| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,409.0 |
2,370.9 |
-38.1 |
-1.6% |
2,442.0 |
| High |
2,426.0 |
2,380.6 |
-45.4 |
-1.9% |
2,480.5 |
| Low |
2,367.4 |
2,332.4 |
-35.0 |
-1.5% |
2,332.4 |
| Close |
2,375.0 |
2,339.1 |
-35.9 |
-1.5% |
2,339.1 |
| Range |
58.6 |
48.2 |
-10.4 |
-17.7% |
148.1 |
| ATR |
46.6 |
46.7 |
0.1 |
0.3% |
0.0 |
| Volume |
589 |
766 |
177 |
30.1% |
4,455 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.3 |
2,465.4 |
2,365.6 |
|
| R3 |
2,447.1 |
2,417.2 |
2,352.4 |
|
| R2 |
2,398.9 |
2,398.9 |
2,347.9 |
|
| R1 |
2,369.0 |
2,369.0 |
2,343.5 |
2,359.9 |
| PP |
2,350.7 |
2,350.7 |
2,350.7 |
2,346.1 |
| S1 |
2,320.8 |
2,320.8 |
2,334.7 |
2,311.7 |
| S2 |
2,302.5 |
2,302.5 |
2,330.3 |
|
| S3 |
2,254.3 |
2,272.6 |
2,325.8 |
|
| S4 |
2,206.1 |
2,224.4 |
2,312.6 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.3 |
2,731.8 |
2,420.6 |
|
| R3 |
2,680.2 |
2,583.7 |
2,379.8 |
|
| R2 |
2,532.1 |
2,532.1 |
2,366.3 |
|
| R1 |
2,435.6 |
2,435.6 |
2,352.7 |
2,409.8 |
| PP |
2,384.0 |
2,384.0 |
2,384.0 |
2,371.1 |
| S1 |
2,287.5 |
2,287.5 |
2,325.5 |
2,261.7 |
| S2 |
2,235.9 |
2,235.9 |
2,311.9 |
|
| S3 |
2,087.8 |
2,139.4 |
2,298.4 |
|
| S4 |
1,939.7 |
1,991.3 |
2,257.6 |
|
|
| 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 |
2,332.4 |
148.1 |
6.3% |
50.8 |
2.2% |
5% |
False |
True |
891 |
| 10 |
2,480.5 |
2,226.5 |
254.0 |
10.9% |
57.4 |
2.5% |
44% |
False |
False |
771 |
| 20 |
2,480.5 |
2,219.9 |
260.6 |
11.1% |
46.9 |
2.0% |
46% |
False |
False |
477 |
| 40 |
2,480.5 |
2,201.6 |
278.9 |
11.9% |
40.2 |
1.7% |
49% |
False |
False |
320 |
| 60 |
2,480.5 |
2,100.0 |
380.5 |
16.3% |
32.5 |
1.4% |
63% |
False |
False |
220 |
| 80 |
2,480.5 |
2,082.9 |
397.6 |
17.0% |
24.4 |
1.0% |
64% |
False |
False |
165 |
| 100 |
2,480.5 |
2,082.9 |
397.6 |
17.0% |
19.5 |
0.8% |
64% |
False |
False |
132 |
| 120 |
2,480.5 |
2,070.3 |
410.2 |
17.5% |
16.3 |
0.7% |
66% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,585.5 |
|
2.618 |
2,506.8 |
|
1.618 |
2,458.6 |
|
1.000 |
2,428.8 |
|
0.618 |
2,410.4 |
|
HIGH |
2,380.6 |
|
0.618 |
2,362.2 |
|
0.500 |
2,356.5 |
|
0.382 |
2,350.8 |
|
LOW |
2,332.4 |
|
0.618 |
2,302.6 |
|
1.000 |
2,284.2 |
|
1.618 |
2,254.4 |
|
2.618 |
2,206.2 |
|
4.250 |
2,127.6 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,356.5 |
2,396.2 |
| PP |
2,350.7 |
2,377.1 |
| S1 |
2,344.9 |
2,358.1 |
|