| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,695.0 |
2,670.8 |
-24.2 |
-0.9% |
2,808.6 |
| High |
2,697.0 |
2,688.4 |
-8.6 |
-0.3% |
2,824.8 |
| Low |
2,662.7 |
2,643.9 |
-18.8 |
-0.7% |
2,717.5 |
| Close |
2,671.5 |
2,650.9 |
-20.6 |
-0.8% |
2,761.5 |
| Range |
34.3 |
44.5 |
10.2 |
29.7% |
107.3 |
| ATR |
38.2 |
38.6 |
0.5 |
1.2% |
0.0 |
| Volume |
4,210 |
4,148 |
-62 |
-1.5% |
19,565 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.6 |
2,767.2 |
2,675.4 |
|
| R3 |
2,750.1 |
2,722.7 |
2,663.1 |
|
| R2 |
2,705.6 |
2,705.6 |
2,659.1 |
|
| R1 |
2,678.2 |
2,678.2 |
2,655.0 |
2,669.7 |
| PP |
2,661.1 |
2,661.1 |
2,661.1 |
2,656.8 |
| S1 |
2,633.7 |
2,633.7 |
2,646.8 |
2,625.2 |
| S2 |
2,616.6 |
2,616.6 |
2,642.7 |
|
| S3 |
2,572.1 |
2,589.2 |
2,638.7 |
|
| S4 |
2,527.6 |
2,544.7 |
2,626.4 |
|
|
| 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 |
2,783.4 |
2,643.9 |
139.5 |
5.3% |
49.3 |
1.9% |
5% |
False |
True |
3,862 |
| 10 |
2,865.9 |
2,643.9 |
222.0 |
8.4% |
46.5 |
1.8% |
3% |
False |
True |
3,960 |
| 20 |
2,866.8 |
2,643.9 |
222.9 |
8.4% |
37.0 |
1.4% |
3% |
False |
True |
2,992 |
| 40 |
2,866.8 |
2,631.8 |
235.0 |
8.9% |
33.1 |
1.2% |
8% |
False |
False |
1,961 |
| 60 |
2,866.8 |
2,561.3 |
305.5 |
11.5% |
31.2 |
1.2% |
29% |
False |
False |
1,526 |
| 80 |
2,866.8 |
2,452.6 |
414.2 |
15.6% |
33.2 |
1.3% |
48% |
False |
False |
1,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.5 |
|
2.618 |
2,804.9 |
|
1.618 |
2,760.4 |
|
1.000 |
2,732.9 |
|
0.618 |
2,715.9 |
|
HIGH |
2,688.4 |
|
0.618 |
2,671.4 |
|
0.500 |
2,666.2 |
|
0.382 |
2,660.9 |
|
LOW |
2,643.9 |
|
0.618 |
2,616.4 |
|
1.000 |
2,599.4 |
|
1.618 |
2,571.9 |
|
2.618 |
2,527.4 |
|
4.250 |
2,454.8 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,666.2 |
2,700.8 |
| PP |
2,661.1 |
2,684.2 |
| S1 |
2,656.0 |
2,667.5 |
|