| 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 |
6,068.00 |
6,098.00 |
30.00 |
0.5% |
5,803.00 |
| High |
6,105.00 |
6,118.50 |
13.50 |
0.2% |
6,105.00 |
| Low |
6,054.50 |
6,079.50 |
25.00 |
0.4% |
5,783.75 |
| Close |
6,090.00 |
6,097.25 |
7.25 |
0.1% |
6,090.00 |
| Range |
50.50 |
39.00 |
-11.50 |
-22.8% |
321.25 |
| ATR |
68.02 |
65.94 |
-2.07 |
-3.0% |
0.00 |
| Volume |
2,624 |
2,896 |
272 |
10.4% |
25,353 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,215.50 |
6,195.25 |
6,118.75 |
|
| R3 |
6,176.50 |
6,156.25 |
6,108.00 |
|
| R2 |
6,137.50 |
6,137.50 |
6,104.50 |
|
| R1 |
6,117.25 |
6,117.25 |
6,100.75 |
6,108.00 |
| PP |
6,098.50 |
6,098.50 |
6,098.50 |
6,093.75 |
| S1 |
6,078.25 |
6,078.25 |
6,093.75 |
6,069.00 |
| S2 |
6,059.50 |
6,059.50 |
6,090.00 |
|
| S3 |
6,020.50 |
6,039.25 |
6,086.50 |
|
| S4 |
5,981.50 |
6,000.25 |
6,075.75 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,956.75 |
6,844.50 |
6,266.75 |
|
| R3 |
6,635.50 |
6,523.25 |
6,178.25 |
|
| R2 |
6,314.25 |
6,314.25 |
6,149.00 |
|
| R1 |
6,202.00 |
6,202.00 |
6,119.50 |
6,258.00 |
| PP |
5,993.00 |
5,993.00 |
5,993.00 |
6,021.00 |
| S1 |
5,880.75 |
5,880.75 |
6,060.50 |
5,937.00 |
| S2 |
5,671.75 |
5,671.75 |
6,031.00 |
|
| S3 |
5,350.50 |
5,559.50 |
6,001.75 |
|
| S4 |
5,029.25 |
5,238.25 |
5,913.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,118.50 |
5,794.75 |
323.75 |
5.3% |
78.75 |
1.3% |
93% |
True |
False |
4,962 |
| 10 |
6,118.50 |
5,783.75 |
334.75 |
5.5% |
72.50 |
1.2% |
94% |
True |
False |
3,680 |
| 20 |
6,118.50 |
5,783.75 |
334.75 |
5.5% |
62.50 |
1.0% |
94% |
True |
False |
2,965 |
| 40 |
6,118.50 |
5,728.25 |
390.25 |
6.4% |
60.00 |
1.0% |
95% |
True |
False |
2,429 |
| 60 |
6,118.50 |
5,499.25 |
619.25 |
10.2% |
64.50 |
1.1% |
97% |
True |
False |
1,718 |
| 80 |
6,118.50 |
5,217.75 |
900.75 |
14.8% |
74.25 |
1.2% |
98% |
True |
False |
1,368 |
| 100 |
6,118.50 |
5,217.75 |
900.75 |
14.8% |
69.00 |
1.1% |
98% |
True |
False |
1,106 |
| 120 |
6,118.50 |
5,217.75 |
900.75 |
14.8% |
62.00 |
1.0% |
98% |
True |
False |
926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,284.25 |
|
2.618 |
6,220.50 |
|
1.618 |
6,181.50 |
|
1.000 |
6,157.50 |
|
0.618 |
6,142.50 |
|
HIGH |
6,118.50 |
|
0.618 |
6,103.50 |
|
0.500 |
6,099.00 |
|
0.382 |
6,094.50 |
|
LOW |
6,079.50 |
|
0.618 |
6,055.50 |
|
1.000 |
6,040.50 |
|
1.618 |
6,016.50 |
|
2.618 |
5,977.50 |
|
4.250 |
5,913.75 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,099.00 |
6,087.00 |
| PP |
6,098.50 |
6,077.00 |
| S1 |
6,097.75 |
6,067.00 |
|