| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,640.6 |
2,636.3 |
-4.3 |
-0.2% |
2,756.4 |
| High |
2,646.2 |
2,644.2 |
-2.0 |
-0.1% |
2,757.7 |
| Low |
2,606.4 |
2,625.0 |
18.6 |
0.7% |
2,606.4 |
| Close |
2,636.8 |
2,633.9 |
-2.9 |
-0.1% |
2,633.9 |
| Range |
39.8 |
19.2 |
-20.6 |
-51.8% |
151.3 |
| ATR |
39.0 |
37.6 |
-1.4 |
-3.6% |
0.0 |
| Volume |
5,369 |
3,833 |
-1,536 |
-28.6% |
20,272 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.0 |
2,682.1 |
2,644.5 |
|
| R3 |
2,672.8 |
2,662.9 |
2,639.2 |
|
| R2 |
2,653.6 |
2,653.6 |
2,637.4 |
|
| R1 |
2,643.7 |
2,643.7 |
2,635.7 |
2,639.1 |
| PP |
2,634.4 |
2,634.4 |
2,634.4 |
2,632.0 |
| S1 |
2,624.5 |
2,624.5 |
2,632.1 |
2,619.9 |
| S2 |
2,615.2 |
2,615.2 |
2,630.4 |
|
| S3 |
2,596.0 |
2,605.3 |
2,628.6 |
|
| S4 |
2,576.8 |
2,586.1 |
2,623.3 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.9 |
3,028.2 |
2,717.1 |
|
| R3 |
2,968.6 |
2,876.9 |
2,675.5 |
|
| R2 |
2,817.3 |
2,817.3 |
2,661.6 |
|
| R1 |
2,725.6 |
2,725.6 |
2,647.8 |
2,695.8 |
| PP |
2,666.0 |
2,666.0 |
2,666.0 |
2,651.1 |
| S1 |
2,574.3 |
2,574.3 |
2,620.0 |
2,544.5 |
| S2 |
2,514.7 |
2,514.7 |
2,606.2 |
|
| S3 |
2,363.4 |
2,423.0 |
2,592.3 |
|
| S4 |
2,212.1 |
2,271.7 |
2,550.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,757.7 |
2,606.4 |
151.3 |
5.7% |
42.6 |
1.6% |
18% |
False |
False |
4,054 |
| 10 |
2,824.8 |
2,606.4 |
218.4 |
8.3% |
44.1 |
1.7% |
13% |
False |
False |
3,983 |
| 20 |
2,866.8 |
2,606.4 |
260.4 |
9.9% |
37.5 |
1.4% |
11% |
False |
False |
3,299 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.9% |
32.5 |
1.2% |
11% |
False |
False |
2,175 |
| 60 |
2,866.8 |
2,561.3 |
305.5 |
11.6% |
31.0 |
1.2% |
24% |
False |
False |
1,629 |
| 80 |
2,866.8 |
2,452.6 |
414.2 |
15.7% |
33.0 |
1.3% |
44% |
False |
False |
1,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.8 |
|
2.618 |
2,694.5 |
|
1.618 |
2,675.3 |
|
1.000 |
2,663.4 |
|
0.618 |
2,656.1 |
|
HIGH |
2,644.2 |
|
0.618 |
2,636.9 |
|
0.500 |
2,634.6 |
|
0.382 |
2,632.3 |
|
LOW |
2,625.0 |
|
0.618 |
2,613.1 |
|
1.000 |
2,605.8 |
|
1.618 |
2,593.9 |
|
2.618 |
2,574.7 |
|
4.250 |
2,543.4 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,634.6 |
2,647.4 |
| PP |
2,634.4 |
2,642.9 |
| S1 |
2,634.1 |
2,638.4 |
|