| 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 |
2,758.3 |
2,734.6 |
-23.7 |
-0.9% |
2,784.6 |
| High |
2,761.6 |
2,736.6 |
-25.0 |
-0.9% |
2,804.8 |
| Low |
2,734.2 |
2,661.3 |
-72.9 |
-2.7% |
2,696.4 |
| Close |
2,740.1 |
2,661.9 |
-78.2 |
-2.9% |
2,740.1 |
| Range |
27.4 |
75.3 |
47.9 |
174.8% |
108.4 |
| ATR |
36.3 |
39.3 |
3.0 |
8.4% |
0.0 |
| Volume |
7,439 |
4,685 |
-2,754 |
-37.0% |
28,778 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.5 |
2,862.5 |
2,703.3 |
|
| R3 |
2,837.2 |
2,787.2 |
2,682.6 |
|
| R2 |
2,761.9 |
2,761.9 |
2,675.7 |
|
| R1 |
2,711.9 |
2,711.9 |
2,668.8 |
2,699.3 |
| PP |
2,686.6 |
2,686.6 |
2,686.6 |
2,680.3 |
| S1 |
2,636.6 |
2,636.6 |
2,655.0 |
2,624.0 |
| S2 |
2,611.3 |
2,611.3 |
2,648.1 |
|
| S3 |
2,536.0 |
2,561.3 |
2,641.2 |
|
| S4 |
2,460.7 |
2,486.0 |
2,620.5 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.3 |
3,014.6 |
2,799.7 |
|
| R3 |
2,963.9 |
2,906.2 |
2,769.9 |
|
| R2 |
2,855.5 |
2,855.5 |
2,760.0 |
|
| R1 |
2,797.8 |
2,797.8 |
2,750.0 |
2,772.5 |
| PP |
2,747.1 |
2,747.1 |
2,747.1 |
2,734.4 |
| S1 |
2,689.4 |
2,689.4 |
2,730.2 |
2,664.1 |
| S2 |
2,638.7 |
2,638.7 |
2,720.2 |
|
| S3 |
2,530.3 |
2,581.0 |
2,710.3 |
|
| S4 |
2,421.9 |
2,472.6 |
2,680.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,804.8 |
2,661.3 |
143.5 |
5.4% |
58.2 |
2.2% |
0% |
False |
True |
6,296 |
| 10 |
2,846.6 |
2,661.3 |
185.3 |
7.0% |
44.5 |
1.7% |
0% |
False |
True |
5,468 |
| 20 |
2,846.6 |
2,661.3 |
185.3 |
7.0% |
36.7 |
1.4% |
0% |
False |
True |
3,915 |
| 40 |
2,846.6 |
2,613.2 |
233.4 |
8.8% |
34.1 |
1.3% |
21% |
False |
False |
2,851 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.4% |
31.9 |
1.2% |
39% |
False |
False |
2,298 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
15.3% |
33.7 |
1.3% |
55% |
False |
False |
1,967 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
17.1% |
33.1 |
1.2% |
59% |
False |
False |
1,717 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
17.1% |
33.1 |
1.2% |
59% |
False |
False |
1,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.6 |
|
2.618 |
2,933.7 |
|
1.618 |
2,858.4 |
|
1.000 |
2,811.9 |
|
0.618 |
2,783.1 |
|
HIGH |
2,736.6 |
|
0.618 |
2,707.8 |
|
0.500 |
2,699.0 |
|
0.382 |
2,690.1 |
|
LOW |
2,661.3 |
|
0.618 |
2,614.8 |
|
1.000 |
2,586.0 |
|
1.618 |
2,539.5 |
|
2.618 |
2,464.2 |
|
4.250 |
2,341.3 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.0 |
2,712.1 |
| PP |
2,686.6 |
2,695.3 |
| S1 |
2,674.3 |
2,678.6 |
|