| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,648.8 |
2,624.2 |
-24.6 |
-0.9% |
2,784.6 |
| High |
2,667.6 |
2,628.2 |
-39.4 |
-1.5% |
2,804.8 |
| Low |
2,623.6 |
2,586.6 |
-37.0 |
-1.4% |
2,696.4 |
| Close |
2,630.3 |
2,616.3 |
-14.0 |
-0.5% |
2,740.1 |
| Range |
44.0 |
41.6 |
-2.4 |
-5.5% |
108.4 |
| ATR |
39.4 |
39.7 |
0.3 |
0.8% |
0.0 |
| Volume |
5,325 |
2,933 |
-2,392 |
-44.9% |
28,778 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,735.2 |
2,717.3 |
2,639.2 |
|
| R3 |
2,693.6 |
2,675.7 |
2,627.7 |
|
| R2 |
2,652.0 |
2,652.0 |
2,623.9 |
|
| R1 |
2,634.1 |
2,634.1 |
2,620.1 |
2,622.3 |
| PP |
2,610.4 |
2,610.4 |
2,610.4 |
2,604.4 |
| S1 |
2,592.5 |
2,592.5 |
2,612.5 |
2,580.7 |
| S2 |
2,568.8 |
2,568.8 |
2,608.7 |
|
| S3 |
2,527.2 |
2,550.9 |
2,604.9 |
|
| S4 |
2,485.6 |
2,509.3 |
2,593.4 |
|
|
| 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 |
2,761.6 |
2,586.6 |
175.0 |
6.7% |
44.6 |
1.7% |
17% |
False |
True |
5,778 |
| 10 |
2,815.6 |
2,586.6 |
229.0 |
8.8% |
45.6 |
1.7% |
13% |
False |
True |
5,497 |
| 20 |
2,846.6 |
2,586.6 |
260.0 |
9.9% |
38.7 |
1.5% |
11% |
False |
True |
4,437 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.9% |
34.1 |
1.3% |
11% |
False |
True |
3,186 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.6% |
32.7 |
1.2% |
24% |
False |
False |
2,501 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
15.5% |
34.1 |
1.3% |
43% |
False |
False |
2,166 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
17.4% |
33.5 |
1.3% |
49% |
False |
False |
1,876 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
17.4% |
33.0 |
1.3% |
49% |
False |
False |
1,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,805.0 |
|
2.618 |
2,737.1 |
|
1.618 |
2,695.5 |
|
1.000 |
2,669.8 |
|
0.618 |
2,653.9 |
|
HIGH |
2,628.2 |
|
0.618 |
2,612.3 |
|
0.500 |
2,607.4 |
|
0.382 |
2,602.5 |
|
LOW |
2,586.6 |
|
0.618 |
2,560.9 |
|
1.000 |
2,545.0 |
|
1.618 |
2,519.3 |
|
2.618 |
2,477.7 |
|
4.250 |
2,409.8 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,613.3 |
2,631.3 |
| PP |
2,610.4 |
2,626.3 |
| S1 |
2,607.4 |
2,621.3 |
|