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 |
104.20 |
104.16 |
-0.04 |
0.0% |
104.60 |
High |
104.82 |
105.01 |
0.19 |
0.2% |
106.12 |
Low |
103.69 |
103.38 |
-0.31 |
-0.3% |
101.52 |
Close |
104.37 |
104.50 |
0.13 |
0.1% |
103.80 |
Range |
1.13 |
1.63 |
0.50 |
44.2% |
4.60 |
ATR |
2.13 |
2.09 |
-0.04 |
-1.7% |
0.00 |
Volume |
6,769,300 |
1,456,000 |
-5,313,300 |
-78.5% |
14,025,370 |
|
Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.19 |
108.47 |
105.40 |
|
R3 |
107.56 |
106.84 |
104.95 |
|
R2 |
105.93 |
105.93 |
104.80 |
|
R1 |
105.21 |
105.21 |
104.65 |
105.57 |
PP |
104.30 |
104.30 |
104.30 |
104.48 |
S1 |
103.58 |
103.58 |
104.35 |
103.94 |
S2 |
102.67 |
102.67 |
104.20 |
|
S3 |
101.04 |
101.95 |
104.05 |
|
S4 |
99.41 |
100.32 |
103.60 |
|
|
Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.60 |
115.30 |
106.33 |
|
R3 |
113.01 |
110.70 |
105.06 |
|
R2 |
108.41 |
108.41 |
104.64 |
|
R1 |
106.10 |
106.10 |
104.22 |
104.96 |
PP |
103.81 |
103.81 |
103.81 |
103.24 |
S1 |
101.51 |
101.51 |
103.38 |
100.36 |
S2 |
99.22 |
99.22 |
102.96 |
|
S3 |
94.62 |
96.91 |
102.54 |
|
S4 |
90.02 |
92.31 |
101.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.27 |
102.71 |
2.57 |
2.5% |
1.57 |
1.5% |
70% |
False |
False |
2,870,760 |
10 |
106.12 |
101.52 |
4.60 |
4.4% |
1.84 |
1.8% |
65% |
False |
False |
2,450,917 |
20 |
109.07 |
101.52 |
7.55 |
7.2% |
2.15 |
2.1% |
39% |
False |
False |
2,408,088 |
40 |
113.13 |
101.52 |
11.61 |
11.1% |
2.06 |
2.0% |
26% |
False |
False |
2,260,826 |
60 |
115.89 |
101.52 |
14.37 |
13.8% |
2.04 |
2.0% |
21% |
False |
False |
2,253,346 |
80 |
119.56 |
101.52 |
18.04 |
17.3% |
2.11 |
2.0% |
17% |
False |
False |
2,332,922 |
100 |
120.92 |
101.52 |
19.40 |
18.6% |
2.15 |
2.1% |
15% |
False |
False |
2,350,330 |
120 |
120.92 |
101.52 |
19.40 |
18.6% |
2.13 |
2.0% |
15% |
False |
False |
2,298,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.94 |
2.618 |
109.28 |
1.618 |
107.65 |
1.000 |
106.64 |
0.618 |
106.02 |
HIGH |
105.01 |
0.618 |
104.39 |
0.500 |
104.20 |
0.382 |
104.00 |
LOW |
103.38 |
0.618 |
102.37 |
1.000 |
101.75 |
1.618 |
100.74 |
2.618 |
99.11 |
4.250 |
96.45 |
|
|
Fisher Pivots for day following 21-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
104.40 |
104.44 |
PP |
104.30 |
104.38 |
S1 |
104.20 |
104.33 |
|