Trading Metrics calculated at close of trading on 21-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
4,773.0 |
4,760.0 |
-13.0 |
-0.3% |
4,831.0 |
High |
4,803.0 |
4,782.0 |
-21.0 |
-0.4% |
4,888.0 |
Low |
4,728.0 |
4,700.0 |
-28.0 |
-0.6% |
4,706.0 |
Close |
4,742.0 |
4,767.0 |
25.0 |
0.5% |
4,805.0 |
Range |
75.0 |
82.0 |
7.0 |
9.3% |
182.0 |
ATR |
78.8 |
79.1 |
0.2 |
0.3% |
0.0 |
Volume |
604,777 |
702,404 |
97,627 |
16.1% |
4,248,438 |
|
Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,995.7 |
4,963.3 |
4,812.1 |
|
R3 |
4,913.7 |
4,881.3 |
4,789.6 |
|
R2 |
4,831.7 |
4,831.7 |
4,782.0 |
|
R1 |
4,799.3 |
4,799.3 |
4,774.5 |
4,815.5 |
PP |
4,749.7 |
4,749.7 |
4,749.7 |
4,757.8 |
S1 |
4,717.3 |
4,717.3 |
4,759.5 |
4,733.5 |
S2 |
4,667.7 |
4,667.7 |
4,752.0 |
|
S3 |
4,585.7 |
4,635.3 |
4,744.5 |
|
S4 |
4,503.7 |
4,553.3 |
4,721.9 |
|
|
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 |
4,840.0 |
4,699.0 |
141.0 |
3.0% |
77.2 |
1.6% |
48% |
False |
False |
689,991 |
10 |
4,888.0 |
4,699.0 |
189.0 |
4.0% |
83.3 |
1.7% |
36% |
False |
False |
766,368 |
20 |
5,015.0 |
4,699.0 |
316.0 |
6.6% |
79.1 |
1.7% |
22% |
False |
False |
731,534 |
40 |
5,106.0 |
4,699.0 |
407.0 |
8.5% |
72.1 |
1.5% |
17% |
False |
False |
670,931 |
60 |
5,106.0 |
4,699.0 |
407.0 |
8.5% |
70.2 |
1.5% |
17% |
False |
False |
578,302 |
80 |
5,106.0 |
4,525.0 |
581.0 |
12.2% |
66.5 |
1.4% |
42% |
False |
False |
433,986 |
100 |
5,114.0 |
4,525.0 |
589.0 |
12.4% |
62.8 |
1.3% |
41% |
False |
False |
347,225 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.4% |
57.0 |
1.2% |
31% |
False |
False |
289,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,130.5 |
2.618 |
4,996.7 |
1.618 |
4,914.7 |
1.000 |
4,864.0 |
0.618 |
4,832.7 |
HIGH |
4,782.0 |
0.618 |
4,750.7 |
0.500 |
4,741.0 |
0.382 |
4,731.3 |
LOW |
4,700.0 |
0.618 |
4,649.3 |
1.000 |
4,618.0 |
1.618 |
4,567.3 |
2.618 |
4,485.3 |
4.250 |
4,351.5 |
|
|
Fisher Pivots for day following 21-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,758.3 |
4,764.7 |
PP |
4,749.7 |
4,762.3 |
S1 |
4,741.0 |
4,760.0 |
|