| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,317.7 |
2,318.7 |
1.0 |
0.0% |
2,418.1 |
| High |
2,334.4 |
2,336.6 |
2.2 |
0.1% |
2,455.6 |
| Low |
2,309.3 |
2,282.5 |
-26.8 |
-1.2% |
2,306.4 |
| Close |
2,317.7 |
2,334.1 |
16.4 |
0.7% |
2,313.6 |
| Range |
25.1 |
54.1 |
29.0 |
115.5% |
149.2 |
| ATR |
46.7 |
47.2 |
0.5 |
1.1% |
0.0 |
| Volume |
118,501 |
154,657 |
36,156 |
30.5% |
907,416 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,480.0 |
2,461.2 |
2,363.9 |
|
| R3 |
2,425.9 |
2,407.1 |
2,349.0 |
|
| R2 |
2,371.8 |
2,371.8 |
2,344.0 |
|
| R1 |
2,353.0 |
2,353.0 |
2,339.1 |
2,362.4 |
| PP |
2,317.7 |
2,317.7 |
2,317.7 |
2,322.5 |
| S1 |
2,298.9 |
2,298.9 |
2,329.1 |
2,308.3 |
| S2 |
2,263.6 |
2,263.6 |
2,324.2 |
|
| S3 |
2,209.5 |
2,244.8 |
2,319.2 |
|
| S4 |
2,155.4 |
2,190.7 |
2,304.3 |
|
|
| 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 |
2,435.6 |
2,282.5 |
153.1 |
6.6% |
49.0 |
2.1% |
34% |
False |
True |
165,980 |
| 10 |
2,455.6 |
2,272.0 |
183.6 |
7.9% |
55.5 |
2.4% |
34% |
False |
False |
197,940 |
| 20 |
2,455.6 |
2,198.4 |
257.2 |
11.0% |
48.2 |
2.1% |
53% |
False |
False |
167,016 |
| 40 |
2,455.6 |
2,181.5 |
274.1 |
11.7% |
42.3 |
1.8% |
56% |
False |
False |
154,578 |
| 60 |
2,455.6 |
2,077.7 |
377.9 |
16.2% |
42.7 |
1.8% |
68% |
False |
False |
134,478 |
| 80 |
2,455.6 |
2,010.8 |
444.8 |
19.1% |
46.4 |
2.0% |
73% |
False |
False |
101,033 |
| 100 |
2,455.6 |
2,010.8 |
444.8 |
19.1% |
46.3 |
2.0% |
73% |
False |
False |
80,881 |
| 120 |
2,455.6 |
2,010.8 |
444.8 |
19.1% |
40.8 |
1.7% |
73% |
False |
False |
67,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,566.5 |
|
2.618 |
2,478.2 |
|
1.618 |
2,424.1 |
|
1.000 |
2,390.7 |
|
0.618 |
2,370.0 |
|
HIGH |
2,336.6 |
|
0.618 |
2,315.9 |
|
0.500 |
2,309.6 |
|
0.382 |
2,303.2 |
|
LOW |
2,282.5 |
|
0.618 |
2,249.1 |
|
1.000 |
2,228.4 |
|
1.618 |
2,195.0 |
|
2.618 |
2,140.9 |
|
4.250 |
2,052.6 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,325.9 |
2,329.1 |
| PP |
2,317.7 |
2,324.1 |
| S1 |
2,309.6 |
2,319.2 |
|