| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,702.0 |
2,724.9 |
22.9 |
0.8% |
2,756.4 |
| High |
2,724.3 |
2,742.2 |
17.9 |
0.7% |
2,757.7 |
| Low |
2,688.6 |
2,720.5 |
31.9 |
1.2% |
2,606.4 |
| Close |
2,717.4 |
2,741.5 |
24.1 |
0.9% |
2,633.9 |
| Range |
35.7 |
21.7 |
-14.0 |
-39.2% |
151.3 |
| ATR |
37.6 |
36.7 |
-0.9 |
-2.4% |
0.0 |
| Volume |
2,121 |
1,484 |
-637 |
-30.0% |
20,272 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,799.8 |
2,792.4 |
2,753.4 |
|
| R3 |
2,778.1 |
2,770.7 |
2,747.5 |
|
| R2 |
2,756.4 |
2,756.4 |
2,745.5 |
|
| R1 |
2,749.0 |
2,749.0 |
2,743.5 |
2,752.7 |
| PP |
2,734.7 |
2,734.7 |
2,734.7 |
2,736.6 |
| S1 |
2,727.3 |
2,727.3 |
2,739.5 |
2,731.0 |
| S2 |
2,713.0 |
2,713.0 |
2,737.5 |
|
| S3 |
2,691.3 |
2,705.6 |
2,735.5 |
|
| S4 |
2,669.6 |
2,683.9 |
2,729.6 |
|
|
| 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 |
2,742.2 |
2,625.0 |
117.2 |
4.3% |
30.1 |
1.1% |
99% |
True |
False |
2,530 |
| 10 |
2,783.4 |
2,606.4 |
177.0 |
6.5% |
37.2 |
1.4% |
76% |
False |
False |
3,313 |
| 20 |
2,866.8 |
2,606.4 |
260.4 |
9.5% |
37.7 |
1.4% |
52% |
False |
False |
3,344 |
| 40 |
2,866.8 |
2,606.4 |
260.4 |
9.5% |
33.3 |
1.2% |
52% |
False |
False |
2,349 |
| 60 |
2,866.8 |
2,561.3 |
305.5 |
11.1% |
31.6 |
1.2% |
59% |
False |
False |
1,740 |
| 80 |
2,866.8 |
2,452.6 |
414.2 |
15.1% |
32.9 |
1.2% |
70% |
False |
False |
1,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.4 |
|
2.618 |
2,799.0 |
|
1.618 |
2,777.3 |
|
1.000 |
2,763.9 |
|
0.618 |
2,755.6 |
|
HIGH |
2,742.2 |
|
0.618 |
2,733.9 |
|
0.500 |
2,731.4 |
|
0.382 |
2,728.8 |
|
LOW |
2,720.5 |
|
0.618 |
2,707.1 |
|
1.000 |
2,698.8 |
|
1.618 |
2,685.4 |
|
2.618 |
2,663.7 |
|
4.250 |
2,628.3 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,738.1 |
2,731.5 |
| PP |
2,734.7 |
2,721.4 |
| S1 |
2,731.4 |
2,711.4 |
|