| 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 |
19,505.0 |
19,666.0 |
161.0 |
0.8% |
19,400.0 |
| High |
19,505.0 |
19,745.0 |
240.0 |
1.2% |
19,618.0 |
| Low |
19,454.0 |
19,666.0 |
212.0 |
1.1% |
19,290.0 |
| Close |
19,454.0 |
19,699.0 |
245.0 |
1.3% |
19,454.0 |
| Range |
51.0 |
79.0 |
28.0 |
54.9% |
328.0 |
| ATR |
150.6 |
160.7 |
10.0 |
6.7% |
0.0 |
| Volume |
36 |
46 |
10 |
27.8% |
77 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,940.3 |
19,898.7 |
19,742.5 |
|
| R3 |
19,861.3 |
19,819.7 |
19,720.7 |
|
| R2 |
19,782.3 |
19,782.3 |
19,713.5 |
|
| R1 |
19,740.7 |
19,740.7 |
19,706.2 |
19,761.5 |
| PP |
19,703.3 |
19,703.3 |
19,703.3 |
19,713.8 |
| S1 |
19,661.7 |
19,661.7 |
19,691.8 |
19,682.5 |
| S2 |
19,624.3 |
19,624.3 |
19,684.5 |
|
| S3 |
19,545.3 |
19,582.7 |
19,677.3 |
|
| S4 |
19,466.3 |
19,503.7 |
19,655.6 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,438.0 |
20,274.0 |
19,634.4 |
|
| R3 |
20,110.0 |
19,946.0 |
19,544.2 |
|
| R2 |
19,782.0 |
19,782.0 |
19,514.1 |
|
| R1 |
19,618.0 |
19,618.0 |
19,484.1 |
19,700.0 |
| PP |
19,454.0 |
19,454.0 |
19,454.0 |
19,495.0 |
| S1 |
19,290.0 |
19,290.0 |
19,423.9 |
19,372.0 |
| S2 |
19,126.0 |
19,126.0 |
19,393.9 |
|
| S3 |
18,798.0 |
18,962.0 |
19,363.8 |
|
| S4 |
18,470.0 |
18,634.0 |
19,273.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,745.0 |
19,290.0 |
455.0 |
2.3% |
72.2 |
0.4% |
90% |
True |
False |
24 |
| 10 |
19,755.0 |
19,290.0 |
465.0 |
2.4% |
42.7 |
0.2% |
88% |
False |
False |
18 |
| 20 |
19,951.0 |
19,290.0 |
661.0 |
3.4% |
44.1 |
0.2% |
62% |
False |
False |
12 |
| 40 |
19,951.0 |
19,002.0 |
949.0 |
4.8% |
54.7 |
0.3% |
73% |
False |
False |
8 |
| 60 |
19,951.0 |
18,645.0 |
1,306.0 |
6.6% |
46.1 |
0.2% |
81% |
False |
False |
5 |
| 80 |
19,951.0 |
17,714.0 |
2,237.0 |
11.4% |
34.6 |
0.2% |
89% |
False |
False |
4 |
| 100 |
19,951.0 |
17,714.0 |
2,237.0 |
11.4% |
27.7 |
0.1% |
89% |
False |
False |
3 |
| 120 |
19,951.0 |
17,714.0 |
2,237.0 |
11.4% |
23.0 |
0.1% |
89% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,080.8 |
|
2.618 |
19,951.8 |
|
1.618 |
19,872.8 |
|
1.000 |
19,824.0 |
|
0.618 |
19,793.8 |
|
HIGH |
19,745.0 |
|
0.618 |
19,714.8 |
|
0.500 |
19,705.5 |
|
0.382 |
19,696.2 |
|
LOW |
19,666.0 |
|
0.618 |
19,617.2 |
|
1.000 |
19,587.0 |
|
1.618 |
19,538.2 |
|
2.618 |
19,459.2 |
|
4.250 |
19,330.3 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,705.5 |
19,665.8 |
| PP |
19,703.3 |
19,632.7 |
| S1 |
19,701.2 |
19,599.5 |
|