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 |
3,121.45 |
3,083.39 |
-38.06 |
-1.2% |
3,117.96 |
High |
3,121.45 |
3,083.39 |
-38.06 |
-1.2% |
3,218.71 |
Low |
3,036.40 |
3,055.02 |
18.62 |
0.6% |
3,100.00 |
Close |
3,049.58 |
3,068.69 |
19.11 |
0.6% |
3,107.53 |
Range |
85.05 |
28.37 |
-56.68 |
-66.6% |
118.71 |
ATR |
64.60 |
62.40 |
-2.20 |
-3.4% |
0.00 |
Volume |
121,200 |
92,300 |
-28,900 |
-23.8% |
1,253,553 |
|
Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,154.14 |
3,139.78 |
3,084.29 |
|
R3 |
3,125.77 |
3,111.41 |
3,076.49 |
|
R2 |
3,097.40 |
3,097.40 |
3,073.89 |
|
R1 |
3,083.05 |
3,083.05 |
3,071.29 |
3,076.04 |
PP |
3,069.03 |
3,069.03 |
3,069.03 |
3,065.53 |
S1 |
3,054.68 |
3,054.68 |
3,066.09 |
3,047.67 |
S2 |
3,040.67 |
3,040.67 |
3,063.49 |
|
S3 |
3,012.30 |
3,026.31 |
3,060.89 |
|
S4 |
2,983.93 |
2,997.94 |
3,053.09 |
|
|
Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,498.19 |
3,421.57 |
3,172.82 |
|
R3 |
3,379.49 |
3,302.86 |
3,140.17 |
|
R2 |
3,260.78 |
3,260.78 |
3,129.29 |
|
R1 |
3,184.16 |
3,184.16 |
3,118.41 |
3,163.12 |
PP |
3,142.08 |
3,142.08 |
3,142.08 |
3,131.56 |
S1 |
3,065.45 |
3,065.45 |
3,096.65 |
3,044.41 |
S2 |
3,023.37 |
3,023.37 |
3,085.77 |
|
S3 |
2,904.67 |
2,946.75 |
3,074.89 |
|
S4 |
2,785.96 |
2,828.04 |
3,042.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,176.91 |
3,036.40 |
140.51 |
4.6% |
58.37 |
1.9% |
23% |
False |
False |
120,330 |
10 |
3,200.00 |
3,036.40 |
163.60 |
5.3% |
56.03 |
1.8% |
20% |
False |
False |
114,065 |
20 |
3,232.94 |
3,036.40 |
196.54 |
6.4% |
63.26 |
2.1% |
16% |
False |
False |
137,282 |
40 |
3,232.94 |
2,980.10 |
252.84 |
8.2% |
57.85 |
1.9% |
35% |
False |
False |
127,542 |
60 |
3,232.94 |
2,980.10 |
252.84 |
8.2% |
59.10 |
1.9% |
35% |
False |
False |
119,559 |
80 |
3,232.94 |
2,980.10 |
252.84 |
8.2% |
62.04 |
2.0% |
35% |
False |
False |
117,942 |
100 |
3,232.94 |
2,898.57 |
334.37 |
10.9% |
63.87 |
2.1% |
51% |
False |
False |
128,072 |
120 |
3,234.02 |
2,898.57 |
335.45 |
10.9% |
62.79 |
2.0% |
51% |
False |
False |
122,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,203.95 |
2.618 |
3,157.66 |
1.618 |
3,129.29 |
1.000 |
3,111.76 |
0.618 |
3,100.92 |
HIGH |
3,083.39 |
0.618 |
3,072.55 |
0.500 |
3,069.21 |
0.382 |
3,065.86 |
LOW |
3,055.02 |
0.618 |
3,037.49 |
1.000 |
3,026.65 |
1.618 |
3,009.12 |
2.618 |
2,980.75 |
4.250 |
2,934.46 |
|
|
Fisher Pivots for day following 21-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
3,069.21 |
3,088.84 |
PP |
3,069.03 |
3,082.12 |
S1 |
3,068.86 |
3,075.41 |
|