| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,781.4 |
2,756.4 |
-25.0 |
-0.9% |
2,808.6 |
| High |
2,783.4 |
2,757.7 |
-25.7 |
-0.9% |
2,824.8 |
| Low |
2,755.8 |
2,682.7 |
-73.1 |
-2.7% |
2,717.5 |
| Close |
2,761.5 |
2,683.0 |
-78.5 |
-2.8% |
2,761.5 |
| Range |
27.6 |
75.0 |
47.4 |
171.7% |
107.3 |
| ATR |
35.4 |
38.5 |
3.1 |
8.8% |
0.0 |
| Volume |
4,045 |
2,712 |
-1,333 |
-33.0% |
19,565 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,932.8 |
2,882.9 |
2,724.3 |
|
| R3 |
2,857.8 |
2,807.9 |
2,703.6 |
|
| R2 |
2,782.8 |
2,782.8 |
2,696.8 |
|
| R1 |
2,732.9 |
2,732.9 |
2,689.9 |
2,720.4 |
| PP |
2,707.8 |
2,707.8 |
2,707.8 |
2,701.5 |
| S1 |
2,657.9 |
2,657.9 |
2,676.1 |
2,645.4 |
| S2 |
2,632.8 |
2,632.8 |
2,669.3 |
|
| S3 |
2,557.8 |
2,582.9 |
2,662.4 |
|
| S4 |
2,482.8 |
2,507.9 |
2,641.8 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,089.8 |
3,033.0 |
2,820.5 |
|
| R3 |
2,982.5 |
2,925.7 |
2,791.0 |
|
| R2 |
2,875.2 |
2,875.2 |
2,781.2 |
|
| R1 |
2,818.4 |
2,818.4 |
2,771.3 |
2,793.2 |
| PP |
2,767.9 |
2,767.9 |
2,767.9 |
2,755.3 |
| S1 |
2,711.1 |
2,711.1 |
2,751.7 |
2,685.9 |
| S2 |
2,660.6 |
2,660.6 |
2,741.8 |
|
| S3 |
2,553.3 |
2,603.8 |
2,732.0 |
|
| S4 |
2,446.0 |
2,496.5 |
2,702.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,824.8 |
2,682.7 |
142.1 |
5.3% |
57.6 |
2.1% |
0% |
False |
True |
4,223 |
| 10 |
2,866.8 |
2,682.7 |
184.1 |
6.9% |
43.7 |
1.6% |
0% |
False |
True |
3,765 |
| 20 |
2,866.8 |
2,682.7 |
184.1 |
6.9% |
35.8 |
1.3% |
0% |
False |
True |
2,645 |
| 40 |
2,866.8 |
2,630.0 |
236.8 |
8.8% |
32.9 |
1.2% |
22% |
False |
False |
1,791 |
| 60 |
2,866.8 |
2,561.3 |
305.5 |
11.4% |
30.8 |
1.1% |
40% |
False |
False |
1,405 |
| 80 |
2,866.8 |
2,452.6 |
414.2 |
15.4% |
32.9 |
1.2% |
56% |
False |
False |
1,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,076.5 |
|
2.618 |
2,954.1 |
|
1.618 |
2,879.1 |
|
1.000 |
2,832.7 |
|
0.618 |
2,804.1 |
|
HIGH |
2,757.7 |
|
0.618 |
2,729.1 |
|
0.500 |
2,720.2 |
|
0.382 |
2,711.4 |
|
LOW |
2,682.7 |
|
0.618 |
2,636.4 |
|
1.000 |
2,607.7 |
|
1.618 |
2,561.4 |
|
2.618 |
2,486.4 |
|
4.250 |
2,364.0 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,720.2 |
2,733.1 |
| PP |
2,707.8 |
2,716.4 |
| S1 |
2,695.4 |
2,699.7 |
|