| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
6,000.00 |
6,028.75 |
28.75 |
0.5% |
5,962.00 |
| High |
6,050.25 |
6,060.25 |
10.00 |
0.2% |
6,060.25 |
| Low |
5,970.00 |
6,006.25 |
36.25 |
0.6% |
5,920.00 |
| Close |
6,035.75 |
6,053.75 |
18.00 |
0.3% |
6,053.75 |
| Range |
80.25 |
54.00 |
-26.25 |
-32.7% |
140.25 |
| ATR |
68.27 |
67.25 |
-1.02 |
-1.5% |
0.00 |
| Volume |
16,556 |
10,002 |
-6,554 |
-39.6% |
81,366 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,202.00 |
6,182.00 |
6,083.50 |
|
| R3 |
6,148.00 |
6,128.00 |
6,068.50 |
|
| R2 |
6,094.00 |
6,094.00 |
6,063.75 |
|
| R1 |
6,074.00 |
6,074.00 |
6,058.75 |
6,084.00 |
| PP |
6,040.00 |
6,040.00 |
6,040.00 |
6,045.00 |
| S1 |
6,020.00 |
6,020.00 |
6,048.75 |
6,030.00 |
| S2 |
5,986.00 |
5,986.00 |
6,043.75 |
|
| S3 |
5,932.00 |
5,966.00 |
6,039.00 |
|
| S4 |
5,878.00 |
5,912.00 |
6,024.00 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,432.00 |
6,383.25 |
6,131.00 |
|
| R3 |
6,291.75 |
6,243.00 |
6,092.25 |
|
| R2 |
6,151.50 |
6,151.50 |
6,079.50 |
|
| R1 |
6,102.75 |
6,102.75 |
6,066.50 |
6,127.00 |
| PP |
6,011.25 |
6,011.25 |
6,011.25 |
6,023.50 |
| S1 |
5,962.50 |
5,962.50 |
6,041.00 |
5,987.00 |
| S2 |
5,871.00 |
5,871.00 |
6,028.00 |
|
| S3 |
5,730.75 |
5,822.25 |
6,015.25 |
|
| S4 |
5,590.50 |
5,682.00 |
5,976.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,060.25 |
5,920.00 |
140.25 |
2.3% |
70.25 |
1.2% |
95% |
True |
False |
16,273 |
| 10 |
6,118.50 |
5,920.00 |
198.50 |
3.3% |
64.25 |
1.1% |
67% |
False |
False |
11,026 |
| 20 |
6,118.50 |
5,783.75 |
334.75 |
5.5% |
68.00 |
1.1% |
81% |
False |
False |
7,292 |
| 40 |
6,118.50 |
5,776.00 |
342.50 |
5.7% |
63.50 |
1.0% |
81% |
False |
False |
4,872 |
| 60 |
6,118.50 |
5,499.25 |
619.25 |
10.2% |
65.75 |
1.1% |
90% |
False |
False |
3,486 |
| 80 |
6,118.50 |
5,217.75 |
900.75 |
14.9% |
71.25 |
1.2% |
93% |
False |
False |
2,694 |
| 100 |
6,118.50 |
5,217.75 |
900.75 |
14.9% |
71.50 |
1.2% |
93% |
False |
False |
2,179 |
| 120 |
6,118.50 |
5,217.75 |
900.75 |
14.9% |
65.25 |
1.1% |
93% |
False |
False |
1,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,289.75 |
|
2.618 |
6,201.50 |
|
1.618 |
6,147.50 |
|
1.000 |
6,114.25 |
|
0.618 |
6,093.50 |
|
HIGH |
6,060.25 |
|
0.618 |
6,039.50 |
|
0.500 |
6,033.25 |
|
0.382 |
6,027.00 |
|
LOW |
6,006.25 |
|
0.618 |
5,973.00 |
|
1.000 |
5,952.25 |
|
1.618 |
5,919.00 |
|
2.618 |
5,865.00 |
|
4.250 |
5,776.75 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,047.00 |
6,036.75 |
| PP |
6,040.00 |
6,019.75 |
| S1 |
6,033.25 |
6,002.50 |
|