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 |
8,116.5 |
8,131.5 |
15.0 |
0.2% |
8,187.5 |
High |
8,171.5 |
8,136.5 |
-35.0 |
-0.4% |
8,319.0 |
Low |
8,100.0 |
8,032.5 |
-67.5 |
-0.8% |
8,082.0 |
Close |
8,142.5 |
8,040.5 |
-102.0 |
-1.3% |
8,084.5 |
Range |
71.5 |
104.0 |
32.5 |
45.5% |
237.0 |
ATR |
91.2 |
92.6 |
1.3 |
1.5% |
0.0 |
Volume |
68,613 |
83,934 |
15,321 |
22.3% |
397,889 |
|
Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,382.0 |
8,315.0 |
8,097.5 |
|
R3 |
8,278.0 |
8,211.0 |
8,069.0 |
|
R2 |
8,174.0 |
8,174.0 |
8,059.5 |
|
R1 |
8,107.0 |
8,107.0 |
8,050.0 |
8,088.5 |
PP |
8,070.0 |
8,070.0 |
8,070.0 |
8,060.5 |
S1 |
8,003.0 |
8,003.0 |
8,031.0 |
7,984.5 |
S2 |
7,966.0 |
7,966.0 |
8,021.5 |
|
S3 |
7,862.0 |
7,899.0 |
8,012.0 |
|
S4 |
7,758.0 |
7,795.0 |
7,983.5 |
|
|
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 |
8,032.5 |
286.5 |
3.6% |
105.5 |
1.3% |
3% |
False |
True |
86,687 |
10 |
8,319.0 |
8,032.5 |
286.5 |
3.6% |
93.0 |
1.2% |
3% |
False |
True |
87,361 |
20 |
8,435.0 |
8,032.5 |
402.5 |
5.0% |
91.5 |
1.1% |
2% |
False |
True |
81,776 |
40 |
8,435.0 |
8,032.5 |
402.5 |
5.0% |
87.5 |
1.1% |
2% |
False |
True |
82,493 |
60 |
8,497.5 |
8,032.5 |
465.0 |
5.8% |
75.5 |
0.9% |
2% |
False |
True |
65,193 |
80 |
8,497.5 |
7,957.0 |
540.5 |
6.7% |
73.5 |
0.9% |
15% |
False |
False |
48,900 |
100 |
8,497.5 |
7,957.0 |
540.5 |
6.7% |
67.0 |
0.8% |
15% |
False |
False |
39,122 |
120 |
8,497.5 |
7,957.0 |
540.5 |
6.7% |
57.5 |
0.7% |
15% |
False |
False |
32,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,578.5 |
2.618 |
8,409.0 |
1.618 |
8,305.0 |
1.000 |
8,240.5 |
0.618 |
8,201.0 |
HIGH |
8,136.5 |
0.618 |
8,097.0 |
0.500 |
8,084.5 |
0.382 |
8,072.0 |
LOW |
8,032.5 |
0.618 |
7,968.0 |
1.000 |
7,928.5 |
1.618 |
7,864.0 |
2.618 |
7,760.0 |
4.250 |
7,590.5 |
|
|
Fisher Pivots for day following 12-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
8,084.5 |
8,120.5 |
PP |
8,070.0 |
8,094.0 |
S1 |
8,055.0 |
8,067.0 |
|