| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,386.1 |
2,350.7 |
-35.4 |
-1.5% |
2,418.1 |
| High |
2,401.2 |
2,355.8 |
-45.4 |
-1.9% |
2,455.6 |
| Low |
2,341.5 |
2,306.4 |
-35.1 |
-1.5% |
2,306.4 |
| Close |
2,349.6 |
2,313.6 |
-36.0 |
-1.5% |
2,313.6 |
| Range |
59.7 |
49.4 |
-10.3 |
-17.3% |
149.2 |
| ATR |
48.3 |
48.3 |
0.1 |
0.2% |
0.0 |
| Volume |
185,281 |
184,231 |
-1,050 |
-0.6% |
907,416 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.5 |
2,442.9 |
2,340.8 |
|
| R3 |
2,424.1 |
2,393.5 |
2,327.2 |
|
| R2 |
2,374.7 |
2,374.7 |
2,322.7 |
|
| R1 |
2,344.1 |
2,344.1 |
2,318.1 |
2,334.7 |
| PP |
2,325.3 |
2,325.3 |
2,325.3 |
2,320.6 |
| S1 |
2,294.7 |
2,294.7 |
2,309.1 |
2,285.3 |
| S2 |
2,275.9 |
2,275.9 |
2,304.5 |
|
| S3 |
2,226.5 |
2,245.3 |
2,300.0 |
|
| S4 |
2,177.1 |
2,195.9 |
2,286.4 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.1 |
2,709.1 |
2,395.7 |
|
| R3 |
2,656.9 |
2,559.9 |
2,354.6 |
|
| R2 |
2,507.7 |
2,507.7 |
2,341.0 |
|
| R1 |
2,410.7 |
2,410.7 |
2,327.3 |
2,384.6 |
| PP |
2,358.5 |
2,358.5 |
2,358.5 |
2,345.5 |
| S1 |
2,261.5 |
2,261.5 |
2,299.9 |
2,235.4 |
| S2 |
2,209.3 |
2,209.3 |
2,286.2 |
|
| S3 |
2,060.1 |
2,112.3 |
2,272.6 |
|
| S4 |
1,910.9 |
1,963.1 |
2,231.5 |
|
|
| 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 |
2,306.4 |
149.2 |
6.4% |
51.3 |
2.2% |
5% |
False |
True |
181,483 |
| 10 |
2,455.6 |
2,203.3 |
252.3 |
10.9% |
58.2 |
2.5% |
44% |
False |
False |
199,174 |
| 20 |
2,455.6 |
2,198.4 |
257.2 |
11.1% |
47.9 |
2.1% |
45% |
False |
False |
164,867 |
| 40 |
2,455.6 |
2,181.5 |
274.1 |
11.8% |
41.8 |
1.8% |
48% |
False |
False |
154,325 |
| 60 |
2,455.6 |
2,077.7 |
377.9 |
16.3% |
43.0 |
1.9% |
62% |
False |
False |
129,949 |
| 80 |
2,455.6 |
2,010.8 |
444.8 |
19.2% |
46.6 |
2.0% |
68% |
False |
False |
97,629 |
| 100 |
2,455.6 |
2,010.8 |
444.8 |
19.2% |
46.2 |
2.0% |
68% |
False |
False |
78,151 |
| 120 |
2,455.6 |
2,010.8 |
444.8 |
19.2% |
40.1 |
1.7% |
68% |
False |
False |
65,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,565.8 |
|
2.618 |
2,485.1 |
|
1.618 |
2,435.7 |
|
1.000 |
2,405.2 |
|
0.618 |
2,386.3 |
|
HIGH |
2,355.8 |
|
0.618 |
2,336.9 |
|
0.500 |
2,331.1 |
|
0.382 |
2,325.3 |
|
LOW |
2,306.4 |
|
0.618 |
2,275.9 |
|
1.000 |
2,257.0 |
|
1.618 |
2,226.5 |
|
2.618 |
2,177.1 |
|
4.250 |
2,096.5 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,331.1 |
2,371.0 |
| PP |
2,325.3 |
2,351.9 |
| S1 |
2,319.4 |
2,332.7 |
|