| 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 |
2,418.1 |
2,447.5 |
29.4 |
1.2% |
2,214.0 |
| High |
2,455.6 |
2,449.7 |
-5.9 |
-0.2% |
2,424.5 |
| Low |
2,418.0 |
2,396.3 |
-21.7 |
-0.9% |
2,203.3 |
| Close |
2,448.5 |
2,405.1 |
-43.4 |
-1.8% |
2,412.4 |
| Range |
37.6 |
53.4 |
15.8 |
42.0% |
221.2 |
| ATR |
46.1 |
46.7 |
0.5 |
1.1% |
0.0 |
| Volume |
169,733 |
180,937 |
11,204 |
6.6% |
1,084,328 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.2 |
2,544.6 |
2,434.5 |
|
| R3 |
2,523.8 |
2,491.2 |
2,419.8 |
|
| R2 |
2,470.4 |
2,470.4 |
2,414.9 |
|
| R1 |
2,437.8 |
2,437.8 |
2,410.0 |
2,427.4 |
| PP |
2,417.0 |
2,417.0 |
2,417.0 |
2,411.9 |
| S1 |
2,384.4 |
2,384.4 |
2,400.2 |
2,374.0 |
| S2 |
2,363.6 |
2,363.6 |
2,395.3 |
|
| S3 |
2,310.2 |
2,331.0 |
2,390.4 |
|
| S4 |
2,256.8 |
2,277.6 |
2,375.7 |
|
|
| 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 |
2,272.0 |
183.6 |
7.6% |
62.0 |
2.6% |
72% |
False |
False |
229,900 |
| 10 |
2,455.6 |
2,198.4 |
257.2 |
10.7% |
54.8 |
2.3% |
80% |
False |
False |
190,255 |
| 20 |
2,455.6 |
2,198.4 |
257.2 |
10.7% |
44.2 |
1.8% |
80% |
False |
False |
156,842 |
| 40 |
2,455.6 |
2,181.5 |
274.1 |
11.4% |
41.9 |
1.7% |
82% |
False |
False |
159,847 |
| 60 |
2,455.6 |
2,077.7 |
377.9 |
15.7% |
42.0 |
1.7% |
87% |
False |
False |
120,703 |
| 80 |
2,455.6 |
2,010.8 |
444.8 |
18.5% |
46.8 |
1.9% |
89% |
False |
False |
90,683 |
| 100 |
2,455.6 |
2,010.8 |
444.8 |
18.5% |
45.3 |
1.9% |
89% |
False |
False |
72,585 |
| 120 |
2,455.6 |
2,010.8 |
444.8 |
18.5% |
38.7 |
1.6% |
89% |
False |
False |
60,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,676.7 |
|
2.618 |
2,589.5 |
|
1.618 |
2,536.1 |
|
1.000 |
2,503.1 |
|
0.618 |
2,482.7 |
|
HIGH |
2,449.7 |
|
0.618 |
2,429.3 |
|
0.500 |
2,423.0 |
|
0.382 |
2,416.7 |
|
LOW |
2,396.3 |
|
0.618 |
2,363.3 |
|
1.000 |
2,342.9 |
|
1.618 |
2,309.9 |
|
2.618 |
2,256.5 |
|
4.250 |
2,169.4 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,423.0 |
2,421.5 |
| PP |
2,417.0 |
2,416.0 |
| S1 |
2,411.1 |
2,410.6 |
|