| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,650.2 |
2,628.6 |
-21.6 |
-0.8% |
2,768.4 |
| High |
2,656.9 |
2,648.8 |
-8.1 |
-0.3% |
2,784.2 |
| Low |
2,619.9 |
2,601.9 |
-18.0 |
-0.7% |
2,674.8 |
| Close |
2,630.3 |
2,610.3 |
-20.0 |
-0.8% |
2,719.5 |
| Range |
37.0 |
46.9 |
9.9 |
26.8% |
109.4 |
| ATR |
40.0 |
40.5 |
0.5 |
1.2% |
0.0 |
| Volume |
68,561 |
69,504 |
943 |
1.4% |
230,125 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.0 |
2,732.6 |
2,636.1 |
|
| R3 |
2,714.1 |
2,685.7 |
2,623.2 |
|
| R2 |
2,667.2 |
2,667.2 |
2,618.9 |
|
| R1 |
2,638.8 |
2,638.8 |
2,614.6 |
2,629.6 |
| PP |
2,620.3 |
2,620.3 |
2,620.3 |
2,615.7 |
| S1 |
2,591.9 |
2,591.9 |
2,606.0 |
2,582.7 |
| S2 |
2,573.4 |
2,573.4 |
2,601.7 |
|
| S3 |
2,526.5 |
2,545.0 |
2,597.4 |
|
| S4 |
2,479.6 |
2,498.1 |
2,584.5 |
|
|
| 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 |
2,742.1 |
2,601.9 |
140.2 |
5.4% |
51.4 |
2.0% |
6% |
False |
True |
73,623 |
| 10 |
2,826.0 |
2,601.9 |
224.1 |
8.6% |
48.7 |
1.9% |
4% |
False |
True |
48,386 |
| 20 |
2,826.3 |
2,601.9 |
224.4 |
8.6% |
39.0 |
1.5% |
4% |
False |
True |
30,055 |
| 40 |
2,826.3 |
2,596.7 |
229.6 |
8.8% |
35.2 |
1.3% |
6% |
False |
False |
18,801 |
| 60 |
2,826.3 |
2,525.4 |
300.9 |
11.5% |
33.6 |
1.3% |
28% |
False |
False |
13,635 |
| 80 |
2,826.3 |
2,421.2 |
405.1 |
15.5% |
35.2 |
1.3% |
47% |
False |
False |
10,833 |
| 100 |
2,826.3 |
2,372.6 |
453.7 |
17.4% |
34.2 |
1.3% |
52% |
False |
False |
9,021 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.4% |
33.9 |
1.3% |
52% |
False |
False |
7,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,848.1 |
|
2.618 |
2,771.6 |
|
1.618 |
2,724.7 |
|
1.000 |
2,695.7 |
|
0.618 |
2,677.8 |
|
HIGH |
2,648.8 |
|
0.618 |
2,630.9 |
|
0.500 |
2,625.4 |
|
0.382 |
2,619.8 |
|
LOW |
2,601.9 |
|
0.618 |
2,572.9 |
|
1.000 |
2,555.0 |
|
1.618 |
2,526.0 |
|
2.618 |
2,479.1 |
|
4.250 |
2,402.6 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,625.4 |
2,659.6 |
| PP |
2,620.3 |
2,643.1 |
| S1 |
2,615.3 |
2,626.7 |
|