| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,756.4 |
2,695.0 |
-61.4 |
-2.2% |
2,808.6 |
| High |
2,757.7 |
2,697.0 |
-60.7 |
-2.2% |
2,824.8 |
| Low |
2,682.7 |
2,662.7 |
-20.0 |
-0.7% |
2,717.5 |
| Close |
2,683.0 |
2,671.5 |
-11.5 |
-0.4% |
2,761.5 |
| Range |
75.0 |
34.3 |
-40.7 |
-54.3% |
107.3 |
| ATR |
38.5 |
38.2 |
-0.3 |
-0.8% |
0.0 |
| Volume |
2,712 |
4,210 |
1,498 |
55.2% |
19,565 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.0 |
2,760.0 |
2,690.4 |
|
| R3 |
2,745.7 |
2,725.7 |
2,680.9 |
|
| R2 |
2,711.4 |
2,711.4 |
2,677.8 |
|
| R1 |
2,691.4 |
2,691.4 |
2,674.6 |
2,684.3 |
| PP |
2,677.1 |
2,677.1 |
2,677.1 |
2,673.5 |
| S1 |
2,657.1 |
2,657.1 |
2,668.4 |
2,650.0 |
| S2 |
2,642.8 |
2,642.8 |
2,665.2 |
|
| S3 |
2,608.5 |
2,622.8 |
2,662.1 |
|
| S4 |
2,574.2 |
2,588.5 |
2,652.6 |
|
|
| 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 |
2,823.6 |
2,662.7 |
160.9 |
6.0% |
59.6 |
2.2% |
5% |
False |
True |
4,349 |
| 10 |
2,866.8 |
2,662.7 |
204.1 |
7.6% |
43.7 |
1.6% |
4% |
False |
True |
3,831 |
| 20 |
2,866.8 |
2,662.7 |
204.1 |
7.6% |
36.1 |
1.3% |
4% |
False |
True |
2,815 |
| 40 |
2,866.8 |
2,630.0 |
236.8 |
8.9% |
33.1 |
1.2% |
18% |
False |
False |
1,874 |
| 60 |
2,866.8 |
2,561.3 |
305.5 |
11.4% |
30.9 |
1.2% |
36% |
False |
False |
1,470 |
| 80 |
2,866.8 |
2,452.6 |
414.2 |
15.5% |
33.0 |
1.2% |
53% |
False |
False |
1,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.8 |
|
2.618 |
2,786.8 |
|
1.618 |
2,752.5 |
|
1.000 |
2,731.3 |
|
0.618 |
2,718.2 |
|
HIGH |
2,697.0 |
|
0.618 |
2,683.9 |
|
0.500 |
2,679.9 |
|
0.382 |
2,675.8 |
|
LOW |
2,662.7 |
|
0.618 |
2,641.5 |
|
1.000 |
2,628.4 |
|
1.618 |
2,607.2 |
|
2.618 |
2,572.9 |
|
4.250 |
2,516.9 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,679.9 |
2,723.1 |
| PP |
2,677.1 |
2,705.9 |
| S1 |
2,674.3 |
2,688.7 |
|