Trading Metrics calculated at close of trading on 14-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
6,012.25 |
6,017.75 |
5.50 |
0.1% |
5,741.75 |
High |
6,035.25 |
6,025.25 |
-10.00 |
-0.2% |
6,040.50 |
Low |
5,991.75 |
5,964.25 |
-27.50 |
-0.5% |
5,724.25 |
Close |
6,016.00 |
5,978.25 |
-37.75 |
-0.6% |
6,025.25 |
Range |
43.50 |
61.00 |
17.50 |
40.2% |
316.25 |
ATR |
63.52 |
63.34 |
-0.18 |
-0.3% |
0.00 |
Volume |
1,445,258 |
1,538,927 |
93,669 |
6.5% |
7,025,836 |
|
Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,172.25 |
6,136.25 |
6,011.75 |
|
R3 |
6,111.25 |
6,075.25 |
5,995.00 |
|
R2 |
6,050.25 |
6,050.25 |
5,989.50 |
|
R1 |
6,014.25 |
6,014.25 |
5,983.75 |
6,001.75 |
PP |
5,989.25 |
5,989.25 |
5,989.25 |
5,983.00 |
S1 |
5,953.25 |
5,953.25 |
5,972.75 |
5,940.75 |
S2 |
5,928.25 |
5,928.25 |
5,967.00 |
|
S3 |
5,867.25 |
5,892.25 |
5,961.50 |
|
S4 |
5,806.25 |
5,831.25 |
5,944.75 |
|
|
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 |
5,964.25 |
89.00 |
1.5% |
48.75 |
0.8% |
16% |
False |
True |
1,329,149 |
10 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
67.00 |
1.1% |
77% |
False |
False |
1,407,910 |
20 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
62.25 |
1.0% |
77% |
False |
False |
1,332,931 |
40 |
6,053.25 |
5,724.00 |
329.25 |
5.5% |
58.50 |
1.0% |
77% |
False |
False |
1,297,657 |
60 |
6,053.25 |
5,451.25 |
602.00 |
10.1% |
65.50 |
1.1% |
88% |
False |
False |
1,008,869 |
80 |
6,053.25 |
5,168.50 |
884.75 |
14.8% |
74.50 |
1.2% |
92% |
False |
False |
757,915 |
100 |
6,053.25 |
5,168.50 |
884.75 |
14.8% |
71.25 |
1.2% |
92% |
False |
False |
606,684 |
120 |
6,053.25 |
5,168.50 |
884.75 |
14.8% |
67.50 |
1.1% |
92% |
False |
False |
505,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,284.50 |
2.618 |
6,185.00 |
1.618 |
6,124.00 |
1.000 |
6,086.25 |
0.618 |
6,063.00 |
HIGH |
6,025.25 |
0.618 |
6,002.00 |
0.500 |
5,994.75 |
0.382 |
5,987.50 |
LOW |
5,964.25 |
0.618 |
5,926.50 |
1.000 |
5,903.25 |
1.618 |
5,865.50 |
2.618 |
5,804.50 |
4.250 |
5,705.00 |
|
|
Fisher Pivots for day following 14-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,994.75 |
6,000.50 |
PP |
5,989.25 |
5,993.00 |
S1 |
5,983.75 |
5,985.50 |
|