| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,447.5 |
2,405.8 |
-41.7 |
-1.7% |
2,214.0 |
| High |
2,449.7 |
2,435.6 |
-14.1 |
-0.6% |
2,424.5 |
| Low |
2,396.3 |
2,379.0 |
-17.3 |
-0.7% |
2,203.3 |
| Close |
2,405.1 |
2,382.7 |
-22.4 |
-0.9% |
2,412.4 |
| Range |
53.4 |
56.6 |
3.2 |
6.0% |
221.2 |
| ATR |
46.7 |
47.4 |
0.7 |
1.5% |
0.0 |
| Volume |
180,937 |
187,234 |
6,297 |
3.5% |
1,084,328 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.9 |
2,532.4 |
2,413.8 |
|
| R3 |
2,512.3 |
2,475.8 |
2,398.3 |
|
| R2 |
2,455.7 |
2,455.7 |
2,393.1 |
|
| R1 |
2,419.2 |
2,419.2 |
2,387.9 |
2,409.2 |
| PP |
2,399.1 |
2,399.1 |
2,399.1 |
2,394.1 |
| S1 |
2,362.6 |
2,362.6 |
2,377.5 |
2,352.6 |
| S2 |
2,342.5 |
2,342.5 |
2,372.3 |
|
| S3 |
2,285.9 |
2,306.0 |
2,367.1 |
|
| S4 |
2,229.3 |
2,249.4 |
2,351.6 |
|
|
| 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 |
2,379.0 |
76.6 |
3.2% |
42.9 |
1.8% |
5% |
False |
True |
179,889 |
| 10 |
2,455.6 |
2,198.4 |
257.2 |
10.8% |
56.8 |
2.4% |
72% |
False |
False |
194,240 |
| 20 |
2,455.6 |
2,198.4 |
257.2 |
10.8% |
44.8 |
1.9% |
72% |
False |
False |
159,004 |
| 40 |
2,455.6 |
2,181.5 |
274.1 |
11.5% |
41.6 |
1.7% |
73% |
False |
False |
157,013 |
| 60 |
2,455.6 |
2,077.7 |
377.9 |
15.9% |
42.2 |
1.8% |
81% |
False |
False |
123,806 |
| 80 |
2,455.6 |
2,010.8 |
444.8 |
18.7% |
46.9 |
2.0% |
84% |
False |
False |
93,018 |
| 100 |
2,455.6 |
2,010.8 |
444.8 |
18.7% |
45.5 |
1.9% |
84% |
False |
False |
74,457 |
| 120 |
2,455.6 |
2,010.8 |
444.8 |
18.7% |
39.2 |
1.6% |
84% |
False |
False |
62,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,676.2 |
|
2.618 |
2,583.8 |
|
1.618 |
2,527.2 |
|
1.000 |
2,492.2 |
|
0.618 |
2,470.6 |
|
HIGH |
2,435.6 |
|
0.618 |
2,414.0 |
|
0.500 |
2,407.3 |
|
0.382 |
2,400.6 |
|
LOW |
2,379.0 |
|
0.618 |
2,344.0 |
|
1.000 |
2,322.4 |
|
1.618 |
2,287.4 |
|
2.618 |
2,230.8 |
|
4.250 |
2,138.5 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,407.3 |
2,417.3 |
| PP |
2,399.1 |
2,405.8 |
| S1 |
2,390.9 |
2,394.2 |
|