| 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 |
2,677.3 |
2,695.9 |
18.6 |
0.7% |
2,595.0 |
| High |
2,700.7 |
2,743.3 |
42.6 |
1.6% |
2,743.3 |
| Low |
2,675.5 |
2,694.5 |
19.0 |
0.7% |
2,592.0 |
| Close |
2,699.3 |
2,737.2 |
37.9 |
1.4% |
2,737.2 |
| Range |
25.2 |
48.8 |
23.6 |
93.7% |
151.3 |
| ATR |
38.2 |
39.0 |
0.8 |
2.0% |
0.0 |
| Volume |
67,066 |
74,540 |
7,474 |
11.1% |
286,216 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,871.4 |
2,853.1 |
2,764.0 |
|
| R3 |
2,822.6 |
2,804.3 |
2,750.6 |
|
| R2 |
2,773.8 |
2,773.8 |
2,746.1 |
|
| R1 |
2,755.5 |
2,755.5 |
2,741.7 |
2,764.7 |
| PP |
2,725.0 |
2,725.0 |
2,725.0 |
2,729.6 |
| S1 |
2,706.7 |
2,706.7 |
2,732.7 |
2,715.9 |
| S2 |
2,676.2 |
2,676.2 |
2,728.3 |
|
| S3 |
2,627.4 |
2,657.9 |
2,723.8 |
|
| S4 |
2,578.6 |
2,609.1 |
2,710.4 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.7 |
3,092.3 |
2,820.4 |
|
| R3 |
2,993.4 |
2,941.0 |
2,778.8 |
|
| R2 |
2,842.1 |
2,842.1 |
2,764.9 |
|
| R1 |
2,789.7 |
2,789.7 |
2,751.1 |
2,815.9 |
| PP |
2,690.8 |
2,690.8 |
2,690.8 |
2,704.0 |
| S1 |
2,638.4 |
2,638.4 |
2,723.3 |
2,664.6 |
| S2 |
2,539.5 |
2,539.5 |
2,709.5 |
|
| S3 |
2,388.2 |
2,487.1 |
2,695.6 |
|
| S4 |
2,236.9 |
2,335.8 |
2,654.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,743.3 |
2,592.0 |
151.3 |
5.5% |
38.2 |
1.4% |
96% |
True |
False |
57,243 |
| 10 |
2,743.3 |
2,565.0 |
178.3 |
6.5% |
41.6 |
1.5% |
97% |
True |
False |
57,321 |
| 20 |
2,826.3 |
2,565.0 |
261.3 |
9.5% |
40.9 |
1.5% |
66% |
False |
False |
44,325 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.5% |
35.8 |
1.3% |
66% |
False |
False |
26,894 |
| 60 |
2,826.3 |
2,525.4 |
300.9 |
11.0% |
34.5 |
1.3% |
70% |
False |
False |
19,456 |
| 80 |
2,826.3 |
2,424.7 |
401.6 |
14.7% |
35.3 |
1.3% |
78% |
False |
False |
15,179 |
| 100 |
2,826.3 |
2,421.2 |
405.1 |
14.8% |
35.0 |
1.3% |
78% |
False |
False |
12,567 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.6% |
34.3 |
1.3% |
80% |
False |
False |
10,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,950.7 |
|
2.618 |
2,871.1 |
|
1.618 |
2,822.3 |
|
1.000 |
2,792.1 |
|
0.618 |
2,773.5 |
|
HIGH |
2,743.3 |
|
0.618 |
2,724.7 |
|
0.500 |
2,718.9 |
|
0.382 |
2,713.1 |
|
LOW |
2,694.5 |
|
0.618 |
2,664.3 |
|
1.000 |
2,645.7 |
|
1.618 |
2,615.5 |
|
2.618 |
2,566.7 |
|
4.250 |
2,487.1 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.1 |
2,722.9 |
| PP |
2,725.0 |
2,708.7 |
| S1 |
2,718.9 |
2,694.4 |
|