| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,671.3 |
2,648.8 |
-22.5 |
-0.8% |
2,784.6 |
| High |
2,676.0 |
2,667.6 |
-8.4 |
-0.3% |
2,804.8 |
| Low |
2,641.4 |
2,623.6 |
-17.8 |
-0.7% |
2,696.4 |
| Close |
2,650.6 |
2,630.3 |
-20.3 |
-0.8% |
2,740.1 |
| Range |
34.6 |
44.0 |
9.4 |
27.2% |
108.4 |
| ATR |
39.0 |
39.4 |
0.4 |
0.9% |
0.0 |
| Volume |
8,512 |
5,325 |
-3,187 |
-37.4% |
28,778 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.5 |
2,745.4 |
2,654.5 |
|
| R3 |
2,728.5 |
2,701.4 |
2,642.4 |
|
| R2 |
2,684.5 |
2,684.5 |
2,638.4 |
|
| R1 |
2,657.4 |
2,657.4 |
2,634.3 |
2,649.0 |
| PP |
2,640.5 |
2,640.5 |
2,640.5 |
2,636.3 |
| S1 |
2,613.4 |
2,613.4 |
2,626.3 |
2,605.0 |
| S2 |
2,596.5 |
2,596.5 |
2,622.2 |
|
| S3 |
2,552.5 |
2,569.4 |
2,618.2 |
|
| S4 |
2,508.5 |
2,525.4 |
2,606.1 |
|
|
| 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 |
2,762.8 |
2,623.6 |
139.2 |
5.3% |
49.5 |
1.9% |
5% |
False |
True |
6,638 |
| 10 |
2,845.5 |
2,623.6 |
221.9 |
8.4% |
47.2 |
1.8% |
3% |
False |
True |
5,955 |
| 20 |
2,846.6 |
2,623.6 |
223.0 |
8.5% |
37.8 |
1.4% |
3% |
False |
True |
4,410 |
| 40 |
2,846.6 |
2,614.4 |
232.2 |
8.8% |
34.1 |
1.3% |
7% |
False |
False |
3,128 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.5% |
32.4 |
1.2% |
29% |
False |
False |
2,482 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
15.4% |
34.0 |
1.3% |
47% |
False |
False |
2,132 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
17.3% |
33.2 |
1.3% |
52% |
False |
False |
1,849 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
17.3% |
32.9 |
1.3% |
52% |
False |
False |
1,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.6 |
|
2.618 |
2,782.8 |
|
1.618 |
2,738.8 |
|
1.000 |
2,711.6 |
|
0.618 |
2,694.8 |
|
HIGH |
2,667.6 |
|
0.618 |
2,650.8 |
|
0.500 |
2,645.6 |
|
0.382 |
2,640.4 |
|
LOW |
2,623.6 |
|
0.618 |
2,596.4 |
|
1.000 |
2,579.6 |
|
1.618 |
2,552.4 |
|
2.618 |
2,508.4 |
|
4.250 |
2,436.6 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,645.6 |
2,680.1 |
| PP |
2,640.5 |
2,663.5 |
| S1 |
2,635.4 |
2,646.9 |
|