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 |
20,762.25 |
20,738.00 |
-24.25 |
-0.1% |
21,249.75 |
High |
20,843.25 |
20,905.75 |
62.50 |
0.3% |
21,340.75 |
Low |
20,477.00 |
20,514.25 |
37.25 |
0.2% |
20,405.25 |
Close |
20,749.00 |
20,829.50 |
80.50 |
0.4% |
20,493.75 |
Range |
366.25 |
391.50 |
25.25 |
6.9% |
935.50 |
ATR |
323.72 |
328.56 |
4.84 |
1.5% |
0.00 |
Volume |
619,493 |
698,342 |
78,849 |
12.7% |
2,754,918 |
|
Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,924.25 |
21,768.50 |
21,044.75 |
|
R3 |
21,532.75 |
21,377.00 |
20,937.25 |
|
R2 |
21,141.25 |
21,141.25 |
20,901.25 |
|
R1 |
20,985.50 |
20,985.50 |
20,865.50 |
21,063.50 |
PP |
20,749.75 |
20,749.75 |
20,749.75 |
20,788.75 |
S1 |
20,594.00 |
20,594.00 |
20,793.50 |
20,672.00 |
S2 |
20,358.25 |
20,358.25 |
20,757.75 |
|
S3 |
19,966.75 |
20,202.50 |
20,721.75 |
|
S4 |
19,575.25 |
19,811.00 |
20,614.25 |
|
|
Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,553.00 |
22,959.00 |
21,008.25 |
|
R3 |
22,617.50 |
22,023.50 |
20,751.00 |
|
R2 |
21,682.00 |
21,682.00 |
20,665.25 |
|
R1 |
21,088.00 |
21,088.00 |
20,579.50 |
20,917.25 |
PP |
20,746.50 |
20,746.50 |
20,746.50 |
20,661.25 |
S1 |
20,152.50 |
20,152.50 |
20,408.00 |
19,981.75 |
S2 |
19,811.00 |
19,811.00 |
20,322.25 |
|
S3 |
18,875.50 |
19,217.00 |
20,236.50 |
|
S4 |
17,940.00 |
18,281.50 |
19,979.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,981.50 |
20,382.50 |
599.00 |
2.9% |
398.50 |
1.9% |
75% |
False |
False |
617,755 |
10 |
21,340.75 |
20,382.50 |
958.25 |
4.6% |
302.75 |
1.5% |
47% |
False |
False |
555,378 |
20 |
21,340.75 |
20,008.50 |
1,332.25 |
6.4% |
327.25 |
1.6% |
62% |
False |
False |
544,690 |
40 |
21,340.75 |
19,818.00 |
1,522.75 |
7.3% |
307.00 |
1.5% |
66% |
False |
False |
512,205 |
60 |
21,340.75 |
18,562.00 |
2,778.75 |
13.3% |
328.25 |
1.6% |
82% |
False |
False |
417,131 |
80 |
21,340.75 |
17,552.75 |
3,788.00 |
18.2% |
362.00 |
1.7% |
87% |
False |
False |
313,332 |
100 |
21,340.75 |
17,552.75 |
3,788.00 |
18.2% |
365.25 |
1.8% |
87% |
False |
False |
250,992 |
120 |
21,340.75 |
17,552.75 |
3,788.00 |
18.2% |
346.50 |
1.7% |
87% |
False |
False |
209,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,569.50 |
2.618 |
21,930.75 |
1.618 |
21,539.25 |
1.000 |
21,297.25 |
0.618 |
21,147.75 |
HIGH |
20,905.75 |
0.618 |
20,756.25 |
0.500 |
20,710.00 |
0.382 |
20,663.75 |
LOW |
20,514.25 |
0.618 |
20,272.25 |
1.000 |
20,122.75 |
1.618 |
19,880.75 |
2.618 |
19,489.25 |
4.250 |
18,850.50 |
|
|
Fisher Pivots for day following 21-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
20,789.75 |
20,767.75 |
PP |
20,749.75 |
20,706.00 |
S1 |
20,710.00 |
20,644.00 |
|