Trading Metrics calculated at close of trading on 19-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
5,899.75 |
5,919.00 |
19.25 |
0.3% |
6,030.00 |
High |
5,933.00 |
5,947.50 |
14.50 |
0.2% |
6,053.25 |
Low |
5,886.50 |
5,855.00 |
-31.50 |
-0.5% |
5,876.75 |
Close |
5,920.00 |
5,938.75 |
18.75 |
0.3% |
5,896.50 |
Range |
46.50 |
92.50 |
46.00 |
98.9% |
176.50 |
ATR |
64.67 |
66.66 |
1.99 |
3.1% |
0.00 |
Volume |
1,332,326 |
1,636,346 |
304,020 |
22.8% |
7,469,573 |
|
Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,191.25 |
6,157.50 |
5,989.50 |
|
R3 |
6,098.75 |
6,065.00 |
5,964.25 |
|
R2 |
6,006.25 |
6,006.25 |
5,955.75 |
|
R1 |
5,972.50 |
5,972.50 |
5,947.25 |
5,989.50 |
PP |
5,913.75 |
5,913.75 |
5,913.75 |
5,922.25 |
S1 |
5,880.00 |
5,880.00 |
5,930.25 |
5,897.00 |
S2 |
5,821.25 |
5,821.25 |
5,921.75 |
|
S3 |
5,728.75 |
5,787.50 |
5,913.25 |
|
S4 |
5,636.25 |
5,695.00 |
5,888.00 |
|
|
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 |
6,035.25 |
5,855.00 |
180.25 |
3.0% |
68.25 |
1.1% |
46% |
False |
True |
1,592,239 |
10 |
6,053.25 |
5,814.75 |
238.50 |
4.0% |
69.50 |
1.2% |
52% |
False |
False |
1,493,159 |
20 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
67.50 |
1.1% |
65% |
False |
False |
1,429,297 |
40 |
6,053.25 |
5,724.00 |
329.25 |
5.5% |
61.25 |
1.0% |
65% |
False |
False |
1,325,012 |
60 |
6,053.25 |
5,451.25 |
602.00 |
10.1% |
66.25 |
1.1% |
81% |
False |
False |
1,091,407 |
80 |
6,053.25 |
5,168.50 |
884.75 |
14.9% |
74.50 |
1.3% |
87% |
False |
False |
820,017 |
100 |
6,053.25 |
5,168.50 |
884.75 |
14.9% |
72.00 |
1.2% |
87% |
False |
False |
656,402 |
120 |
6,053.25 |
5,168.50 |
884.75 |
14.9% |
68.50 |
1.2% |
87% |
False |
False |
547,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,340.50 |
2.618 |
6,189.75 |
1.618 |
6,097.25 |
1.000 |
6,040.00 |
0.618 |
6,004.75 |
HIGH |
5,947.50 |
0.618 |
5,912.25 |
0.500 |
5,901.25 |
0.382 |
5,890.25 |
LOW |
5,855.00 |
0.618 |
5,797.75 |
1.000 |
5,762.50 |
1.618 |
5,705.25 |
2.618 |
5,612.75 |
4.250 |
5,462.00 |
|
|
Fisher Pivots for day following 19-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,926.25 |
5,930.75 |
PP |
5,913.75 |
5,922.75 |
S1 |
5,901.25 |
5,914.50 |
|