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 |
4,892.0 |
4,855.0 |
-37.0 |
-0.8% |
4,900.0 |
High |
4,892.0 |
4,909.0 |
17.0 |
0.3% |
4,981.0 |
Low |
4,833.0 |
4,855.0 |
22.0 |
0.5% |
4,826.0 |
Close |
4,835.0 |
4,888.0 |
53.0 |
1.1% |
4,835.0 |
Range |
59.0 |
54.0 |
-5.0 |
-8.5% |
155.0 |
ATR |
58.1 |
59.2 |
1.1 |
2.0% |
0.0 |
Volume |
636 |
64 |
-572 |
-89.9% |
1,977 |
|
Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,046.0 |
5,021.0 |
4,917.7 |
|
R3 |
4,992.0 |
4,967.0 |
4,902.9 |
|
R2 |
4,938.0 |
4,938.0 |
4,897.9 |
|
R1 |
4,913.0 |
4,913.0 |
4,893.0 |
4,925.5 |
PP |
4,884.0 |
4,884.0 |
4,884.0 |
4,890.3 |
S1 |
4,859.0 |
4,859.0 |
4,883.1 |
4,871.5 |
S2 |
4,830.0 |
4,830.0 |
4,878.1 |
|
S3 |
4,776.0 |
4,805.0 |
4,873.2 |
|
S4 |
4,722.0 |
4,751.0 |
4,858.3 |
|
|
Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,345.7 |
5,245.3 |
4,920.3 |
|
R3 |
5,190.7 |
5,090.3 |
4,877.6 |
|
R2 |
5,035.7 |
5,035.7 |
4,863.4 |
|
R1 |
4,935.3 |
4,935.3 |
4,849.2 |
4,908.0 |
PP |
4,880.7 |
4,880.7 |
4,880.7 |
4,867.0 |
S1 |
4,780.3 |
4,780.3 |
4,820.8 |
4,753.0 |
S2 |
4,725.7 |
4,725.7 |
4,806.6 |
|
S3 |
4,570.7 |
4,625.3 |
4,792.4 |
|
S4 |
4,415.7 |
4,470.3 |
4,749.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,981.0 |
4,826.0 |
155.0 |
3.2% |
76.2 |
1.6% |
40% |
False |
False |
404 |
10 |
5,031.0 |
4,826.0 |
205.0 |
4.2% |
60.6 |
1.2% |
30% |
False |
False |
718 |
20 |
5,080.0 |
4,826.0 |
254.0 |
5.2% |
50.6 |
1.0% |
24% |
False |
False |
761 |
40 |
5,121.0 |
4,826.0 |
295.0 |
6.0% |
43.6 |
0.9% |
21% |
False |
False |
555 |
60 |
5,121.0 |
4,791.0 |
330.0 |
6.8% |
29.1 |
0.6% |
29% |
False |
False |
371 |
80 |
5,121.0 |
4,636.0 |
485.0 |
9.9% |
22.5 |
0.5% |
52% |
False |
False |
278 |
100 |
5,149.0 |
4,636.0 |
513.0 |
10.5% |
18.0 |
0.4% |
49% |
False |
False |
232 |
120 |
5,188.0 |
4,636.0 |
552.0 |
11.3% |
15.0 |
0.3% |
46% |
False |
False |
193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,138.5 |
2.618 |
5,050.4 |
1.618 |
4,996.4 |
1.000 |
4,963.0 |
0.618 |
4,942.4 |
HIGH |
4,909.0 |
0.618 |
4,888.4 |
0.500 |
4,882.0 |
0.382 |
4,875.6 |
LOW |
4,855.0 |
0.618 |
4,821.6 |
1.000 |
4,801.0 |
1.618 |
4,767.6 |
2.618 |
4,713.6 |
4.250 |
4,625.5 |
|
|
Fisher Pivots for day following 11-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,886.0 |
4,881.2 |
PP |
4,884.0 |
4,874.3 |
S1 |
4,882.0 |
4,867.5 |
|