| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
8,115.5 |
8,141.5 |
26.0 |
0.3% |
8,116.5 |
| High |
8,150.0 |
8,172.5 |
22.5 |
0.3% |
8,171.5 |
| Low |
8,075.5 |
8,072.5 |
-3.0 |
0.0% |
8,013.0 |
| Close |
8,125.0 |
8,122.0 |
-3.0 |
0.0% |
8,089.5 |
| Range |
74.5 |
100.0 |
25.5 |
34.2% |
158.5 |
| ATR |
87.3 |
88.2 |
0.9 |
1.0% |
0.0 |
| Volume |
69,436 |
68,622 |
-814 |
-1.2% |
381,027 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,422.5 |
8,372.0 |
8,177.0 |
|
| R3 |
8,322.5 |
8,272.0 |
8,149.5 |
|
| R2 |
8,222.5 |
8,222.5 |
8,140.5 |
|
| R1 |
8,172.0 |
8,172.0 |
8,131.0 |
8,147.0 |
| PP |
8,122.5 |
8,122.5 |
8,122.5 |
8,110.0 |
| S1 |
8,072.0 |
8,072.0 |
8,113.0 |
8,047.0 |
| S2 |
8,022.5 |
8,022.5 |
8,103.5 |
|
| S3 |
7,922.5 |
7,972.0 |
8,094.5 |
|
| S4 |
7,822.5 |
7,872.0 |
8,067.0 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,567.0 |
8,486.5 |
8,176.5 |
|
| R3 |
8,408.5 |
8,328.0 |
8,133.0 |
|
| R2 |
8,250.0 |
8,250.0 |
8,118.5 |
|
| R1 |
8,169.5 |
8,169.5 |
8,104.0 |
8,130.5 |
| PP |
8,091.5 |
8,091.5 |
8,091.5 |
8,072.0 |
| S1 |
8,011.0 |
8,011.0 |
8,075.0 |
7,972.0 |
| S2 |
7,933.0 |
7,933.0 |
8,060.5 |
|
| S3 |
7,774.5 |
7,852.5 |
8,046.0 |
|
| S4 |
7,616.0 |
7,694.0 |
8,002.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,172.5 |
8,013.0 |
159.5 |
2.0% |
77.5 |
1.0% |
68% |
True |
False |
73,307 |
| 10 |
8,319.0 |
8,013.0 |
306.0 |
3.8% |
91.5 |
1.1% |
36% |
False |
False |
79,997 |
| 20 |
8,367.0 |
8,013.0 |
354.0 |
4.4% |
89.5 |
1.1% |
31% |
False |
False |
79,804 |
| 40 |
8,435.0 |
8,013.0 |
422.0 |
5.2% |
86.5 |
1.1% |
26% |
False |
False |
79,436 |
| 60 |
8,497.5 |
8,013.0 |
484.5 |
6.0% |
81.0 |
1.0% |
22% |
False |
False |
71,302 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.7% |
73.5 |
0.9% |
31% |
False |
False |
53,481 |
| 100 |
8,497.5 |
7,957.0 |
540.5 |
6.7% |
68.0 |
0.8% |
31% |
False |
False |
42,786 |
| 120 |
8,497.5 |
7,957.0 |
540.5 |
6.7% |
60.5 |
0.7% |
31% |
False |
False |
35,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,597.5 |
|
2.618 |
8,434.5 |
|
1.618 |
8,334.5 |
|
1.000 |
8,272.5 |
|
0.618 |
8,234.5 |
|
HIGH |
8,172.5 |
|
0.618 |
8,134.5 |
|
0.500 |
8,122.5 |
|
0.382 |
8,110.5 |
|
LOW |
8,072.5 |
|
0.618 |
8,010.5 |
|
1.000 |
7,972.5 |
|
1.618 |
7,910.5 |
|
2.618 |
7,810.5 |
|
4.250 |
7,647.5 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,122.5 |
8,118.5 |
| PP |
8,122.5 |
8,115.0 |
| S1 |
8,122.0 |
8,112.0 |
|