| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,680.5 |
2,702.0 |
21.5 |
0.8% |
2,756.4 |
| High |
2,707.9 |
2,724.3 |
16.4 |
0.6% |
2,757.7 |
| Low |
2,680.5 |
2,688.6 |
8.1 |
0.3% |
2,606.4 |
| Close |
2,695.7 |
2,717.4 |
21.7 |
0.8% |
2,633.9 |
| Range |
27.4 |
35.7 |
8.3 |
30.3% |
151.3 |
| ATR |
37.7 |
37.6 |
-0.1 |
-0.4% |
0.0 |
| Volume |
2,551 |
2,121 |
-430 |
-16.9% |
20,272 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,817.2 |
2,803.0 |
2,737.0 |
|
| R3 |
2,781.5 |
2,767.3 |
2,727.2 |
|
| R2 |
2,745.8 |
2,745.8 |
2,723.9 |
|
| R1 |
2,731.6 |
2,731.6 |
2,720.7 |
2,738.7 |
| PP |
2,710.1 |
2,710.1 |
2,710.1 |
2,713.7 |
| S1 |
2,695.9 |
2,695.9 |
2,714.1 |
2,703.0 |
| S2 |
2,674.4 |
2,674.4 |
2,710.9 |
|
| S3 |
2,638.7 |
2,660.2 |
2,707.6 |
|
| S4 |
2,603.0 |
2,624.5 |
2,697.8 |
|
|
| 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 |
2,724.3 |
2,606.4 |
117.9 |
4.3% |
33.7 |
1.2% |
94% |
True |
False |
3,307 |
| 10 |
2,783.4 |
2,606.4 |
177.0 |
6.5% |
41.5 |
1.5% |
63% |
False |
False |
3,584 |
| 20 |
2,866.8 |
2,606.4 |
260.4 |
9.6% |
37.8 |
1.4% |
43% |
False |
False |
3,408 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.6% |
33.4 |
1.2% |
43% |
False |
False |
2,319 |
| 60 |
2,866.8 |
2,561.3 |
305.5 |
11.2% |
31.7 |
1.2% |
51% |
False |
False |
1,724 |
| 80 |
2,866.8 |
2,452.6 |
414.2 |
15.2% |
33.2 |
1.2% |
64% |
False |
False |
1,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,876.0 |
|
2.618 |
2,817.8 |
|
1.618 |
2,782.1 |
|
1.000 |
2,760.0 |
|
0.618 |
2,746.4 |
|
HIGH |
2,724.3 |
|
0.618 |
2,710.7 |
|
0.500 |
2,706.5 |
|
0.382 |
2,702.2 |
|
LOW |
2,688.6 |
|
0.618 |
2,666.5 |
|
1.000 |
2,652.9 |
|
1.618 |
2,630.8 |
|
2.618 |
2,595.1 |
|
4.250 |
2,536.9 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.8 |
2,705.1 |
| PP |
2,710.1 |
2,692.7 |
| S1 |
2,706.5 |
2,680.4 |
|