| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,332.9 |
2,335.7 |
2.8 |
0.1% |
2,418.1 |
| High |
2,343.5 |
2,382.6 |
39.1 |
1.7% |
2,455.6 |
| Low |
2,306.8 |
2,321.7 |
14.9 |
0.6% |
2,306.4 |
| Close |
2,335.2 |
2,373.6 |
38.4 |
1.6% |
2,313.6 |
| Range |
36.7 |
60.9 |
24.2 |
65.9% |
149.2 |
| ATR |
46.5 |
47.5 |
1.0 |
2.2% |
0.0 |
| Volume |
146,166 |
183,950 |
37,784 |
25.9% |
907,416 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,542.0 |
2,518.7 |
2,407.1 |
|
| R3 |
2,481.1 |
2,457.8 |
2,390.3 |
|
| R2 |
2,420.2 |
2,420.2 |
2,384.8 |
|
| R1 |
2,396.9 |
2,396.9 |
2,379.2 |
2,408.6 |
| PP |
2,359.3 |
2,359.3 |
2,359.3 |
2,365.1 |
| S1 |
2,336.0 |
2,336.0 |
2,368.0 |
2,347.7 |
| S2 |
2,298.4 |
2,298.4 |
2,362.4 |
|
| S3 |
2,237.5 |
2,275.1 |
2,356.9 |
|
| S4 |
2,176.6 |
2,214.2 |
2,340.1 |
|
|
| 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 |
2,382.6 |
2,282.5 |
100.1 |
4.2% |
45.2 |
1.9% |
91% |
True |
False |
157,501 |
| 10 |
2,455.6 |
2,282.5 |
173.1 |
7.3% |
46.3 |
1.9% |
53% |
False |
False |
165,858 |
| 20 |
2,455.6 |
2,198.4 |
257.2 |
10.8% |
49.7 |
2.1% |
68% |
False |
False |
171,630 |
| 40 |
2,455.6 |
2,181.5 |
274.1 |
11.5% |
43.1 |
1.8% |
70% |
False |
False |
155,913 |
| 60 |
2,455.6 |
2,077.7 |
377.9 |
15.9% |
43.3 |
1.8% |
78% |
False |
False |
139,937 |
| 80 |
2,455.6 |
2,010.8 |
444.8 |
18.7% |
46.3 |
2.0% |
82% |
False |
False |
105,146 |
| 100 |
2,455.6 |
2,010.8 |
444.8 |
18.7% |
46.7 |
2.0% |
82% |
False |
False |
84,180 |
| 120 |
2,455.6 |
2,010.8 |
444.8 |
18.7% |
41.6 |
1.8% |
82% |
False |
False |
70,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,641.4 |
|
2.618 |
2,542.0 |
|
1.618 |
2,481.1 |
|
1.000 |
2,443.5 |
|
0.618 |
2,420.2 |
|
HIGH |
2,382.6 |
|
0.618 |
2,359.3 |
|
0.500 |
2,352.2 |
|
0.382 |
2,345.0 |
|
LOW |
2,321.7 |
|
0.618 |
2,284.1 |
|
1.000 |
2,260.8 |
|
1.618 |
2,223.2 |
|
2.618 |
2,162.3 |
|
4.250 |
2,062.9 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,366.5 |
2,359.9 |
| PP |
2,359.3 |
2,346.2 |
| S1 |
2,352.2 |
2,332.6 |
|