| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,679.7 |
2,699.4 |
19.7 |
0.7% |
2,734.6 |
| High |
2,702.7 |
2,720.9 |
18.2 |
0.7% |
2,736.6 |
| Low |
2,667.2 |
2,698.4 |
31.2 |
1.2% |
2,586.6 |
| Close |
2,696.3 |
2,720.2 |
23.9 |
0.9% |
2,613.4 |
| Range |
35.5 |
22.5 |
-13.0 |
-36.6% |
150.0 |
| ATR |
38.1 |
37.2 |
-1.0 |
-2.5% |
0.0 |
| Volume |
5,438 |
4,571 |
-867 |
-15.9% |
26,413 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.7 |
2,772.9 |
2,732.6 |
|
| R3 |
2,758.2 |
2,750.4 |
2,726.4 |
|
| R2 |
2,735.7 |
2,735.7 |
2,724.3 |
|
| R1 |
2,727.9 |
2,727.9 |
2,722.3 |
2,731.8 |
| PP |
2,713.2 |
2,713.2 |
2,713.2 |
2,715.1 |
| S1 |
2,705.4 |
2,705.4 |
2,718.1 |
2,709.3 |
| S2 |
2,690.7 |
2,690.7 |
2,716.1 |
|
| S3 |
2,668.2 |
2,682.9 |
2,714.0 |
|
| S4 |
2,645.7 |
2,660.4 |
2,707.8 |
|
|
| 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 |
2,720.9 |
2,604.6 |
116.3 |
4.3% |
30.7 |
1.1% |
99% |
True |
False |
5,756 |
| 10 |
2,761.6 |
2,586.6 |
175.0 |
6.4% |
37.7 |
1.4% |
76% |
False |
False |
5,767 |
| 20 |
2,846.6 |
2,586.6 |
260.0 |
9.6% |
38.5 |
1.4% |
51% |
False |
False |
5,262 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.6% |
34.2 |
1.3% |
51% |
False |
False |
3,786 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.1% |
32.8 |
1.2% |
58% |
False |
False |
2,901 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
14.9% |
33.8 |
1.2% |
69% |
False |
False |
2,498 |
| 100 |
2,846.6 |
2,428.5 |
418.1 |
15.4% |
33.8 |
1.2% |
70% |
False |
False |
2,150 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.7% |
33.1 |
1.2% |
72% |
False |
False |
1,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.5 |
|
2.618 |
2,779.8 |
|
1.618 |
2,757.3 |
|
1.000 |
2,743.4 |
|
0.618 |
2,734.8 |
|
HIGH |
2,720.9 |
|
0.618 |
2,712.3 |
|
0.500 |
2,709.7 |
|
0.382 |
2,707.0 |
|
LOW |
2,698.4 |
|
0.618 |
2,684.5 |
|
1.000 |
2,675.9 |
|
1.618 |
2,662.0 |
|
2.618 |
2,639.5 |
|
4.250 |
2,602.8 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.7 |
2,710.2 |
| PP |
2,713.2 |
2,700.1 |
| S1 |
2,709.7 |
2,690.1 |
|