| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,670.8 |
2,640.6 |
-30.2 |
-1.1% |
2,808.6 |
| High |
2,688.4 |
2,646.2 |
-42.2 |
-1.6% |
2,824.8 |
| Low |
2,643.9 |
2,606.4 |
-37.5 |
-1.4% |
2,717.5 |
| Close |
2,650.9 |
2,636.8 |
-14.1 |
-0.5% |
2,761.5 |
| Range |
44.5 |
39.8 |
-4.7 |
-10.6% |
107.3 |
| ATR |
38.6 |
39.0 |
0.4 |
1.1% |
0.0 |
| Volume |
4,148 |
5,369 |
1,221 |
29.4% |
19,565 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.2 |
2,732.8 |
2,658.7 |
|
| R3 |
2,709.4 |
2,693.0 |
2,647.7 |
|
| R2 |
2,669.6 |
2,669.6 |
2,644.1 |
|
| R1 |
2,653.2 |
2,653.2 |
2,640.4 |
2,641.5 |
| PP |
2,629.8 |
2,629.8 |
2,629.8 |
2,624.0 |
| S1 |
2,613.4 |
2,613.4 |
2,633.2 |
2,601.7 |
| S2 |
2,590.0 |
2,590.0 |
2,629.5 |
|
| S3 |
2,550.2 |
2,573.6 |
2,625.9 |
|
| S4 |
2,510.4 |
2,533.8 |
2,614.9 |
|
|
| 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 |
2,606.4 |
177.0 |
6.7% |
44.2 |
1.7% |
17% |
False |
True |
4,096 |
| 10 |
2,836.8 |
2,606.4 |
230.4 |
8.7% |
44.8 |
1.7% |
13% |
False |
True |
3,895 |
| 20 |
2,866.8 |
2,606.4 |
260.4 |
9.9% |
37.9 |
1.4% |
12% |
False |
True |
3,151 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.9% |
33.0 |
1.3% |
12% |
False |
True |
2,088 |
| 60 |
2,866.8 |
2,561.3 |
305.5 |
11.6% |
31.4 |
1.2% |
25% |
False |
False |
1,584 |
| 80 |
2,866.8 |
2,452.6 |
414.2 |
15.7% |
33.4 |
1.3% |
44% |
False |
False |
1,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,815.4 |
|
2.618 |
2,750.4 |
|
1.618 |
2,710.6 |
|
1.000 |
2,686.0 |
|
0.618 |
2,670.8 |
|
HIGH |
2,646.2 |
|
0.618 |
2,631.0 |
|
0.500 |
2,626.3 |
|
0.382 |
2,621.6 |
|
LOW |
2,606.4 |
|
0.618 |
2,581.8 |
|
1.000 |
2,566.6 |
|
1.618 |
2,542.0 |
|
2.618 |
2,502.2 |
|
4.250 |
2,437.3 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,633.3 |
2,651.7 |
| PP |
2,629.8 |
2,646.7 |
| S1 |
2,626.3 |
2,641.8 |
|