Trading Metrics calculated at close of trading on 15-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
6,085.50 |
6,039.75 |
-45.75 |
-0.8% |
6,098.00 |
High |
6,091.50 |
6,041.25 |
-50.25 |
-0.8% |
6,118.50 |
Low |
6,030.00 |
5,943.00 |
-87.00 |
-1.4% |
5,943.00 |
Close |
6,045.75 |
5,963.00 |
-82.75 |
-1.4% |
5,963.00 |
Range |
61.50 |
98.25 |
36.75 |
59.8% |
175.50 |
ATR |
63.13 |
65.96 |
2.83 |
4.5% |
0.00 |
Volume |
4,908 |
12,313 |
7,405 |
150.9% |
28,894 |
|
Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,277.25 |
6,218.25 |
6,017.00 |
|
R3 |
6,179.00 |
6,120.00 |
5,990.00 |
|
R2 |
6,080.75 |
6,080.75 |
5,981.00 |
|
R1 |
6,021.75 |
6,021.75 |
5,972.00 |
6,002.00 |
PP |
5,982.50 |
5,982.50 |
5,982.50 |
5,972.50 |
S1 |
5,923.50 |
5,923.50 |
5,954.00 |
5,904.00 |
S2 |
5,884.25 |
5,884.25 |
5,945.00 |
|
S3 |
5,786.00 |
5,825.25 |
5,936.00 |
|
S4 |
5,687.75 |
5,727.00 |
5,909.00 |
|
|
Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,534.75 |
6,424.25 |
6,059.50 |
|
R3 |
6,359.25 |
6,248.75 |
6,011.25 |
|
R2 |
6,183.75 |
6,183.75 |
5,995.25 |
|
R1 |
6,073.25 |
6,073.25 |
5,979.00 |
6,040.75 |
PP |
6,008.25 |
6,008.25 |
6,008.25 |
5,992.00 |
S1 |
5,897.75 |
5,897.75 |
5,947.00 |
5,865.25 |
S2 |
5,832.75 |
5,832.75 |
5,930.75 |
|
S3 |
5,657.25 |
5,722.25 |
5,914.75 |
|
S4 |
5,481.75 |
5,546.75 |
5,866.50 |
|
|
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 |
5,943.00 |
175.50 |
2.9% |
58.25 |
1.0% |
11% |
False |
True |
5,778 |
10 |
6,118.50 |
5,783.75 |
334.75 |
5.6% |
69.75 |
1.2% |
54% |
False |
False |
5,424 |
20 |
6,118.50 |
5,783.75 |
334.75 |
5.6% |
65.25 |
1.1% |
54% |
False |
False |
3,651 |
40 |
6,118.50 |
5,776.00 |
342.50 |
5.7% |
59.75 |
1.0% |
55% |
False |
False |
3,011 |
60 |
6,118.50 |
5,499.25 |
619.25 |
10.4% |
65.25 |
1.1% |
75% |
False |
False |
2,146 |
80 |
6,118.50 |
5,217.75 |
900.75 |
15.1% |
73.25 |
1.2% |
83% |
False |
False |
1,683 |
100 |
6,118.50 |
5,217.75 |
900.75 |
15.1% |
70.25 |
1.2% |
83% |
False |
False |
1,366 |
120 |
6,118.50 |
5,217.75 |
900.75 |
15.1% |
63.25 |
1.1% |
83% |
False |
False |
1,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,458.75 |
2.618 |
6,298.50 |
1.618 |
6,200.25 |
1.000 |
6,139.50 |
0.618 |
6,102.00 |
HIGH |
6,041.25 |
0.618 |
6,003.75 |
0.500 |
5,992.00 |
0.382 |
5,980.50 |
LOW |
5,943.00 |
0.618 |
5,882.25 |
1.000 |
5,844.75 |
1.618 |
5,784.00 |
2.618 |
5,685.75 |
4.250 |
5,525.50 |
|
|
Fisher Pivots for day following 15-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,992.00 |
6,022.00 |
PP |
5,982.50 |
6,002.50 |
S1 |
5,972.75 |
5,982.75 |
|