| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
6,098.00 |
6,091.50 |
-6.50 |
-0.1% |
5,803.00 |
| High |
6,118.50 |
6,102.00 |
-16.50 |
-0.3% |
6,105.00 |
| Low |
6,079.50 |
6,053.00 |
-26.50 |
-0.4% |
5,783.75 |
| Close |
6,097.25 |
6,079.00 |
-18.25 |
-0.3% |
6,090.00 |
| Range |
39.00 |
49.00 |
10.00 |
25.6% |
321.25 |
| ATR |
65.94 |
64.73 |
-1.21 |
-1.8% |
0.00 |
| Volume |
2,896 |
3,858 |
962 |
33.2% |
25,353 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,225.00 |
6,201.00 |
6,106.00 |
|
| R3 |
6,176.00 |
6,152.00 |
6,092.50 |
|
| R2 |
6,127.00 |
6,127.00 |
6,088.00 |
|
| R1 |
6,103.00 |
6,103.00 |
6,083.50 |
6,090.50 |
| PP |
6,078.00 |
6,078.00 |
6,078.00 |
6,071.75 |
| S1 |
6,054.00 |
6,054.00 |
6,074.50 |
6,041.50 |
| S2 |
6,029.00 |
6,029.00 |
6,070.00 |
|
| S3 |
5,980.00 |
6,005.00 |
6,065.50 |
|
| S4 |
5,931.00 |
5,956.00 |
6,052.00 |
|
|
| 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 |
5,875.75 |
242.75 |
4.0% |
70.75 |
1.2% |
84% |
False |
False |
5,134 |
| 10 |
6,118.50 |
5,783.75 |
334.75 |
5.5% |
72.50 |
1.2% |
88% |
False |
False |
3,936 |
| 20 |
6,118.50 |
5,783.75 |
334.75 |
5.5% |
61.75 |
1.0% |
88% |
False |
False |
2,900 |
| 40 |
6,118.50 |
5,728.25 |
390.25 |
6.4% |
59.75 |
1.0% |
90% |
False |
False |
2,506 |
| 60 |
6,118.50 |
5,499.25 |
619.25 |
10.2% |
64.25 |
1.1% |
94% |
False |
False |
1,781 |
| 80 |
6,118.50 |
5,217.75 |
900.75 |
14.8% |
74.00 |
1.2% |
96% |
False |
False |
1,413 |
| 100 |
6,118.50 |
5,217.75 |
900.75 |
14.8% |
69.25 |
1.1% |
96% |
False |
False |
1,144 |
| 120 |
6,118.50 |
5,217.75 |
900.75 |
14.8% |
62.25 |
1.0% |
96% |
False |
False |
958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,310.25 |
|
2.618 |
6,230.25 |
|
1.618 |
6,181.25 |
|
1.000 |
6,151.00 |
|
0.618 |
6,132.25 |
|
HIGH |
6,102.00 |
|
0.618 |
6,083.25 |
|
0.500 |
6,077.50 |
|
0.382 |
6,071.75 |
|
LOW |
6,053.00 |
|
0.618 |
6,022.75 |
|
1.000 |
6,004.00 |
|
1.618 |
5,973.75 |
|
2.618 |
5,924.75 |
|
4.250 |
5,844.75 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,078.50 |
6,085.75 |
| PP |
6,078.00 |
6,083.50 |
| S1 |
6,077.50 |
6,081.25 |
|