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 |
19,329.0 |
19,482.0 |
153.0 |
0.8% |
19,277.0 |
High |
19,621.0 |
19,491.0 |
-130.0 |
-0.7% |
19,650.0 |
Low |
19,322.0 |
19,032.0 |
-290.0 |
-1.5% |
19,086.0 |
Close |
19,526.0 |
19,114.0 |
-412.0 |
-2.1% |
19,282.0 |
Range |
299.0 |
459.0 |
160.0 |
53.5% |
564.0 |
ATR |
264.8 |
281.1 |
16.4 |
6.2% |
0.0 |
Volume |
38,672 |
53,319 |
14,647 |
37.9% |
203,780 |
|
Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,589.3 |
20,310.7 |
19,366.5 |
|
R3 |
20,130.3 |
19,851.7 |
19,240.2 |
|
R2 |
19,671.3 |
19,671.3 |
19,198.2 |
|
R1 |
19,392.7 |
19,392.7 |
19,156.1 |
19,302.5 |
PP |
19,212.3 |
19,212.3 |
19,212.3 |
19,167.3 |
S1 |
18,933.7 |
18,933.7 |
19,071.9 |
18,843.5 |
S2 |
18,753.3 |
18,753.3 |
19,029.9 |
|
S3 |
18,294.3 |
18,474.7 |
18,987.8 |
|
S4 |
17,835.3 |
18,015.7 |
18,861.6 |
|
|
Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,031.3 |
20,720.7 |
19,592.2 |
|
R3 |
20,467.3 |
20,156.7 |
19,437.1 |
|
R2 |
19,903.3 |
19,903.3 |
19,385.4 |
|
R1 |
19,592.7 |
19,592.7 |
19,333.7 |
19,748.0 |
PP |
19,339.3 |
19,339.3 |
19,339.3 |
19,417.0 |
S1 |
19,028.7 |
19,028.7 |
19,230.3 |
19,184.0 |
S2 |
18,775.3 |
18,775.3 |
19,178.6 |
|
S3 |
18,211.3 |
18,464.7 |
19,126.9 |
|
S4 |
17,647.3 |
17,900.7 |
18,971.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,650.0 |
19,032.0 |
618.0 |
3.2% |
410.4 |
2.1% |
13% |
False |
True |
47,708 |
10 |
19,650.0 |
19,032.0 |
618.0 |
3.2% |
324.4 |
1.7% |
13% |
False |
True |
42,844 |
20 |
19,802.0 |
19,032.0 |
770.0 |
4.0% |
258.4 |
1.4% |
11% |
False |
True |
39,631 |
40 |
19,802.0 |
18,851.0 |
951.0 |
5.0% |
244.5 |
1.3% |
28% |
False |
False |
39,696 |
60 |
19,802.0 |
18,388.0 |
1,414.0 |
7.4% |
208.9 |
1.1% |
51% |
False |
False |
27,579 |
80 |
19,802.0 |
17,265.0 |
2,537.0 |
13.3% |
189.0 |
1.0% |
73% |
False |
False |
20,690 |
100 |
19,802.0 |
17,265.0 |
2,537.0 |
13.3% |
163.8 |
0.9% |
73% |
False |
False |
16,553 |
120 |
19,802.0 |
17,265.0 |
2,537.0 |
13.3% |
139.0 |
0.7% |
73% |
False |
False |
13,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,441.8 |
2.618 |
20,692.7 |
1.618 |
20,233.7 |
1.000 |
19,950.0 |
0.618 |
19,774.7 |
HIGH |
19,491.0 |
0.618 |
19,315.7 |
0.500 |
19,261.5 |
0.382 |
19,207.3 |
LOW |
19,032.0 |
0.618 |
18,748.3 |
1.000 |
18,573.0 |
1.618 |
18,289.3 |
2.618 |
17,830.3 |
4.250 |
17,081.3 |
|
|
Fisher Pivots for day following 12-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
19,261.5 |
19,326.5 |
PP |
19,212.3 |
19,255.7 |
S1 |
19,163.2 |
19,184.8 |
|