
False |
True |
556,555 |
80 |
5,106.0 |
4,525.0 |
581.0 |
12.2% |
65.9 |
1.4% |
41% |
False |
False |
417,647 |
100 |
5,114.0 |
4,525.0 |
589.0 |
12.4% |
62.0 |
1.3% |
40% |
False |
False |
334,153 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.4% |
55.7 |
1.2% |
30% |
False |
False |
278,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,339.5 |
2.618 |
5,140.4 |
1.618 |
5,018.4 |
1.000 |
4,943.0 |
0.618 |
4,896.4 |
HIGH |
4,821.0 |
0.618 |
4,774.4 |
0.500 |
4,760.0 |
0.382 |
4,745.6 |
LOW |
4,699.0 |
0.618 |
4,623.6 |
1.000 |
4,577.0 |
1.618 |
4,501.6 |
2.618 |
4,379.6 |
4.250 |
4,180.5 |
|
|
Fisher Pivots for day following 19-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,762.0 |
4,769.5 |
PP |
4,761.0 |
4,767.3 |
S1 |
4,760.0 |
4,765.2 |
|