| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,405.8 |
2,386.1 |
-19.7 |
-0.8% |
2,214.0 |
| High |
2,435.6 |
2,401.2 |
-34.4 |
-1.4% |
2,424.5 |
| Low |
2,379.0 |
2,341.5 |
-37.5 |
-1.6% |
2,203.3 |
| Close |
2,382.7 |
2,349.6 |
-33.1 |
-1.4% |
2,412.4 |
| Range |
56.6 |
59.7 |
3.1 |
5.5% |
221.2 |
| ATR |
47.4 |
48.3 |
0.9 |
1.9% |
0.0 |
| Volume |
187,234 |
185,281 |
-1,953 |
-1.0% |
1,084,328 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.2 |
2,506.1 |
2,382.4 |
|
| R3 |
2,483.5 |
2,446.4 |
2,366.0 |
|
| R2 |
2,423.8 |
2,423.8 |
2,360.5 |
|
| R1 |
2,386.7 |
2,386.7 |
2,355.1 |
2,375.4 |
| PP |
2,364.1 |
2,364.1 |
2,364.1 |
2,358.5 |
| S1 |
2,327.0 |
2,327.0 |
2,344.1 |
2,315.7 |
| S2 |
2,304.4 |
2,304.4 |
2,338.7 |
|
| S3 |
2,244.7 |
2,267.3 |
2,333.2 |
|
| S4 |
2,185.0 |
2,207.6 |
2,316.8 |
|
|
| 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 |
2,341.5 |
114.1 |
4.9% |
47.3 |
2.0% |
7% |
False |
True |
174,215 |
| 10 |
2,455.6 |
2,198.4 |
257.2 |
10.9% |
57.4 |
2.4% |
59% |
False |
False |
195,015 |
| 20 |
2,455.6 |
2,198.4 |
257.2 |
10.9% |
46.5 |
2.0% |
59% |
False |
False |
161,337 |
| 40 |
2,455.6 |
2,181.5 |
274.1 |
11.7% |
41.3 |
1.8% |
61% |
False |
False |
155,310 |
| 60 |
2,455.6 |
2,077.7 |
377.9 |
16.1% |
42.7 |
1.8% |
72% |
False |
False |
126,886 |
| 80 |
2,455.6 |
2,010.8 |
444.8 |
18.9% |
46.9 |
2.0% |
76% |
False |
False |
95,330 |
| 100 |
2,455.6 |
2,010.8 |
444.8 |
18.9% |
45.9 |
2.0% |
76% |
False |
False |
76,310 |
| 120 |
2,455.6 |
2,010.8 |
444.8 |
18.9% |
39.7 |
1.7% |
76% |
False |
False |
63,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,654.9 |
|
2.618 |
2,557.5 |
|
1.618 |
2,497.8 |
|
1.000 |
2,460.9 |
|
0.618 |
2,438.1 |
|
HIGH |
2,401.2 |
|
0.618 |
2,378.4 |
|
0.500 |
2,371.4 |
|
0.382 |
2,364.3 |
|
LOW |
2,341.5 |
|
0.618 |
2,304.6 |
|
1.000 |
2,281.8 |
|
1.618 |
2,244.9 |
|
2.618 |
2,185.2 |
|
4.250 |
2,087.8 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,371.4 |
2,395.6 |
| PP |
2,364.1 |
2,380.3 |
| S1 |
2,356.9 |
2,364.9 |
|