| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,659.3 |
2,679.7 |
20.4 |
0.8% |
2,734.6 |
| High |
2,687.3 |
2,702.7 |
15.4 |
0.6% |
2,736.6 |
| Low |
2,659.3 |
2,667.2 |
7.9 |
0.3% |
2,586.6 |
| Close |
2,674.9 |
2,696.3 |
21.4 |
0.8% |
2,613.4 |
| Range |
28.0 |
35.5 |
7.5 |
26.8% |
150.0 |
| ATR |
38.3 |
38.1 |
-0.2 |
-0.5% |
0.0 |
| Volume |
6,970 |
5,438 |
-1,532 |
-22.0% |
26,413 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.2 |
2,781.3 |
2,715.8 |
|
| R3 |
2,759.7 |
2,745.8 |
2,706.1 |
|
| R2 |
2,724.2 |
2,724.2 |
2,702.8 |
|
| R1 |
2,710.3 |
2,710.3 |
2,699.6 |
2,717.3 |
| PP |
2,688.7 |
2,688.7 |
2,688.7 |
2,692.2 |
| S1 |
2,674.8 |
2,674.8 |
2,693.0 |
2,681.8 |
| S2 |
2,653.2 |
2,653.2 |
2,689.8 |
|
| S3 |
2,617.7 |
2,639.3 |
2,686.5 |
|
| S4 |
2,582.2 |
2,603.8 |
2,676.8 |
|
|
| 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 |
2,702.7 |
2,586.6 |
116.1 |
4.3% |
34.6 |
1.3% |
94% |
True |
False |
5,429 |
| 10 |
2,762.8 |
2,586.6 |
176.2 |
6.5% |
42.1 |
1.6% |
62% |
False |
False |
6,033 |
| 20 |
2,846.6 |
2,586.6 |
260.0 |
9.6% |
38.6 |
1.4% |
42% |
False |
False |
5,240 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.6% |
34.4 |
1.3% |
42% |
False |
False |
3,689 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.2% |
33.0 |
1.2% |
50% |
False |
False |
2,841 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
15.1% |
34.1 |
1.3% |
63% |
False |
False |
2,448 |
| 100 |
2,846.6 |
2,416.4 |
430.2 |
16.0% |
33.8 |
1.3% |
65% |
False |
False |
2,107 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.9% |
33.3 |
1.2% |
67% |
False |
False |
1,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,853.6 |
|
2.618 |
2,795.6 |
|
1.618 |
2,760.1 |
|
1.000 |
2,738.2 |
|
0.618 |
2,724.6 |
|
HIGH |
2,702.7 |
|
0.618 |
2,689.1 |
|
0.500 |
2,685.0 |
|
0.382 |
2,680.8 |
|
LOW |
2,667.2 |
|
0.618 |
2,645.3 |
|
1.000 |
2,631.7 |
|
1.618 |
2,609.8 |
|
2.618 |
2,574.3 |
|
4.250 |
2,516.3 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,692.5 |
2,683.9 |
| PP |
2,688.7 |
2,671.4 |
| S1 |
2,685.0 |
2,659.0 |
|