Trading Metrics calculated at close of trading on 12-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
21,249.75 |
21,221.00 |
-28.75 |
-0.1% |
20,138.00 |
High |
21,340.75 |
21,251.75 |
-89.00 |
-0.4% |
21,265.00 |
Low |
21,098.25 |
21,054.75 |
-43.50 |
-0.2% |
20,013.00 |
Close |
21,217.75 |
21,189.50 |
-28.25 |
-0.1% |
21,231.25 |
Range |
242.50 |
197.00 |
-45.50 |
-18.8% |
1,252.00 |
ATR |
316.13 |
307.62 |
-8.51 |
-2.7% |
0.00 |
Volume |
456,006 |
511,372 |
55,366 |
12.1% |
2,467,792 |
|
Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,756.25 |
21,670.00 |
21,297.75 |
|
R3 |
21,559.25 |
21,473.00 |
21,243.75 |
|
R2 |
21,362.25 |
21,362.25 |
21,225.50 |
|
R1 |
21,276.00 |
21,276.00 |
21,207.50 |
21,220.50 |
PP |
21,165.25 |
21,165.25 |
21,165.25 |
21,137.75 |
S1 |
21,079.00 |
21,079.00 |
21,171.50 |
21,023.50 |
S2 |
20,968.25 |
20,968.25 |
21,153.50 |
|
S3 |
20,771.25 |
20,882.00 |
21,135.25 |
|
S4 |
20,574.25 |
20,685.00 |
21,081.25 |
|
|
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 |
20,323.50 |
1,017.25 |
4.8% |
317.25 |
1.5% |
85% |
False |
False |
492,906 |
10 |
21,340.75 |
20,008.50 |
1,332.25 |
6.3% |
324.00 |
1.5% |
89% |
False |
False |
519,528 |
20 |
21,340.75 |
20,008.50 |
1,332.25 |
6.3% |
295.25 |
1.4% |
89% |
False |
False |
503,104 |
40 |
21,340.75 |
19,558.00 |
1,782.75 |
8.4% |
299.75 |
1.4% |
92% |
False |
False |
493,135 |
60 |
21,340.75 |
18,562.00 |
2,778.75 |
13.1% |
325.00 |
1.5% |
95% |
False |
False |
347,571 |
80 |
21,340.75 |
17,552.75 |
3,788.00 |
17.9% |
373.75 |
1.8% |
96% |
False |
False |
261,239 |
100 |
21,340.75 |
17,552.75 |
3,788.00 |
17.9% |
360.25 |
1.7% |
96% |
False |
False |
209,220 |
120 |
21,340.75 |
17,552.75 |
3,788.00 |
17.9% |
342.00 |
1.6% |
96% |
False |
False |
174,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,089.00 |
2.618 |
21,767.50 |
1.618 |
21,570.50 |
1.000 |
21,448.75 |
0.618 |
21,373.50 |
HIGH |
21,251.75 |
0.618 |
21,176.50 |
0.500 |
21,153.25 |
0.382 |
21,130.00 |
LOW |
21,054.75 |
0.618 |
20,933.00 |
1.000 |
20,857.75 |
1.618 |
20,736.00 |
2.618 |
20,539.00 |
4.250 |
20,217.50 |
|
|
Fisher Pivots for day following 12-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
21,177.50 |
21,197.75 |
PP |
21,165.25 |
21,195.00 |
S1 |
21,153.25 |
21,192.25 |
|