Trading Metrics calculated at close of trading on 13-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
21,221.00 |
21,178.00 |
-43.00 |
-0.2% |
20,138.00 |
High |
21,251.75 |
21,268.50 |
16.75 |
0.1% |
21,265.00 |
Low |
21,054.75 |
21,056.50 |
1.75 |
0.0% |
20,013.00 |
Close |
21,189.50 |
21,159.50 |
-30.00 |
-0.1% |
21,231.25 |
Range |
197.00 |
212.00 |
15.00 |
7.6% |
1,252.00 |
ATR |
307.62 |
300.79 |
-6.83 |
-2.2% |
0.00 |
Volume |
511,372 |
533,739 |
22,367 |
4.4% |
2,467,792 |
|
Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,797.50 |
21,690.50 |
21,276.00 |
|
R3 |
21,585.50 |
21,478.50 |
21,217.75 |
|
R2 |
21,373.50 |
21,373.50 |
21,198.25 |
|
R1 |
21,266.50 |
21,266.50 |
21,179.00 |
21,214.00 |
PP |
21,161.50 |
21,161.50 |
21,161.50 |
21,135.25 |
S1 |
21,054.50 |
21,054.50 |
21,140.00 |
21,002.00 |
S2 |
20,949.50 |
20,949.50 |
21,120.75 |
|
S3 |
20,737.50 |
20,842.50 |
21,101.25 |
|
S4 |
20,525.50 |
20,630.50 |
21,043.00 |
|
|
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 |
20,861.50 |
479.25 |
2.3% |
237.25 |
1.1% |
62% |
False |
False |
473,173 |
10 |
21,340.75 |
20,008.50 |
1,332.25 |
6.3% |
313.50 |
1.5% |
86% |
False |
False |
520,961 |
20 |
21,340.75 |
20,008.50 |
1,332.25 |
6.3% |
296.25 |
1.4% |
86% |
False |
False |
508,912 |
40 |
21,340.75 |
19,636.75 |
1,704.00 |
8.1% |
296.50 |
1.4% |
89% |
False |
False |
492,489 |
60 |
21,340.75 |
18,562.00 |
2,778.75 |
13.1% |
325.25 |
1.5% |
93% |
False |
False |
356,453 |
80 |
21,340.75 |
17,552.75 |
3,788.00 |
17.9% |
373.75 |
1.8% |
95% |
False |
False |
267,901 |
100 |
21,340.75 |
17,552.75 |
3,788.00 |
17.9% |
359.25 |
1.7% |
95% |
False |
False |
214,545 |
120 |
21,340.75 |
17,552.75 |
3,788.00 |
17.9% |
340.50 |
1.6% |
95% |
False |
False |
178,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,169.50 |
2.618 |
21,823.50 |
1.618 |
21,611.50 |
1.000 |
21,480.50 |
0.618 |
21,399.50 |
HIGH |
21,268.50 |
0.618 |
21,187.50 |
0.500 |
21,162.50 |
0.382 |
21,137.50 |
LOW |
21,056.50 |
0.618 |
20,925.50 |
1.000 |
20,844.50 |
1.618 |
20,713.50 |
2.618 |
20,501.50 |
4.250 |
20,155.50 |
|
|
Fisher Pivots for day following 13-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
21,162.50 |
21,197.75 |
PP |
21,161.50 |
21,185.00 |
S1 |
21,160.50 |
21,172.25 |
|