| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
6,007.75 |
6,030.00 |
22.25 |
0.4% |
5,741.75 |
| High |
6,040.50 |
6,053.25 |
12.75 |
0.2% |
6,040.50 |
| Low |
5,990.25 |
6,013.50 |
23.25 |
0.4% |
5,724.25 |
| Close |
6,025.25 |
6,031.75 |
6.50 |
0.1% |
6,025.25 |
| Range |
50.25 |
39.75 |
-10.50 |
-20.9% |
316.25 |
| ATR |
68.27 |
66.24 |
-2.04 |
-3.0% |
0.00 |
| Volume |
1,184,512 |
1,069,929 |
-114,583 |
-9.7% |
7,025,836 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,152.00 |
6,131.75 |
6,053.50 |
|
| R3 |
6,112.25 |
6,092.00 |
6,042.75 |
|
| R2 |
6,072.50 |
6,072.50 |
6,039.00 |
|
| R1 |
6,052.25 |
6,052.25 |
6,035.50 |
6,062.50 |
| PP |
6,032.75 |
6,032.75 |
6,032.75 |
6,038.00 |
| S1 |
6,012.50 |
6,012.50 |
6,028.00 |
6,022.50 |
| S2 |
5,993.00 |
5,993.00 |
6,024.50 |
|
| S3 |
5,953.25 |
5,972.75 |
6,020.75 |
|
| S4 |
5,913.50 |
5,933.00 |
6,010.00 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,878.75 |
6,768.25 |
6,199.25 |
|
| R3 |
6,562.50 |
6,452.00 |
6,112.25 |
|
| R2 |
6,246.25 |
6,246.25 |
6,083.25 |
|
| R1 |
6,135.75 |
6,135.75 |
6,054.25 |
6,191.00 |
| PP |
5,930.00 |
5,930.00 |
5,930.00 |
5,957.50 |
| S1 |
5,819.50 |
5,819.50 |
5,996.25 |
5,874.75 |
| S2 |
5,613.75 |
5,613.75 |
5,967.25 |
|
| S3 |
5,297.50 |
5,503.25 |
5,938.25 |
|
| S4 |
4,981.25 |
5,187.00 |
5,851.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,053.25 |
5,735.00 |
318.25 |
5.3% |
78.50 |
1.3% |
93% |
True |
False |
1,352,416 |
| 10 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
72.50 |
1.2% |
93% |
True |
False |
1,420,423 |
| 20 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
62.75 |
1.0% |
93% |
True |
False |
1,290,221 |
| 40 |
6,053.25 |
5,675.25 |
378.00 |
6.3% |
60.75 |
1.0% |
94% |
True |
False |
1,319,073 |
| 60 |
6,053.25 |
5,451.25 |
602.00 |
10.0% |
65.50 |
1.1% |
96% |
True |
False |
935,845 |
| 80 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
75.25 |
1.2% |
98% |
True |
False |
703,101 |
| 100 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
70.75 |
1.2% |
98% |
True |
False |
562,796 |
| 120 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
67.50 |
1.1% |
98% |
True |
False |
469,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,222.25 |
|
2.618 |
6,157.25 |
|
1.618 |
6,117.50 |
|
1.000 |
6,093.00 |
|
0.618 |
6,077.75 |
|
HIGH |
6,053.25 |
|
0.618 |
6,038.00 |
|
0.500 |
6,033.50 |
|
0.382 |
6,028.75 |
|
LOW |
6,013.50 |
|
0.618 |
5,989.00 |
|
1.000 |
5,973.75 |
|
1.618 |
5,949.25 |
|
2.618 |
5,909.50 |
|
4.250 |
5,844.50 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,033.50 |
6,022.00 |
| PP |
6,032.75 |
6,012.00 |
| S1 |
6,032.25 |
6,002.00 |
|