| 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 |
8,201.0 |
8,116.5 |
-84.5 |
-1.0% |
8,187.5 |
| High |
8,208.5 |
8,171.5 |
-37.0 |
-0.5% |
8,319.0 |
| Low |
8,082.0 |
8,100.0 |
18.0 |
0.2% |
8,082.0 |
| Close |
8,084.5 |
8,142.5 |
58.0 |
0.7% |
8,084.5 |
| Range |
126.5 |
71.5 |
-55.0 |
-43.5% |
237.0 |
| ATR |
91.6 |
91.2 |
-0.3 |
-0.4% |
0.0 |
| Volume |
81,014 |
68,613 |
-12,401 |
-15.3% |
397,889 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,352.5 |
8,319.0 |
8,182.0 |
|
| R3 |
8,281.0 |
8,247.5 |
8,162.0 |
|
| R2 |
8,209.5 |
8,209.5 |
8,155.5 |
|
| R1 |
8,176.0 |
8,176.0 |
8,149.0 |
8,193.0 |
| PP |
8,138.0 |
8,138.0 |
8,138.0 |
8,146.5 |
| S1 |
8,104.5 |
8,104.5 |
8,136.0 |
8,121.0 |
| S2 |
8,066.5 |
8,066.5 |
8,129.5 |
|
| S3 |
7,995.0 |
8,033.0 |
8,123.0 |
|
| S4 |
7,923.5 |
7,961.5 |
8,103.0 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,873.0 |
8,715.5 |
8,215.0 |
|
| R3 |
8,636.0 |
8,478.5 |
8,149.5 |
|
| R2 |
8,399.0 |
8,399.0 |
8,128.0 |
|
| R1 |
8,241.5 |
8,241.5 |
8,106.0 |
8,202.0 |
| PP |
8,162.0 |
8,162.0 |
8,162.0 |
8,142.0 |
| S1 |
8,004.5 |
8,004.5 |
8,063.0 |
7,965.0 |
| S2 |
7,925.0 |
7,925.0 |
8,041.0 |
|
| S3 |
7,688.0 |
7,767.5 |
8,019.5 |
|
| S4 |
7,451.0 |
7,530.5 |
7,954.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,319.0 |
8,082.0 |
237.0 |
2.9% |
98.0 |
1.2% |
26% |
False |
False |
81,331 |
| 10 |
8,352.5 |
8,082.0 |
270.5 |
3.3% |
95.5 |
1.2% |
22% |
False |
False |
87,251 |
| 20 |
8,435.0 |
8,082.0 |
353.0 |
4.3% |
91.0 |
1.1% |
17% |
False |
False |
81,875 |
| 40 |
8,435.0 |
8,082.0 |
353.0 |
4.3% |
86.5 |
1.1% |
17% |
False |
False |
86,709 |
| 60 |
8,497.5 |
8,082.0 |
415.5 |
5.1% |
74.0 |
0.9% |
15% |
False |
False |
63,795 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.6% |
72.5 |
0.9% |
34% |
False |
False |
47,851 |
| 100 |
8,497.5 |
7,957.0 |
540.5 |
6.6% |
66.0 |
0.8% |
34% |
False |
False |
38,282 |
| 120 |
8,497.5 |
7,957.0 |
540.5 |
6.6% |
56.5 |
0.7% |
34% |
False |
False |
31,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,475.5 |
|
2.618 |
8,358.5 |
|
1.618 |
8,287.0 |
|
1.000 |
8,243.0 |
|
0.618 |
8,215.5 |
|
HIGH |
8,171.5 |
|
0.618 |
8,144.0 |
|
0.500 |
8,136.0 |
|
0.382 |
8,127.5 |
|
LOW |
8,100.0 |
|
0.618 |
8,056.0 |
|
1.000 |
8,028.5 |
|
1.618 |
7,984.5 |
|
2.618 |
7,913.0 |
|
4.250 |
7,796.0 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,140.0 |
8,151.0 |
| PP |
8,138.0 |
8,148.0 |
| S1 |
8,136.0 |
8,145.0 |
|