| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,699.4 |
2,717.0 |
17.6 |
0.7% |
2,615.2 |
| High |
2,720.9 |
2,763.4 |
42.5 |
1.6% |
2,763.4 |
| Low |
2,698.4 |
2,716.9 |
18.5 |
0.7% |
2,615.2 |
| Close |
2,720.2 |
2,758.5 |
38.3 |
1.4% |
2,758.5 |
| Range |
22.5 |
46.5 |
24.0 |
106.7% |
148.2 |
| ATR |
37.2 |
37.8 |
0.7 |
1.8% |
0.0 |
| Volume |
4,571 |
5,403 |
832 |
18.2% |
29,229 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.8 |
2,868.6 |
2,784.1 |
|
| R3 |
2,839.3 |
2,822.1 |
2,771.3 |
|
| R2 |
2,792.8 |
2,792.8 |
2,767.0 |
|
| R1 |
2,775.6 |
2,775.6 |
2,762.8 |
2,784.2 |
| PP |
2,746.3 |
2,746.3 |
2,746.3 |
2,750.6 |
| S1 |
2,729.1 |
2,729.1 |
2,754.2 |
2,737.7 |
| S2 |
2,699.8 |
2,699.8 |
2,750.0 |
|
| S3 |
2,653.3 |
2,682.6 |
2,745.7 |
|
| S4 |
2,606.8 |
2,636.1 |
2,732.9 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,157.0 |
3,105.9 |
2,840.0 |
|
| R3 |
3,008.8 |
2,957.7 |
2,799.3 |
|
| R2 |
2,860.6 |
2,860.6 |
2,785.7 |
|
| R1 |
2,809.5 |
2,809.5 |
2,772.1 |
2,835.1 |
| PP |
2,712.4 |
2,712.4 |
2,712.4 |
2,725.1 |
| S1 |
2,661.3 |
2,661.3 |
2,744.9 |
2,686.9 |
| S2 |
2,564.2 |
2,564.2 |
2,731.3 |
|
| S3 |
2,416.0 |
2,513.1 |
2,717.7 |
|
| S4 |
2,267.8 |
2,364.9 |
2,677.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,763.4 |
2,615.2 |
148.2 |
5.4% |
36.1 |
1.3% |
97% |
True |
False |
5,845 |
| 10 |
2,763.4 |
2,586.6 |
176.8 |
6.4% |
39.6 |
1.4% |
97% |
True |
False |
5,564 |
| 20 |
2,846.6 |
2,586.6 |
260.0 |
9.4% |
39.3 |
1.4% |
66% |
False |
False |
5,431 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.4% |
34.6 |
1.3% |
66% |
False |
False |
3,897 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.0% |
33.2 |
1.2% |
71% |
False |
False |
2,983 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
14.7% |
34.0 |
1.2% |
78% |
False |
False |
2,554 |
| 100 |
2,846.6 |
2,440.4 |
406.2 |
14.7% |
34.0 |
1.2% |
78% |
False |
False |
2,195 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.5% |
33.3 |
1.2% |
81% |
False |
False |
1,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.0 |
|
2.618 |
2,885.1 |
|
1.618 |
2,838.6 |
|
1.000 |
2,809.9 |
|
0.618 |
2,792.1 |
|
HIGH |
2,763.4 |
|
0.618 |
2,745.6 |
|
0.500 |
2,740.2 |
|
0.382 |
2,734.7 |
|
LOW |
2,716.9 |
|
0.618 |
2,688.2 |
|
1.000 |
2,670.4 |
|
1.618 |
2,641.7 |
|
2.618 |
2,595.2 |
|
4.250 |
2,519.3 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.4 |
2,744.1 |
| PP |
2,746.3 |
2,729.7 |
| S1 |
2,740.2 |
2,715.3 |
|