| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
4,801.0 |
4,783.0 |
-18.0 |
-0.4% |
4,855.0 |
| High |
4,823.0 |
4,801.0 |
-22.0 |
-0.5% |
4,909.0 |
| Low |
4,755.0 |
4,727.0 |
-28.0 |
-0.6% |
4,731.0 |
| Close |
4,767.0 |
4,792.0 |
25.0 |
0.5% |
4,834.0 |
| Range |
68.0 |
74.0 |
6.0 |
8.8% |
178.0 |
| ATR |
66.4 |
66.9 |
0.5 |
0.8% |
0.0 |
| Volume |
1,817 |
2,943 |
1,126 |
62.0% |
8,494 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,995.3 |
4,967.7 |
4,832.7 |
|
| R3 |
4,921.3 |
4,893.7 |
4,812.4 |
|
| R2 |
4,847.3 |
4,847.3 |
4,805.6 |
|
| R1 |
4,819.7 |
4,819.7 |
4,798.8 |
4,833.5 |
| PP |
4,773.3 |
4,773.3 |
4,773.3 |
4,780.3 |
| S1 |
4,745.7 |
4,745.7 |
4,785.2 |
4,759.5 |
| S2 |
4,699.3 |
4,699.3 |
4,778.4 |
|
| S3 |
4,625.3 |
4,671.7 |
4,771.7 |
|
| S4 |
4,551.3 |
4,597.7 |
4,751.3 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,358.7 |
5,274.3 |
4,931.9 |
|
| R3 |
5,180.7 |
5,096.3 |
4,883.0 |
|
| R2 |
5,002.7 |
5,002.7 |
4,866.6 |
|
| R1 |
4,918.3 |
4,918.3 |
4,850.3 |
4,871.5 |
| PP |
4,824.7 |
4,824.7 |
4,824.7 |
4,801.3 |
| S1 |
4,740.3 |
4,740.3 |
4,817.7 |
4,693.5 |
| S2 |
4,646.7 |
4,646.7 |
4,801.4 |
|
| S3 |
4,468.7 |
4,562.3 |
4,785.1 |
|
| S4 |
4,290.7 |
4,384.3 |
4,736.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,862.0 |
4,727.0 |
135.0 |
2.8% |
67.0 |
1.4% |
48% |
False |
True |
3,740 |
| 10 |
4,909.0 |
4,727.0 |
182.0 |
3.8% |
69.4 |
1.4% |
36% |
False |
True |
2,650 |
| 20 |
5,031.0 |
4,727.0 |
304.0 |
6.3% |
62.4 |
1.3% |
21% |
False |
True |
1,651 |
| 40 |
5,121.0 |
4,727.0 |
394.0 |
8.2% |
51.8 |
1.1% |
16% |
False |
True |
1,045 |
| 60 |
5,121.0 |
4,727.0 |
394.0 |
8.2% |
38.8 |
0.8% |
16% |
False |
True |
801 |
| 80 |
5,121.0 |
4,636.0 |
485.0 |
10.1% |
29.8 |
0.6% |
32% |
False |
False |
600 |
| 100 |
5,149.0 |
4,636.0 |
513.0 |
10.7% |
23.8 |
0.5% |
30% |
False |
False |
490 |
| 120 |
5,171.0 |
4,636.0 |
535.0 |
11.2% |
19.9 |
0.4% |
29% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,115.5 |
|
2.618 |
4,994.7 |
|
1.618 |
4,920.7 |
|
1.000 |
4,875.0 |
|
0.618 |
4,846.7 |
|
HIGH |
4,801.0 |
|
0.618 |
4,772.7 |
|
0.500 |
4,764.0 |
|
0.382 |
4,755.3 |
|
LOW |
4,727.0 |
|
0.618 |
4,681.3 |
|
1.000 |
4,653.0 |
|
1.618 |
4,607.3 |
|
2.618 |
4,533.3 |
|
4.250 |
4,412.5 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,782.7 |
4,789.8 |
| PP |
4,773.3 |
4,787.7 |
| S1 |
4,764.0 |
4,785.5 |
|