Trading Metrics calculated at close of trading on 20-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
4,790.0 |
4,773.0 |
-17.0 |
-0.4% |
4,831.0 |
High |
4,821.0 |
4,803.0 |
-18.0 |
-0.4% |
4,888.0 |
Low |
4,699.0 |
4,728.0 |
29.0 |
0.6% |
4,706.0 |
Close |
4,763.0 |
4,742.0 |
-21.0 |
-0.4% |
4,805.0 |
Range |
122.0 |
75.0 |
-47.0 |
-38.5% |
182.0 |
ATR |
79.1 |
78.8 |
-0.3 |
-0.4% |
0.0 |
Volume |
887,760 |
604,777 |
-282,983 |
-31.9% |
4,248,438 |
|
Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,982.7 |
4,937.3 |
4,783.3 |
|
R3 |
4,907.7 |
4,862.3 |
4,762.6 |
|
R2 |
4,832.7 |
4,832.7 |
4,755.8 |
|
R1 |
4,787.3 |
4,787.3 |
4,748.9 |
4,772.5 |
PP |
4,757.7 |
4,757.7 |
4,757.7 |
4,750.3 |
S1 |
4,712.3 |
4,712.3 |
4,735.1 |
4,697.5 |
S2 |
4,682.7 |
4,682.7 |
4,728.3 |
|
S3 |
4,607.7 |
4,637.3 |
4,721.4 |
|
S4 |
4,532.7 |
4,562.3 |
4,700.8 |
|
|
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% |
82.8 |
1.7% |
29% |
False |
False |
758,755 |
10 |
4,888.0 |
4,699.0 |
189.0 |
4.0% |
84.3 |
1.8% |
23% |
False |
False |
778,100 |
20 |
5,015.0 |
4,699.0 |
316.0 |
6.7% |
78.0 |
1.6% |
14% |
False |
False |
722,035 |
40 |
5,106.0 |
4,699.0 |
407.0 |
8.6% |
73.2 |
1.5% |
11% |
False |
False |
679,264 |
60 |
5,106.0 |
4,699.0 |
407.0 |
8.6% |
69.4 |
1.5% |
11% |
False |
False |
566,613 |
80 |
5,106.0 |
4,525.0 |
581.0 |
12.3% |
66.2 |
1.4% |
37% |
False |
False |
425,206 |
100 |
5,114.0 |
4,525.0 |
589.0 |
12.4% |
62.6 |
1.3% |
37% |
False |
False |
340,201 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.5% |
56.3 |
1.2% |
28% |
False |
False |
283,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,121.8 |
2.618 |
4,999.4 |
1.618 |
4,924.4 |
1.000 |
4,878.0 |
0.618 |
4,849.4 |
HIGH |
4,803.0 |
0.618 |
4,774.4 |
0.500 |
4,765.5 |
0.382 |
4,756.7 |
LOW |
4,728.0 |
0.618 |
4,681.7 |
1.000 |
4,653.0 |
1.618 |
4,606.7 |
2.618 |
4,531.7 |
4.250 |
4,409.3 |
|
|
Fisher Pivots for day following 20-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,765.5 |
4,760.0 |
PP |
4,757.7 |
4,754.0 |
S1 |
4,749.8 |
4,748.0 |
|