| 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 |
2,401.6 |
2,418.1 |
16.5 |
0.7% |
2,214.0 |
| High |
2,416.3 |
2,455.6 |
39.3 |
1.6% |
2,424.5 |
| Low |
2,387.3 |
2,418.0 |
30.7 |
1.3% |
2,203.3 |
| Close |
2,412.4 |
2,448.5 |
36.1 |
1.5% |
2,412.4 |
| Range |
29.0 |
37.6 |
8.6 |
29.7% |
221.2 |
| ATR |
46.4 |
46.1 |
-0.2 |
-0.5% |
0.0 |
| Volume |
147,894 |
169,733 |
21,839 |
14.8% |
1,084,328 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,553.5 |
2,538.6 |
2,469.2 |
|
| R3 |
2,515.9 |
2,501.0 |
2,458.8 |
|
| R2 |
2,478.3 |
2,478.3 |
2,455.4 |
|
| R1 |
2,463.4 |
2,463.4 |
2,451.9 |
2,470.9 |
| PP |
2,440.7 |
2,440.7 |
2,440.7 |
2,444.4 |
| S1 |
2,425.8 |
2,425.8 |
2,445.1 |
2,433.3 |
| S2 |
2,403.1 |
2,403.1 |
2,441.6 |
|
| S3 |
2,365.5 |
2,388.2 |
2,438.2 |
|
| S4 |
2,327.9 |
2,350.6 |
2,427.8 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.3 |
2,932.6 |
2,534.1 |
|
| R3 |
2,789.1 |
2,711.4 |
2,473.2 |
|
| R2 |
2,567.9 |
2,567.9 |
2,453.0 |
|
| R1 |
2,490.2 |
2,490.2 |
2,432.7 |
2,529.1 |
| PP |
2,346.7 |
2,346.7 |
2,346.7 |
2,366.2 |
| S1 |
2,269.0 |
2,269.0 |
2,392.1 |
2,307.9 |
| S2 |
2,125.5 |
2,125.5 |
2,371.8 |
|
| S3 |
1,904.3 |
2,047.8 |
2,351.6 |
|
| S4 |
1,683.1 |
1,826.6 |
2,290.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,455.6 |
2,220.0 |
235.6 |
9.6% |
63.7 |
2.6% |
97% |
True |
False |
218,780 |
| 10 |
2,455.6 |
2,198.4 |
257.2 |
10.5% |
52.6 |
2.1% |
97% |
True |
False |
184,975 |
| 20 |
2,455.6 |
2,198.4 |
257.2 |
10.5% |
43.4 |
1.8% |
97% |
True |
False |
156,501 |
| 40 |
2,455.6 |
2,181.5 |
274.1 |
11.2% |
41.8 |
1.7% |
97% |
True |
False |
163,215 |
| 60 |
2,455.6 |
2,077.7 |
377.9 |
15.4% |
41.6 |
1.7% |
98% |
True |
False |
117,693 |
| 80 |
2,455.6 |
2,010.8 |
444.8 |
18.2% |
46.8 |
1.9% |
98% |
True |
False |
88,427 |
| 100 |
2,455.6 |
2,010.8 |
444.8 |
18.2% |
44.9 |
1.8% |
98% |
True |
False |
70,776 |
| 120 |
2,455.6 |
2,010.8 |
444.8 |
18.2% |
38.3 |
1.6% |
98% |
True |
False |
58,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,615.4 |
|
2.618 |
2,554.0 |
|
1.618 |
2,516.4 |
|
1.000 |
2,493.2 |
|
0.618 |
2,478.8 |
|
HIGH |
2,455.6 |
|
0.618 |
2,441.2 |
|
0.500 |
2,436.8 |
|
0.382 |
2,432.4 |
|
LOW |
2,418.0 |
|
0.618 |
2,394.8 |
|
1.000 |
2,380.4 |
|
1.618 |
2,357.2 |
|
2.618 |
2,319.6 |
|
4.250 |
2,258.2 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,444.6 |
2,439.4 |
| PP |
2,440.7 |
2,430.2 |
| S1 |
2,436.8 |
2,421.1 |
|