Trading Metrics calculated at close of trading on 21-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
5,937.75 |
5,937.25 |
-0.50 |
0.0% |
6,030.00 |
High |
5,957.75 |
5,985.00 |
27.25 |
0.5% |
6,053.25 |
Low |
5,880.00 |
5,905.25 |
25.25 |
0.4% |
5,876.75 |
Close |
5,937.75 |
5,970.50 |
32.75 |
0.6% |
5,896.50 |
Range |
77.75 |
79.75 |
2.00 |
2.6% |
176.50 |
ATR |
67.45 |
68.33 |
0.88 |
1.3% |
0.00 |
Volume |
1,597,257 |
1,867,101 |
269,844 |
16.9% |
7,469,573 |
|
Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,192.75 |
6,161.50 |
6,014.25 |
|
R3 |
6,113.00 |
6,081.75 |
5,992.50 |
|
R2 |
6,033.25 |
6,033.25 |
5,985.00 |
|
R1 |
6,002.00 |
6,002.00 |
5,977.75 |
6,017.50 |
PP |
5,953.50 |
5,953.50 |
5,953.50 |
5,961.50 |
S1 |
5,922.25 |
5,922.25 |
5,963.25 |
5,938.00 |
S2 |
5,873.75 |
5,873.75 |
5,956.00 |
|
S3 |
5,794.00 |
5,842.50 |
5,948.50 |
|
S4 |
5,714.25 |
5,762.75 |
5,926.75 |
|
|
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 |
5,985.00 |
5,855.00 |
130.00 |
2.2% |
78.75 |
1.3% |
89% |
True |
False |
1,688,273 |
10 |
6,053.25 |
5,855.00 |
198.25 |
3.3% |
63.75 |
1.1% |
58% |
False |
False |
1,508,711 |
20 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
68.25 |
1.1% |
75% |
False |
False |
1,471,129 |
40 |
6,053.25 |
5,724.00 |
329.25 |
5.5% |
63.25 |
1.1% |
75% |
False |
False |
1,351,528 |
60 |
6,053.25 |
5,451.25 |
602.00 |
10.1% |
67.00 |
1.1% |
86% |
False |
False |
1,148,811 |
80 |
6,053.25 |
5,168.50 |
884.75 |
14.8% |
73.50 |
1.2% |
91% |
False |
False |
863,231 |
100 |
6,053.25 |
5,168.50 |
884.75 |
14.8% |
72.50 |
1.2% |
91% |
False |
False |
691,023 |
120 |
6,053.25 |
5,168.50 |
884.75 |
14.8% |
68.50 |
1.1% |
91% |
False |
False |
575,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,324.00 |
2.618 |
6,193.75 |
1.618 |
6,114.00 |
1.000 |
6,064.75 |
0.618 |
6,034.25 |
HIGH |
5,985.00 |
0.618 |
5,954.50 |
0.500 |
5,945.00 |
0.382 |
5,935.75 |
LOW |
5,905.25 |
0.618 |
5,856.00 |
1.000 |
5,825.50 |
1.618 |
5,776.25 |
2.618 |
5,696.50 |
4.250 |
5,566.25 |
|
|
Fisher Pivots for day following 21-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,962.00 |
5,953.75 |
PP |
5,953.50 |
5,936.75 |
S1 |
5,945.00 |
5,920.00 |
|