| 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 |
2,356.3 |
2,396.0 |
39.7 |
1.7% |
2,340.0 |
| High |
2,407.1 |
2,444.2 |
37.1 |
1.5% |
2,444.2 |
| Low |
2,346.5 |
2,393.4 |
46.9 |
2.0% |
2,307.7 |
| Close |
2,398.6 |
2,439.1 |
40.5 |
1.7% |
2,439.1 |
| Range |
60.6 |
50.8 |
-9.8 |
-16.2% |
136.5 |
| ATR |
46.1 |
46.4 |
0.3 |
0.7% |
0.0 |
| Volume |
716 |
1,095 |
379 |
52.9% |
3,396 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,578.0 |
2,559.3 |
2,467.0 |
|
| R3 |
2,527.2 |
2,508.5 |
2,453.1 |
|
| R2 |
2,476.4 |
2,476.4 |
2,448.4 |
|
| R1 |
2,457.7 |
2,457.7 |
2,443.8 |
2,467.1 |
| PP |
2,425.6 |
2,425.6 |
2,425.6 |
2,430.2 |
| S1 |
2,406.9 |
2,406.9 |
2,434.4 |
2,416.3 |
| S2 |
2,374.8 |
2,374.8 |
2,429.8 |
|
| S3 |
2,324.0 |
2,356.1 |
2,425.1 |
|
| S4 |
2,273.2 |
2,305.3 |
2,411.2 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.5 |
2,759.3 |
2,514.2 |
|
| R3 |
2,670.0 |
2,622.8 |
2,476.6 |
|
| R2 |
2,533.5 |
2,533.5 |
2,464.1 |
|
| R1 |
2,486.3 |
2,486.3 |
2,451.6 |
2,509.9 |
| PP |
2,397.0 |
2,397.0 |
2,397.0 |
2,408.8 |
| S1 |
2,349.8 |
2,349.8 |
2,426.6 |
2,373.4 |
| S2 |
2,260.5 |
2,260.5 |
2,414.1 |
|
| S3 |
2,124.0 |
2,213.3 |
2,401.6 |
|
| S4 |
1,987.5 |
2,076.8 |
2,364.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,444.2 |
2,307.7 |
136.5 |
5.6% |
45.0 |
1.8% |
96% |
True |
False |
679 |
| 10 |
2,480.5 |
2,307.7 |
172.8 |
7.1% |
47.9 |
2.0% |
76% |
False |
False |
785 |
| 20 |
2,480.5 |
2,219.9 |
260.6 |
10.7% |
49.6 |
2.0% |
84% |
False |
False |
621 |
| 40 |
2,480.5 |
2,201.6 |
278.9 |
11.4% |
42.0 |
1.7% |
85% |
False |
False |
394 |
| 60 |
2,480.5 |
2,100.0 |
380.5 |
15.6% |
36.3 |
1.5% |
89% |
False |
False |
277 |
| 80 |
2,480.5 |
2,082.9 |
397.6 |
16.3% |
27.2 |
1.1% |
90% |
False |
False |
208 |
| 100 |
2,480.5 |
2,082.9 |
397.6 |
16.3% |
21.8 |
0.9% |
90% |
False |
False |
166 |
| 120 |
2,480.5 |
2,070.3 |
410.2 |
16.8% |
18.2 |
0.7% |
90% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,660.1 |
|
2.618 |
2,577.2 |
|
1.618 |
2,526.4 |
|
1.000 |
2,495.0 |
|
0.618 |
2,475.6 |
|
HIGH |
2,444.2 |
|
0.618 |
2,424.8 |
|
0.500 |
2,418.8 |
|
0.382 |
2,412.8 |
|
LOW |
2,393.4 |
|
0.618 |
2,362.0 |
|
1.000 |
2,342.6 |
|
1.618 |
2,311.2 |
|
2.618 |
2,260.4 |
|
4.250 |
2,177.5 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,432.3 |
2,422.1 |
| PP |
2,425.6 |
2,405.1 |
| S1 |
2,418.8 |
2,388.1 |
|