Trading Metrics calculated at close of trading on 11-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
21,224.25 |
21,249.75 |
25.50 |
0.1% |
20,138.00 |
High |
21,265.00 |
21,340.75 |
75.75 |
0.4% |
21,265.00 |
Low |
21,121.75 |
21,098.25 |
-23.50 |
-0.1% |
20,013.00 |
Close |
21,231.25 |
21,217.75 |
-13.50 |
-0.1% |
21,231.25 |
Range |
143.25 |
242.50 |
99.25 |
69.3% |
1,252.00 |
ATR |
321.79 |
316.13 |
-5.66 |
-1.8% |
0.00 |
Volume |
401,943 |
456,006 |
54,063 |
13.5% |
2,467,792 |
|
Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,946.50 |
21,824.50 |
21,351.00 |
|
R3 |
21,704.00 |
21,582.00 |
21,284.50 |
|
R2 |
21,461.50 |
21,461.50 |
21,262.25 |
|
R1 |
21,339.50 |
21,339.50 |
21,240.00 |
21,279.25 |
PP |
21,219.00 |
21,219.00 |
21,219.00 |
21,188.75 |
S1 |
21,097.00 |
21,097.00 |
21,195.50 |
21,036.75 |
S2 |
20,976.50 |
20,976.50 |
21,173.25 |
|
S3 |
20,734.00 |
20,854.50 |
21,151.00 |
|
S4 |
20,491.50 |
20,612.00 |
21,084.50 |
|
|
Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,592.50 |
24,163.75 |
21,919.75 |
|
R3 |
23,340.50 |
22,911.75 |
21,575.50 |
|
R2 |
22,088.50 |
22,088.50 |
21,460.75 |
|
R1 |
21,659.75 |
21,659.75 |
21,346.00 |
21,874.00 |
PP |
20,836.50 |
20,836.50 |
20,836.50 |
20,943.50 |
S1 |
20,407.75 |
20,407.75 |
21,116.50 |
20,622.00 |
S2 |
19,584.50 |
19,584.50 |
21,001.75 |
|
S3 |
18,332.50 |
19,155.75 |
20,887.00 |
|
S4 |
17,080.50 |
17,903.75 |
20,542.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,340.75 |
20,041.75 |
1,299.00 |
6.1% |
346.50 |
1.6% |
91% |
True |
False |
480,655 |
10 |
21,340.75 |
20,008.50 |
1,332.25 |
6.3% |
337.00 |
1.6% |
91% |
True |
False |
518,192 |
20 |
21,340.75 |
20,008.50 |
1,332.25 |
6.3% |
305.50 |
1.4% |
91% |
True |
False |
503,655 |
40 |
21,340.75 |
19,558.00 |
1,782.75 |
8.4% |
301.75 |
1.4% |
93% |
True |
False |
493,082 |
60 |
21,340.75 |
18,562.00 |
2,778.75 |
13.1% |
327.50 |
1.5% |
96% |
True |
False |
339,064 |
80 |
21,340.75 |
17,552.75 |
3,788.00 |
17.9% |
375.50 |
1.8% |
97% |
True |
False |
254,862 |
100 |
21,340.75 |
17,552.75 |
3,788.00 |
17.9% |
360.00 |
1.7% |
97% |
True |
False |
204,112 |
120 |
21,340.75 |
17,552.75 |
3,788.00 |
17.9% |
341.50 |
1.6% |
97% |
True |
False |
170,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,371.50 |
2.618 |
21,975.50 |
1.618 |
21,733.00 |
1.000 |
21,583.25 |
0.618 |
21,490.50 |
HIGH |
21,340.75 |
0.618 |
21,248.00 |
0.500 |
21,219.50 |
0.382 |
21,191.00 |
LOW |
21,098.25 |
0.618 |
20,948.50 |
1.000 |
20,855.75 |
1.618 |
20,706.00 |
2.618 |
20,463.50 |
4.250 |
20,067.50 |
|
|
Fisher Pivots for day following 11-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
21,219.50 |
21,179.00 |
PP |
21,219.00 |
21,140.00 |
S1 |
21,218.25 |
21,101.00 |
|