| 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 |
6,007.50 |
6,000.00 |
-7.50 |
-0.1% |
6,098.00 |
| High |
6,022.50 |
6,050.25 |
27.75 |
0.5% |
6,118.50 |
| Low |
5,945.00 |
5,970.00 |
25.00 |
0.4% |
5,943.00 |
| Close |
6,002.75 |
6,035.75 |
33.00 |
0.5% |
5,963.00 |
| Range |
77.50 |
80.25 |
2.75 |
3.5% |
175.50 |
| ATR |
67.34 |
68.27 |
0.92 |
1.4% |
0.00 |
| Volume |
9,219 |
16,556 |
7,337 |
79.6% |
28,894 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,259.50 |
6,227.75 |
6,080.00 |
|
| R3 |
6,179.25 |
6,147.50 |
6,057.75 |
|
| R2 |
6,099.00 |
6,099.00 |
6,050.50 |
|
| R1 |
6,067.25 |
6,067.25 |
6,043.00 |
6,083.00 |
| PP |
6,018.75 |
6,018.75 |
6,018.75 |
6,026.50 |
| S1 |
5,987.00 |
5,987.00 |
6,028.50 |
6,003.00 |
| S2 |
5,938.50 |
5,938.50 |
6,021.00 |
|
| S3 |
5,858.25 |
5,906.75 |
6,013.75 |
|
| S4 |
5,778.00 |
5,826.50 |
5,991.50 |
|
|
| 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 |
6,050.25 |
5,920.00 |
130.25 |
2.2% |
79.00 |
1.3% |
89% |
True |
False |
16,735 |
| 10 |
6,118.50 |
5,920.00 |
198.50 |
3.3% |
64.00 |
1.1% |
58% |
False |
False |
10,288 |
| 20 |
6,118.50 |
5,783.75 |
334.75 |
5.5% |
68.50 |
1.1% |
75% |
False |
False |
6,874 |
| 40 |
6,118.50 |
5,776.00 |
342.50 |
5.7% |
63.25 |
1.0% |
76% |
False |
False |
4,674 |
| 60 |
6,118.50 |
5,499.25 |
619.25 |
10.3% |
66.50 |
1.1% |
87% |
False |
False |
3,325 |
| 80 |
6,118.50 |
5,217.75 |
900.75 |
14.9% |
72.50 |
1.2% |
91% |
False |
False |
2,571 |
| 100 |
6,118.50 |
5,217.75 |
900.75 |
14.9% |
71.25 |
1.2% |
91% |
False |
False |
2,079 |
| 120 |
6,118.50 |
5,217.75 |
900.75 |
14.9% |
64.75 |
1.1% |
91% |
False |
False |
1,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,391.25 |
|
2.618 |
6,260.25 |
|
1.618 |
6,180.00 |
|
1.000 |
6,130.50 |
|
0.618 |
6,099.75 |
|
HIGH |
6,050.25 |
|
0.618 |
6,019.50 |
|
0.500 |
6,010.00 |
|
0.382 |
6,000.75 |
|
LOW |
5,970.00 |
|
0.618 |
5,920.50 |
|
1.000 |
5,889.75 |
|
1.618 |
5,840.25 |
|
2.618 |
5,760.00 |
|
4.250 |
5,629.00 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,027.25 |
6,019.00 |
| PP |
6,018.75 |
6,002.00 |
| S1 |
6,010.00 |
5,985.00 |
|