| 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 |
2,442.0 |
2,471.0 |
29.0 |
1.2% |
2,229.1 |
| High |
2,480.5 |
2,474.6 |
-5.9 |
-0.2% |
2,448.1 |
| Low |
2,442.0 |
2,421.5 |
-20.5 |
-0.8% |
2,226.5 |
| Close |
2,473.5 |
2,430.2 |
-43.3 |
-1.8% |
2,437.0 |
| Range |
38.5 |
53.1 |
14.6 |
37.9% |
221.6 |
| ATR |
44.2 |
44.9 |
0.6 |
1.4% |
0.0 |
| Volume |
367 |
1,350 |
983 |
267.8% |
3,259 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,601.4 |
2,568.9 |
2,459.4 |
|
| R3 |
2,548.3 |
2,515.8 |
2,444.8 |
|
| R2 |
2,495.2 |
2,495.2 |
2,439.9 |
|
| R1 |
2,462.7 |
2,462.7 |
2,435.1 |
2,452.4 |
| PP |
2,442.1 |
2,442.1 |
2,442.1 |
2,437.0 |
| S1 |
2,409.6 |
2,409.6 |
2,425.3 |
2,399.3 |
| S2 |
2,389.0 |
2,389.0 |
2,420.5 |
|
| S3 |
2,335.9 |
2,356.5 |
2,415.6 |
|
| S4 |
2,282.8 |
2,303.4 |
2,401.0 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.3 |
2,957.8 |
2,558.9 |
|
| R3 |
2,813.7 |
2,736.2 |
2,497.9 |
|
| R2 |
2,592.1 |
2,592.1 |
2,477.6 |
|
| R1 |
2,514.6 |
2,514.6 |
2,457.3 |
2,553.4 |
| PP |
2,370.5 |
2,370.5 |
2,370.5 |
2,389.9 |
| S1 |
2,293.0 |
2,293.0 |
2,416.7 |
2,331.8 |
| S2 |
2,148.9 |
2,148.9 |
2,396.4 |
|
| S3 |
1,927.3 |
2,071.4 |
2,376.1 |
|
| S4 |
1,705.7 |
1,849.8 |
2,315.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,480.5 |
2,294.6 |
185.9 |
7.6% |
61.9 |
2.5% |
73% |
False |
False |
935 |
| 10 |
2,480.5 |
2,219.9 |
260.6 |
10.7% |
54.1 |
2.2% |
81% |
False |
False |
546 |
| 20 |
2,480.5 |
2,219.9 |
260.6 |
10.7% |
43.2 |
1.8% |
81% |
False |
False |
365 |
| 40 |
2,480.5 |
2,201.6 |
278.9 |
11.5% |
39.7 |
1.6% |
82% |
False |
False |
260 |
| 60 |
2,480.5 |
2,100.0 |
380.5 |
15.7% |
29.8 |
1.2% |
87% |
False |
False |
175 |
| 80 |
2,480.5 |
2,082.9 |
397.6 |
16.4% |
22.4 |
0.9% |
87% |
False |
False |
131 |
| 100 |
2,480.5 |
2,081.1 |
399.4 |
16.4% |
17.9 |
0.7% |
87% |
False |
False |
105 |
| 120 |
2,480.5 |
2,070.3 |
410.2 |
16.9% |
14.9 |
0.6% |
88% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,700.3 |
|
2.618 |
2,613.6 |
|
1.618 |
2,560.5 |
|
1.000 |
2,527.7 |
|
0.618 |
2,507.4 |
|
HIGH |
2,474.6 |
|
0.618 |
2,454.3 |
|
0.500 |
2,448.1 |
|
0.382 |
2,441.8 |
|
LOW |
2,421.5 |
|
0.618 |
2,388.7 |
|
1.000 |
2,368.4 |
|
1.618 |
2,335.6 |
|
2.618 |
2,282.5 |
|
4.250 |
2,195.8 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,448.1 |
2,446.2 |
| PP |
2,442.1 |
2,440.8 |
| S1 |
2,436.2 |
2,435.5 |
|