| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,335.7 |
2,371.0 |
35.3 |
1.5% |
2,317.7 |
| High |
2,382.6 |
2,419.0 |
36.4 |
1.5% |
2,419.0 |
| Low |
2,321.7 |
2,368.3 |
46.6 |
2.0% |
2,282.5 |
| Close |
2,373.6 |
2,413.6 |
40.0 |
1.7% |
2,413.6 |
| Range |
60.9 |
50.7 |
-10.2 |
-16.7% |
136.5 |
| ATR |
47.5 |
47.7 |
0.2 |
0.5% |
0.0 |
| Volume |
183,950 |
167,014 |
-16,936 |
-9.2% |
770,288 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,552.4 |
2,533.7 |
2,441.5 |
|
| R3 |
2,501.7 |
2,483.0 |
2,427.5 |
|
| R2 |
2,451.0 |
2,451.0 |
2,422.9 |
|
| R1 |
2,432.3 |
2,432.3 |
2,418.2 |
2,441.7 |
| PP |
2,400.3 |
2,400.3 |
2,400.3 |
2,405.0 |
| S1 |
2,381.6 |
2,381.6 |
2,409.0 |
2,391.0 |
| S2 |
2,349.6 |
2,349.6 |
2,404.3 |
|
| S3 |
2,298.9 |
2,330.9 |
2,399.7 |
|
| S4 |
2,248.2 |
2,280.2 |
2,385.7 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.2 |
2,733.9 |
2,488.7 |
|
| R3 |
2,644.7 |
2,597.4 |
2,451.1 |
|
| R2 |
2,508.2 |
2,508.2 |
2,438.6 |
|
| R1 |
2,460.9 |
2,460.9 |
2,426.1 |
2,484.6 |
| PP |
2,371.7 |
2,371.7 |
2,371.7 |
2,383.5 |
| S1 |
2,324.4 |
2,324.4 |
2,401.1 |
2,348.1 |
| S2 |
2,235.2 |
2,235.2 |
2,388.6 |
|
| S3 |
2,098.7 |
2,187.9 |
2,376.1 |
|
| S4 |
1,962.2 |
2,051.4 |
2,338.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,419.0 |
2,282.5 |
136.5 |
5.7% |
45.5 |
1.9% |
96% |
True |
False |
154,057 |
| 10 |
2,455.6 |
2,282.5 |
173.1 |
7.2% |
48.4 |
2.0% |
76% |
False |
False |
167,770 |
| 20 |
2,455.6 |
2,198.4 |
257.2 |
10.7% |
50.5 |
2.1% |
84% |
False |
False |
174,044 |
| 40 |
2,455.6 |
2,181.5 |
274.1 |
11.4% |
43.2 |
1.8% |
85% |
False |
False |
155,912 |
| 60 |
2,455.6 |
2,077.7 |
377.9 |
15.7% |
43.4 |
1.8% |
89% |
False |
False |
142,667 |
| 80 |
2,455.6 |
2,010.8 |
444.8 |
18.4% |
45.7 |
1.9% |
91% |
False |
False |
107,219 |
| 100 |
2,455.6 |
2,010.8 |
444.8 |
18.4% |
47.1 |
2.0% |
91% |
False |
False |
85,849 |
| 120 |
2,455.6 |
2,010.8 |
444.8 |
18.4% |
42.0 |
1.7% |
91% |
False |
False |
71,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,634.5 |
|
2.618 |
2,551.7 |
|
1.618 |
2,501.0 |
|
1.000 |
2,469.7 |
|
0.618 |
2,450.3 |
|
HIGH |
2,419.0 |
|
0.618 |
2,399.6 |
|
0.500 |
2,393.7 |
|
0.382 |
2,387.7 |
|
LOW |
2,368.3 |
|
0.618 |
2,337.0 |
|
1.000 |
2,317.6 |
|
1.618 |
2,286.3 |
|
2.618 |
2,235.6 |
|
4.250 |
2,152.8 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,407.0 |
2,396.7 |
| PP |
2,400.3 |
2,379.8 |
| S1 |
2,393.7 |
2,362.9 |
|