| 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 |
2,734.6 |
2,671.3 |
-63.3 |
-2.3% |
2,784.6 |
| High |
2,736.6 |
2,676.0 |
-60.6 |
-2.2% |
2,804.8 |
| Low |
2,661.3 |
2,641.4 |
-19.9 |
-0.7% |
2,696.4 |
| Close |
2,661.9 |
2,650.6 |
-11.3 |
-0.4% |
2,740.1 |
| Range |
75.3 |
34.6 |
-40.7 |
-54.1% |
108.4 |
| ATR |
39.3 |
39.0 |
-0.3 |
-0.9% |
0.0 |
| Volume |
4,685 |
8,512 |
3,827 |
81.7% |
28,778 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,759.8 |
2,739.8 |
2,669.6 |
|
| R3 |
2,725.2 |
2,705.2 |
2,660.1 |
|
| R2 |
2,690.6 |
2,690.6 |
2,656.9 |
|
| R1 |
2,670.6 |
2,670.6 |
2,653.8 |
2,663.3 |
| PP |
2,656.0 |
2,656.0 |
2,656.0 |
2,652.4 |
| S1 |
2,636.0 |
2,636.0 |
2,647.4 |
2,628.7 |
| S2 |
2,621.4 |
2,621.4 |
2,644.3 |
|
| S3 |
2,586.8 |
2,601.4 |
2,641.1 |
|
| S4 |
2,552.2 |
2,566.8 |
2,631.6 |
|
|
| 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 |
2,803.6 |
2,641.4 |
162.2 |
6.1% |
60.1 |
2.3% |
6% |
False |
True |
7,108 |
| 10 |
2,846.6 |
2,641.4 |
205.2 |
7.7% |
44.6 |
1.7% |
4% |
False |
True |
5,877 |
| 20 |
2,846.6 |
2,641.4 |
205.2 |
7.7% |
36.9 |
1.4% |
4% |
False |
True |
4,203 |
| 40 |
2,846.6 |
2,613.2 |
233.4 |
8.8% |
34.3 |
1.3% |
16% |
False |
False |
3,029 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.4% |
32.2 |
1.2% |
35% |
False |
False |
2,432 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
15.3% |
33.8 |
1.3% |
52% |
False |
False |
2,070 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
17.1% |
32.9 |
1.2% |
57% |
False |
False |
1,799 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
17.1% |
33.0 |
1.2% |
57% |
False |
False |
1,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.1 |
|
2.618 |
2,766.6 |
|
1.618 |
2,732.0 |
|
1.000 |
2,710.6 |
|
0.618 |
2,697.4 |
|
HIGH |
2,676.0 |
|
0.618 |
2,662.8 |
|
0.500 |
2,658.7 |
|
0.382 |
2,654.6 |
|
LOW |
2,641.4 |
|
0.618 |
2,620.0 |
|
1.000 |
2,606.8 |
|
1.618 |
2,585.4 |
|
2.618 |
2,550.8 |
|
4.250 |
2,494.4 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,658.7 |
2,701.5 |
| PP |
2,656.0 |
2,684.5 |
| S1 |
2,653.3 |
2,667.6 |
|