Trading Metrics calculated at close of trading on 15-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
6,017.75 |
5,972.00 |
-45.75 |
-0.8% |
6,030.00 |
High |
6,025.25 |
5,974.25 |
-51.00 |
-0.8% |
6,053.25 |
Low |
5,964.25 |
5,876.75 |
-87.50 |
-1.5% |
5,876.75 |
Close |
5,978.25 |
5,896.50 |
-81.75 |
-1.4% |
5,896.50 |
Range |
61.00 |
97.50 |
36.50 |
59.8% |
176.50 |
ATR |
63.34 |
66.07 |
2.73 |
4.3% |
0.00 |
Volume |
1,538,927 |
2,008,339 |
469,412 |
30.5% |
7,469,573 |
|
Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,208.25 |
6,150.00 |
5,950.00 |
|
R3 |
6,110.75 |
6,052.50 |
5,923.25 |
|
R2 |
6,013.25 |
6,013.25 |
5,914.50 |
|
R1 |
5,955.00 |
5,955.00 |
5,905.50 |
5,935.50 |
PP |
5,915.75 |
5,915.75 |
5,915.75 |
5,906.00 |
S1 |
5,857.50 |
5,857.50 |
5,887.50 |
5,838.00 |
S2 |
5,818.25 |
5,818.25 |
5,878.50 |
|
S3 |
5,720.75 |
5,760.00 |
5,869.75 |
|
S4 |
5,623.25 |
5,662.50 |
5,843.00 |
|
|
Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,471.75 |
6,360.50 |
5,993.50 |
|
R3 |
6,295.25 |
6,184.00 |
5,945.00 |
|
R2 |
6,118.75 |
6,118.75 |
5,928.75 |
|
R1 |
6,007.50 |
6,007.50 |
5,912.75 |
5,975.00 |
PP |
5,942.25 |
5,942.25 |
5,942.25 |
5,925.75 |
S1 |
5,831.00 |
5,831.00 |
5,880.25 |
5,798.50 |
S2 |
5,765.75 |
5,765.75 |
5,864.25 |
|
S3 |
5,589.25 |
5,654.50 |
5,848.00 |
|
S4 |
5,412.75 |
5,478.00 |
5,799.50 |
|
|
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 |
5,876.75 |
176.50 |
3.0% |
58.25 |
1.0% |
11% |
False |
True |
1,493,914 |
10 |
6,053.25 |
5,724.25 |
329.00 |
5.6% |
69.75 |
1.2% |
52% |
False |
False |
1,449,540 |
20 |
6,053.25 |
5,724.25 |
329.00 |
5.6% |
65.25 |
1.1% |
52% |
False |
False |
1,385,717 |
40 |
6,053.25 |
5,724.00 |
329.25 |
5.6% |
59.75 |
1.0% |
52% |
False |
False |
1,307,274 |
60 |
6,053.25 |
5,451.25 |
602.00 |
10.2% |
65.75 |
1.1% |
74% |
False |
False |
1,042,197 |
80 |
6,053.25 |
5,168.50 |
884.75 |
15.0% |
74.25 |
1.3% |
82% |
False |
False |
782,977 |
100 |
6,053.25 |
5,168.50 |
884.75 |
15.0% |
71.75 |
1.2% |
82% |
False |
False |
626,757 |
120 |
6,053.25 |
5,168.50 |
884.75 |
15.0% |
68.00 |
1.2% |
82% |
False |
False |
522,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,388.50 |
2.618 |
6,229.50 |
1.618 |
6,132.00 |
1.000 |
6,071.75 |
0.618 |
6,034.50 |
HIGH |
5,974.25 |
0.618 |
5,937.00 |
0.500 |
5,925.50 |
0.382 |
5,914.00 |
LOW |
5,876.75 |
0.618 |
5,816.50 |
1.000 |
5,779.25 |
1.618 |
5,719.00 |
2.618 |
5,621.50 |
4.250 |
5,462.50 |
|
|
Fisher Pivots for day following 15-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,925.50 |
5,956.00 |
PP |
5,915.75 |
5,936.25 |
S1 |
5,906.25 |
5,916.25 |
|