| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,716.0 |
2,650.2 |
-65.8 |
-2.4% |
2,768.4 |
| High |
2,717.2 |
2,656.9 |
-60.3 |
-2.2% |
2,784.2 |
| Low |
2,641.1 |
2,619.9 |
-21.2 |
-0.8% |
2,674.8 |
| Close |
2,641.7 |
2,630.3 |
-11.4 |
-0.4% |
2,719.5 |
| Range |
76.1 |
37.0 |
-39.1 |
-51.4% |
109.4 |
| ATR |
40.2 |
40.0 |
-0.2 |
-0.6% |
0.0 |
| Volume |
75,009 |
68,561 |
-6,448 |
-8.6% |
230,125 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.7 |
2,725.5 |
2,650.7 |
|
| R3 |
2,709.7 |
2,688.5 |
2,640.5 |
|
| R2 |
2,672.7 |
2,672.7 |
2,637.1 |
|
| R1 |
2,651.5 |
2,651.5 |
2,633.7 |
2,643.6 |
| PP |
2,635.7 |
2,635.7 |
2,635.7 |
2,631.8 |
| S1 |
2,614.5 |
2,614.5 |
2,626.9 |
2,606.6 |
| S2 |
2,598.7 |
2,598.7 |
2,623.5 |
|
| S3 |
2,561.7 |
2,577.5 |
2,620.1 |
|
| S4 |
2,524.7 |
2,540.5 |
2,610.0 |
|
|
| 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 |
2,782.8 |
2,619.9 |
162.9 |
6.2% |
61.6 |
2.3% |
6% |
False |
True |
67,833 |
| 10 |
2,826.3 |
2,619.9 |
206.4 |
7.8% |
45.9 |
1.7% |
5% |
False |
True |
43,051 |
| 20 |
2,826.3 |
2,619.9 |
206.4 |
7.8% |
38.0 |
1.4% |
5% |
False |
True |
26,938 |
| 40 |
2,826.3 |
2,595.0 |
231.3 |
8.8% |
35.3 |
1.3% |
15% |
False |
False |
17,208 |
| 60 |
2,826.3 |
2,525.4 |
300.9 |
11.4% |
33.4 |
1.3% |
35% |
False |
False |
12,497 |
| 80 |
2,826.3 |
2,421.2 |
405.1 |
15.4% |
34.8 |
1.3% |
52% |
False |
False |
9,974 |
| 100 |
2,826.3 |
2,372.6 |
453.7 |
17.2% |
33.9 |
1.3% |
57% |
False |
False |
8,333 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.2% |
33.9 |
1.3% |
57% |
False |
False |
7,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.2 |
|
2.618 |
2,753.8 |
|
1.618 |
2,716.8 |
|
1.000 |
2,693.9 |
|
0.618 |
2,679.8 |
|
HIGH |
2,656.9 |
|
0.618 |
2,642.8 |
|
0.500 |
2,638.4 |
|
0.382 |
2,634.0 |
|
LOW |
2,619.9 |
|
0.618 |
2,597.0 |
|
1.000 |
2,582.9 |
|
1.618 |
2,560.0 |
|
2.618 |
2,523.0 |
|
4.250 |
2,462.7 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,638.4 |
2,680.8 |
| PP |
2,635.7 |
2,663.9 |
| S1 |
2,633.0 |
2,647.1 |
|