| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
21,667.00 |
21,760.00 |
93.00 |
0.4% |
20,618.00 |
| High |
21,721.50 |
21,789.00 |
67.50 |
0.3% |
21,721.50 |
| Low |
21,598.75 |
21,577.00 |
-21.75 |
-0.1% |
20,463.75 |
| Close |
21,696.25 |
21,683.25 |
-13.00 |
-0.1% |
21,696.25 |
| Range |
122.75 |
212.00 |
89.25 |
72.7% |
1,257.75 |
| ATR |
257.27 |
254.04 |
-3.23 |
-1.3% |
0.00 |
| Volume |
3 |
11 |
8 |
266.7% |
74 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,319.00 |
22,213.25 |
21,799.75 |
|
| R3 |
22,107.00 |
22,001.25 |
21,741.50 |
|
| R2 |
21,895.00 |
21,895.00 |
21,722.00 |
|
| R1 |
21,789.25 |
21,789.25 |
21,702.75 |
21,736.00 |
| PP |
21,683.00 |
21,683.00 |
21,683.00 |
21,656.50 |
| S1 |
21,577.25 |
21,577.25 |
21,663.75 |
21,524.00 |
| S2 |
21,471.00 |
21,471.00 |
21,644.50 |
|
| S3 |
21,259.00 |
21,365.25 |
21,625.00 |
|
| S4 |
21,047.00 |
21,153.25 |
21,566.75 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,067.00 |
24,639.50 |
22,388.00 |
|
| R3 |
23,809.25 |
23,381.75 |
22,042.25 |
|
| R2 |
22,551.50 |
22,551.50 |
21,926.75 |
|
| R1 |
22,124.00 |
22,124.00 |
21,811.50 |
22,337.75 |
| PP |
21,293.75 |
21,293.75 |
21,293.75 |
21,400.75 |
| S1 |
20,866.25 |
20,866.25 |
21,581.00 |
21,080.00 |
| S2 |
20,036.00 |
20,036.00 |
21,465.75 |
|
| S3 |
18,778.25 |
19,608.50 |
21,350.25 |
|
| S4 |
17,520.50 |
18,350.75 |
21,004.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,789.00 |
20,492.50 |
1,296.50 |
6.0% |
266.25 |
1.2% |
92% |
True |
False |
10 |
| 10 |
21,789.00 |
20,450.00 |
1,339.00 |
6.2% |
265.50 |
1.2% |
92% |
True |
False |
10 |
| 20 |
21,789.00 |
20,450.00 |
1,339.00 |
6.2% |
197.25 |
0.9% |
92% |
True |
False |
5 |
| 40 |
21,789.00 |
19,960.25 |
1,828.75 |
8.4% |
126.75 |
0.6% |
94% |
True |
False |
2 |
| 60 |
21,789.00 |
19,055.75 |
2,733.25 |
12.6% |
103.50 |
0.5% |
96% |
True |
False |
1 |
| 80 |
21,789.00 |
18,098.25 |
3,690.75 |
17.0% |
102.75 |
0.5% |
97% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,690.00 |
|
2.618 |
22,344.00 |
|
1.618 |
22,132.00 |
|
1.000 |
22,001.00 |
|
0.618 |
21,920.00 |
|
HIGH |
21,789.00 |
|
0.618 |
21,708.00 |
|
0.500 |
21,683.00 |
|
0.382 |
21,658.00 |
|
LOW |
21,577.00 |
|
0.618 |
21,446.00 |
|
1.000 |
21,365.00 |
|
1.618 |
21,234.00 |
|
2.618 |
21,022.00 |
|
4.250 |
20,676.00 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
21,683.25 |
21,664.50 |
| PP |
21,683.00 |
21,645.75 |
| S1 |
21,683.00 |
21,627.00 |
|