| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
6,029.25 |
6,012.25 |
-17.00 |
-0.3% |
5,741.75 |
| High |
6,036.50 |
6,035.25 |
-1.25 |
0.0% |
6,040.50 |
| Low |
5,986.75 |
5,991.75 |
5.00 |
0.1% |
5,724.25 |
| Close |
6,013.00 |
6,016.00 |
3.00 |
0.0% |
6,025.25 |
| Range |
49.75 |
43.50 |
-6.25 |
-12.6% |
316.25 |
| ATR |
65.06 |
63.52 |
-1.54 |
-2.4% |
0.00 |
| Volume |
1,407,120 |
1,445,258 |
38,138 |
2.7% |
7,025,836 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,144.75 |
6,124.00 |
6,040.00 |
|
| R3 |
6,101.25 |
6,080.50 |
6,028.00 |
|
| R2 |
6,057.75 |
6,057.75 |
6,024.00 |
|
| R1 |
6,037.00 |
6,037.00 |
6,020.00 |
6,047.50 |
| PP |
6,014.25 |
6,014.25 |
6,014.25 |
6,019.50 |
| S1 |
5,993.50 |
5,993.50 |
6,012.00 |
6,004.00 |
| S2 |
5,970.75 |
5,970.75 |
6,008.00 |
|
| S3 |
5,927.25 |
5,950.00 |
6,004.00 |
|
| S4 |
5,883.75 |
5,906.50 |
5,992.00 |
|
|
| 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 |
5,951.00 |
102.25 |
1.7% |
49.00 |
0.8% |
64% |
False |
False |
1,278,480 |
| 10 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
72.00 |
1.2% |
89% |
False |
False |
1,451,368 |
| 20 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
62.00 |
1.0% |
89% |
False |
False |
1,317,789 |
| 40 |
6,053.25 |
5,691.00 |
362.25 |
6.0% |
59.50 |
1.0% |
90% |
False |
False |
1,302,662 |
| 60 |
6,053.25 |
5,451.25 |
602.00 |
10.0% |
65.25 |
1.1% |
94% |
False |
False |
983,278 |
| 80 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
75.25 |
1.2% |
96% |
False |
False |
738,717 |
| 100 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
70.75 |
1.2% |
96% |
False |
False |
591,304 |
| 120 |
6,053.25 |
5,168.50 |
884.75 |
14.7% |
67.25 |
1.1% |
96% |
False |
False |
492,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,220.00 |
|
2.618 |
6,149.25 |
|
1.618 |
6,105.75 |
|
1.000 |
6,078.75 |
|
0.618 |
6,062.25 |
|
HIGH |
6,035.25 |
|
0.618 |
6,018.75 |
|
0.500 |
6,013.50 |
|
0.382 |
6,008.25 |
|
LOW |
5,991.75 |
|
0.618 |
5,964.75 |
|
1.000 |
5,948.25 |
|
1.618 |
5,921.25 |
|
2.618 |
5,877.75 |
|
4.250 |
5,807.00 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,015.25 |
6,020.00 |
| PP |
6,014.25 |
6,018.75 |
| S1 |
6,013.50 |
6,017.25 |
|