| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,615.5 |
2,615.2 |
-0.3 |
0.0% |
2,734.6 |
| High |
2,624.5 |
2,663.0 |
38.5 |
1.5% |
2,736.6 |
| Low |
2,604.6 |
2,615.2 |
10.6 |
0.4% |
2,586.6 |
| Close |
2,613.4 |
2,658.7 |
45.3 |
1.7% |
2,613.4 |
| Range |
19.9 |
47.8 |
27.9 |
140.2% |
150.0 |
| ATR |
38.3 |
39.1 |
0.8 |
2.1% |
0.0 |
| Volume |
4,958 |
6,847 |
1,889 |
38.1% |
26,413 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.0 |
2,771.7 |
2,685.0 |
|
| R3 |
2,741.2 |
2,723.9 |
2,671.8 |
|
| R2 |
2,693.4 |
2,693.4 |
2,667.5 |
|
| R1 |
2,676.1 |
2,676.1 |
2,663.1 |
2,684.8 |
| PP |
2,645.6 |
2,645.6 |
2,645.6 |
2,650.0 |
| S1 |
2,628.3 |
2,628.3 |
2,654.3 |
2,637.0 |
| S2 |
2,597.8 |
2,597.8 |
2,649.9 |
|
| S3 |
2,550.0 |
2,580.5 |
2,645.6 |
|
| S4 |
2,502.2 |
2,532.7 |
2,632.4 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,095.5 |
3,004.5 |
2,695.9 |
|
| R3 |
2,945.5 |
2,854.5 |
2,654.7 |
|
| R2 |
2,795.5 |
2,795.5 |
2,640.9 |
|
| R1 |
2,704.5 |
2,704.5 |
2,627.2 |
2,675.0 |
| PP |
2,645.5 |
2,645.5 |
2,645.5 |
2,630.8 |
| S1 |
2,554.5 |
2,554.5 |
2,599.7 |
2,525.0 |
| S2 |
2,495.5 |
2,495.5 |
2,585.9 |
|
| S3 |
2,345.5 |
2,404.5 |
2,572.2 |
|
| S4 |
2,195.5 |
2,254.5 |
2,530.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,676.0 |
2,586.6 |
89.4 |
3.4% |
37.6 |
1.4% |
81% |
False |
False |
5,715 |
| 10 |
2,804.8 |
2,586.6 |
218.2 |
8.2% |
47.9 |
1.8% |
33% |
False |
False |
6,005 |
| 20 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
39.3 |
1.5% |
28% |
False |
False |
4,833 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.8% |
34.3 |
1.3% |
28% |
False |
False |
3,442 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.4% |
32.6 |
1.2% |
38% |
False |
False |
2,659 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
15.3% |
34.0 |
1.3% |
54% |
False |
False |
2,302 |
| 100 |
2,846.6 |
2,416.4 |
430.2 |
16.2% |
33.5 |
1.3% |
56% |
False |
False |
1,988 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
17.1% |
33.2 |
1.2% |
59% |
False |
False |
1,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.2 |
|
2.618 |
2,788.1 |
|
1.618 |
2,740.3 |
|
1.000 |
2,710.8 |
|
0.618 |
2,692.5 |
|
HIGH |
2,663.0 |
|
0.618 |
2,644.7 |
|
0.500 |
2,639.1 |
|
0.382 |
2,633.5 |
|
LOW |
2,615.2 |
|
0.618 |
2,585.7 |
|
1.000 |
2,567.4 |
|
1.618 |
2,537.9 |
|
2.618 |
2,490.1 |
|
4.250 |
2,412.1 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,652.2 |
2,647.4 |
| PP |
2,645.6 |
2,636.1 |
| S1 |
2,639.1 |
2,624.8 |
|