Trading Metrics calculated at close of trading on 22-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
5,937.25 |
5,967.00 |
29.75 |
0.5% |
5,899.75 |
High |
5,985.00 |
5,993.50 |
8.50 |
0.1% |
5,993.50 |
Low |
5,905.25 |
5,940.75 |
35.50 |
0.6% |
5,855.00 |
Close |
5,970.50 |
5,987.00 |
16.50 |
0.3% |
5,987.00 |
Range |
79.75 |
52.75 |
-27.00 |
-33.9% |
138.50 |
ATR |
68.33 |
67.21 |
-1.11 |
-1.6% |
0.00 |
Volume |
1,867,101 |
1,550,734 |
-316,367 |
-16.9% |
7,983,764 |
|
Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,132.00 |
6,112.25 |
6,016.00 |
|
R3 |
6,079.25 |
6,059.50 |
6,001.50 |
|
R2 |
6,026.50 |
6,026.50 |
5,996.75 |
|
R1 |
6,006.75 |
6,006.75 |
5,991.75 |
6,016.50 |
PP |
5,973.75 |
5,973.75 |
5,973.75 |
5,978.75 |
S1 |
5,954.00 |
5,954.00 |
5,982.25 |
5,964.00 |
S2 |
5,921.00 |
5,921.00 |
5,977.25 |
|
S3 |
5,868.25 |
5,901.25 |
5,972.50 |
|
S4 |
5,815.50 |
5,848.50 |
5,958.00 |
|
|
Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,360.75 |
6,312.25 |
6,063.25 |
|
R3 |
6,222.25 |
6,173.75 |
6,025.00 |
|
R2 |
6,083.75 |
6,083.75 |
6,012.50 |
|
R1 |
6,035.25 |
6,035.25 |
5,999.75 |
6,059.50 |
PP |
5,945.25 |
5,945.25 |
5,945.25 |
5,957.25 |
S1 |
5,896.75 |
5,896.75 |
5,974.25 |
5,921.00 |
S2 |
5,806.75 |
5,806.75 |
5,961.50 |
|
S3 |
5,668.25 |
5,758.25 |
5,949.00 |
|
S4 |
5,529.75 |
5,619.75 |
5,910.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,993.50 |
5,855.00 |
138.50 |
2.3% |
69.75 |
1.2% |
95% |
True |
False |
1,596,752 |
10 |
6,053.25 |
5,855.00 |
198.25 |
3.3% |
64.00 |
1.1% |
67% |
False |
False |
1,545,333 |
20 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
67.75 |
1.1% |
80% |
False |
False |
1,480,254 |
40 |
6,053.25 |
5,724.00 |
329.25 |
5.5% |
63.50 |
1.1% |
80% |
False |
False |
1,358,290 |
60 |
6,053.25 |
5,451.25 |
602.00 |
10.1% |
66.25 |
1.1% |
89% |
False |
False |
1,174,449 |
80 |
6,053.25 |
5,168.50 |
884.75 |
14.8% |
72.25 |
1.2% |
93% |
False |
False |
882,572 |
100 |
6,053.25 |
5,168.50 |
884.75 |
14.8% |
72.75 |
1.2% |
93% |
False |
False |
706,521 |
120 |
6,053.25 |
5,168.50 |
884.75 |
14.8% |
68.50 |
1.1% |
93% |
False |
False |
588,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,217.75 |
2.618 |
6,131.50 |
1.618 |
6,078.75 |
1.000 |
6,046.25 |
0.618 |
6,026.00 |
HIGH |
5,993.50 |
0.618 |
5,973.25 |
0.500 |
5,967.00 |
0.382 |
5,961.00 |
LOW |
5,940.75 |
0.618 |
5,908.25 |
1.000 |
5,888.00 |
1.618 |
5,855.50 |
2.618 |
5,802.75 |
4.250 |
5,716.50 |
|
|
Fisher Pivots for day following 22-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,980.50 |
5,970.25 |
PP |
5,973.75 |
5,953.50 |
S1 |
5,967.00 |
5,936.75 |
|