| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,427.2 |
2,409.0 |
-18.2 |
-0.7% |
2,229.1 |
| High |
2,459.9 |
2,426.0 |
-33.9 |
-1.4% |
2,448.1 |
| Low |
2,404.3 |
2,367.4 |
-36.9 |
-1.5% |
2,226.5 |
| Close |
2,407.7 |
2,375.0 |
-32.7 |
-1.4% |
2,437.0 |
| Range |
55.6 |
58.6 |
3.0 |
5.4% |
221.6 |
| ATR |
45.6 |
46.6 |
0.9 |
2.0% |
0.0 |
| Volume |
1,383 |
589 |
-794 |
-57.4% |
3,259 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.3 |
2,528.7 |
2,407.2 |
|
| R3 |
2,506.7 |
2,470.1 |
2,391.1 |
|
| R2 |
2,448.1 |
2,448.1 |
2,385.7 |
|
| R1 |
2,411.5 |
2,411.5 |
2,380.4 |
2,400.5 |
| PP |
2,389.5 |
2,389.5 |
2,389.5 |
2,384.0 |
| S1 |
2,352.9 |
2,352.9 |
2,369.6 |
2,341.9 |
| S2 |
2,330.9 |
2,330.9 |
2,364.3 |
|
| S3 |
2,272.3 |
2,294.3 |
2,358.9 |
|
| S4 |
2,213.7 |
2,235.7 |
2,342.8 |
|
|
| 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 |
2,367.4 |
113.1 |
4.8% |
46.8 |
2.0% |
7% |
False |
True |
761 |
| 10 |
2,480.5 |
2,219.9 |
260.6 |
11.0% |
56.7 |
2.4% |
60% |
False |
False |
714 |
| 20 |
2,480.5 |
2,219.9 |
260.6 |
11.0% |
45.5 |
1.9% |
60% |
False |
False |
444 |
| 40 |
2,480.5 |
2,201.6 |
278.9 |
11.7% |
39.6 |
1.7% |
62% |
False |
False |
302 |
| 60 |
2,480.5 |
2,100.0 |
380.5 |
16.0% |
31.7 |
1.3% |
72% |
False |
False |
208 |
| 80 |
2,480.5 |
2,082.9 |
397.6 |
16.7% |
23.8 |
1.0% |
73% |
False |
False |
156 |
| 100 |
2,480.5 |
2,081.1 |
399.4 |
16.8% |
19.1 |
0.8% |
74% |
False |
False |
124 |
| 120 |
2,480.5 |
2,070.3 |
410.2 |
17.3% |
15.9 |
0.7% |
74% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,675.1 |
|
2.618 |
2,579.4 |
|
1.618 |
2,520.8 |
|
1.000 |
2,484.6 |
|
0.618 |
2,462.2 |
|
HIGH |
2,426.0 |
|
0.618 |
2,403.6 |
|
0.500 |
2,396.7 |
|
0.382 |
2,389.8 |
|
LOW |
2,367.4 |
|
0.618 |
2,331.2 |
|
1.000 |
2,308.8 |
|
1.618 |
2,272.6 |
|
2.618 |
2,214.0 |
|
4.250 |
2,118.4 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,396.7 |
2,421.0 |
| PP |
2,389.5 |
2,405.7 |
| S1 |
2,382.2 |
2,390.3 |
|