Trading Metrics calculated at close of trading on 12-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
6,030.00 |
6,029.25 |
-0.75 |
0.0% |
5,741.75 |
High |
6,053.25 |
6,036.50 |
-16.75 |
-0.3% |
6,040.50 |
Low |
6,013.50 |
5,986.75 |
-26.75 |
-0.4% |
5,724.25 |
Close |
6,031.75 |
6,013.00 |
-18.75 |
-0.3% |
6,025.25 |
Range |
39.75 |
49.75 |
10.00 |
25.2% |
316.25 |
ATR |
66.24 |
65.06 |
-1.18 |
-1.8% |
0.00 |
Volume |
1,069,929 |
1,407,120 |
337,191 |
31.5% |
7,025,836 |
|
Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,161.25 |
6,137.00 |
6,040.25 |
|
R3 |
6,111.50 |
6,087.25 |
6,026.75 |
|
R2 |
6,061.75 |
6,061.75 |
6,022.00 |
|
R1 |
6,037.50 |
6,037.50 |
6,017.50 |
6,024.75 |
PP |
6,012.00 |
6,012.00 |
6,012.00 |
6,005.75 |
S1 |
5,987.75 |
5,987.75 |
6,008.50 |
5,975.00 |
S2 |
5,962.25 |
5,962.25 |
6,004.00 |
|
S3 |
5,912.50 |
5,938.00 |
5,999.25 |
|
S4 |
5,862.75 |
5,888.25 |
5,985.75 |
|
|
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 |
5,814.75 |
238.50 |
4.0% |
70.75 |
1.2% |
83% |
False |
False |
1,394,080 |
10 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
73.00 |
1.2% |
88% |
False |
False |
1,441,559 |
20 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
61.75 |
1.0% |
88% |
False |
False |
1,292,312 |
40 |
6,053.25 |
5,675.25 |
378.00 |
6.3% |
60.50 |
1.0% |
89% |
False |
False |
1,309,912 |
60 |
6,053.25 |
5,451.25 |
602.00 |
10.0% |
65.00 |
1.1% |
93% |
False |
False |
959,224 |
80 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
75.25 |
1.2% |
95% |
False |
False |
720,667 |
100 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
70.75 |
1.2% |
95% |
False |
False |
576,858 |
120 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
67.75 |
1.1% |
95% |
False |
False |
480,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,248.00 |
2.618 |
6,166.75 |
1.618 |
6,117.00 |
1.000 |
6,086.25 |
0.618 |
6,067.25 |
HIGH |
6,036.50 |
0.618 |
6,017.50 |
0.500 |
6,011.50 |
0.382 |
6,005.75 |
LOW |
5,986.75 |
0.618 |
5,956.00 |
1.000 |
5,937.00 |
1.618 |
5,906.25 |
2.618 |
5,856.50 |
4.250 |
5,775.25 |
|
|
Fisher Pivots for day following 12-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
6,012.50 |
6,020.00 |
PP |
6,012.00 |
6,017.75 |
S1 |
6,011.50 |
6,015.25 |
|