| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,737.4 |
2,716.0 |
-21.4 |
-0.8% |
2,768.4 |
| High |
2,741.6 |
2,717.2 |
-24.4 |
-0.9% |
2,784.2 |
| Low |
2,712.0 |
2,641.1 |
-70.9 |
-2.6% |
2,674.8 |
| Close |
2,719.5 |
2,641.7 |
-77.8 |
-2.9% |
2,719.5 |
| Range |
29.6 |
76.1 |
46.5 |
157.1% |
109.4 |
| ATR |
37.2 |
40.2 |
2.9 |
7.9% |
0.0 |
| Volume |
73,368 |
75,009 |
1,641 |
2.2% |
230,125 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.0 |
2,844.4 |
2,683.6 |
|
| R3 |
2,818.9 |
2,768.3 |
2,662.6 |
|
| R2 |
2,742.8 |
2,742.8 |
2,655.7 |
|
| R1 |
2,692.2 |
2,692.2 |
2,648.7 |
2,679.5 |
| PP |
2,666.7 |
2,666.7 |
2,666.7 |
2,660.3 |
| S1 |
2,616.1 |
2,616.1 |
2,634.7 |
2,603.4 |
| S2 |
2,590.6 |
2,590.6 |
2,627.7 |
|
| S3 |
2,514.5 |
2,540.0 |
2,620.8 |
|
| S4 |
2,438.4 |
2,463.9 |
2,599.8 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.4 |
2,996.3 |
2,779.7 |
|
| R3 |
2,945.0 |
2,886.9 |
2,749.6 |
|
| R2 |
2,835.6 |
2,835.6 |
2,739.6 |
|
| R1 |
2,777.5 |
2,777.5 |
2,729.5 |
2,751.9 |
| PP |
2,726.2 |
2,726.2 |
2,726.2 |
2,713.3 |
| S1 |
2,668.1 |
2,668.1 |
2,709.5 |
2,642.5 |
| S2 |
2,616.8 |
2,616.8 |
2,699.4 |
|
| S3 |
2,507.4 |
2,558.7 |
2,689.4 |
|
| S4 |
2,398.0 |
2,449.3 |
2,659.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,784.2 |
2,641.1 |
143.1 |
5.4% |
59.4 |
2.2% |
0% |
False |
True |
58,205 |
| 10 |
2,826.3 |
2,641.1 |
185.2 |
7.0% |
45.7 |
1.7% |
0% |
False |
True |
38,136 |
| 20 |
2,826.3 |
2,641.1 |
185.2 |
7.0% |
37.7 |
1.4% |
0% |
False |
True |
23,785 |
| 40 |
2,826.3 |
2,595.0 |
231.3 |
8.8% |
35.1 |
1.3% |
20% |
False |
False |
15,573 |
| 60 |
2,826.3 |
2,525.4 |
300.9 |
11.4% |
33.1 |
1.3% |
39% |
False |
False |
11,380 |
| 80 |
2,826.3 |
2,421.2 |
405.1 |
15.3% |
34.7 |
1.3% |
54% |
False |
False |
9,127 |
| 100 |
2,826.3 |
2,372.6 |
453.7 |
17.2% |
34.0 |
1.3% |
59% |
False |
False |
7,657 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.2% |
34.0 |
1.3% |
59% |
False |
False |
6,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.6 |
|
2.618 |
2,916.4 |
|
1.618 |
2,840.3 |
|
1.000 |
2,793.3 |
|
0.618 |
2,764.2 |
|
HIGH |
2,717.2 |
|
0.618 |
2,688.1 |
|
0.500 |
2,679.2 |
|
0.382 |
2,670.2 |
|
LOW |
2,641.1 |
|
0.618 |
2,594.1 |
|
1.000 |
2,565.0 |
|
1.618 |
2,518.0 |
|
2.618 |
2,441.9 |
|
4.250 |
2,317.7 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,679.2 |
2,691.6 |
| PP |
2,666.7 |
2,675.0 |
| S1 |
2,654.2 |
2,658.3 |
|