| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,628.6 |
2,602.0 |
-26.6 |
-1.0% |
2,768.4 |
| High |
2,648.8 |
2,609.0 |
-39.8 |
-1.5% |
2,784.2 |
| Low |
2,601.9 |
2,565.0 |
-36.9 |
-1.4% |
2,674.8 |
| Close |
2,610.3 |
2,596.4 |
-13.9 |
-0.5% |
2,719.5 |
| Range |
46.9 |
44.0 |
-2.9 |
-6.2% |
109.4 |
| ATR |
40.5 |
40.8 |
0.3 |
0.9% |
0.0 |
| Volume |
69,504 |
38,521 |
-30,983 |
-44.6% |
230,125 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.1 |
2,703.3 |
2,620.6 |
|
| R3 |
2,678.1 |
2,659.3 |
2,608.5 |
|
| R2 |
2,634.1 |
2,634.1 |
2,604.5 |
|
| R1 |
2,615.3 |
2,615.3 |
2,600.4 |
2,602.7 |
| PP |
2,590.1 |
2,590.1 |
2,590.1 |
2,583.9 |
| S1 |
2,571.3 |
2,571.3 |
2,592.4 |
2,558.7 |
| S2 |
2,546.1 |
2,546.1 |
2,588.3 |
|
| S3 |
2,502.1 |
2,527.3 |
2,584.3 |
|
| S4 |
2,458.1 |
2,483.3 |
2,572.2 |
|
|
| 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 |
2,741.6 |
2,565.0 |
176.6 |
6.8% |
46.7 |
1.8% |
18% |
False |
True |
64,992 |
| 10 |
2,797.0 |
2,565.0 |
232.0 |
8.9% |
47.1 |
1.8% |
14% |
False |
True |
50,026 |
| 20 |
2,826.3 |
2,565.0 |
261.3 |
10.1% |
40.0 |
1.5% |
12% |
False |
True |
31,386 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
10.1% |
35.1 |
1.4% |
12% |
False |
True |
19,710 |
| 60 |
2,826.3 |
2,525.4 |
300.9 |
11.6% |
33.9 |
1.3% |
24% |
False |
False |
14,258 |
| 80 |
2,826.3 |
2,421.2 |
405.1 |
15.6% |
35.3 |
1.4% |
43% |
False |
False |
11,298 |
| 100 |
2,826.3 |
2,372.6 |
453.7 |
17.5% |
34.5 |
1.3% |
49% |
False |
False |
9,399 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.5% |
34.1 |
1.3% |
49% |
False |
False |
7,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.0 |
|
2.618 |
2,724.2 |
|
1.618 |
2,680.2 |
|
1.000 |
2,653.0 |
|
0.618 |
2,636.2 |
|
HIGH |
2,609.0 |
|
0.618 |
2,592.2 |
|
0.500 |
2,587.0 |
|
0.382 |
2,581.8 |
|
LOW |
2,565.0 |
|
0.618 |
2,537.8 |
|
1.000 |
2,521.0 |
|
1.618 |
2,493.8 |
|
2.618 |
2,449.8 |
|
4.250 |
2,378.0 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,593.3 |
2,611.0 |
| PP |
2,590.1 |
2,606.1 |
| S1 |
2,587.0 |
2,601.3 |
|