| 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 |
1,028.00 |
1,033.63 |
5.63 |
0.5% |
1,013.00 |
| High |
1,031.69 |
1,048.52 |
16.83 |
1.6% |
1,061.66 |
| Low |
1,006.31 |
1,030.99 |
24.68 |
2.5% |
1,003.01 |
| Close |
1,022.98 |
1,047.13 |
24.15 |
2.4% |
1,011.39 |
| Range |
25.38 |
17.53 |
-7.85 |
-30.9% |
58.65 |
| ATR |
23.64 |
23.77 |
0.14 |
0.6% |
0.00 |
| Volume |
1,141,900 |
393,649 |
-748,251 |
-65.5% |
13,137,000 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,094.81 |
1,088.50 |
1,056.77 |
|
| R3 |
1,077.27 |
1,070.97 |
1,051.95 |
|
| R2 |
1,059.74 |
1,059.74 |
1,050.34 |
|
| R1 |
1,053.43 |
1,053.43 |
1,048.73 |
1,056.59 |
| PP |
1,042.21 |
1,042.21 |
1,042.21 |
1,043.79 |
| S1 |
1,035.90 |
1,035.90 |
1,045.52 |
1,039.06 |
| S2 |
1,024.68 |
1,024.68 |
1,043.91 |
|
| S3 |
1,007.15 |
1,018.37 |
1,042.30 |
|
| S4 |
989.62 |
1,000.84 |
1,037.48 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.29 |
1,164.98 |
1,043.64 |
|
| R3 |
1,142.64 |
1,106.34 |
1,027.52 |
|
| R2 |
1,084.00 |
1,084.00 |
1,022.14 |
|
| R1 |
1,047.69 |
1,047.69 |
1,016.77 |
1,036.52 |
| PP |
1,025.35 |
1,025.35 |
1,025.35 |
1,019.77 |
| S1 |
989.05 |
989.05 |
1,006.01 |
977.88 |
| S2 |
966.71 |
966.71 |
1,000.64 |
|
| S3 |
908.06 |
930.40 |
995.26 |
|
| S4 |
849.42 |
871.76 |
979.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,048.52 |
993.42 |
55.10 |
5.3% |
25.03 |
2.4% |
97% |
True |
False |
1,386,760 |
| 10 |
1,054.00 |
993.42 |
60.58 |
5.8% |
24.00 |
2.3% |
89% |
False |
False |
1,399,750 |
| 20 |
1,061.66 |
993.42 |
68.24 |
6.5% |
23.37 |
2.2% |
79% |
False |
False |
1,325,575 |
| 40 |
1,061.66 |
928.35 |
133.30 |
12.7% |
21.46 |
2.0% |
89% |
False |
False |
1,334,856 |
| 60 |
1,061.66 |
899.77 |
161.88 |
15.5% |
19.26 |
1.8% |
91% |
False |
False |
1,234,564 |
| 80 |
1,061.66 |
863.24 |
198.42 |
18.9% |
19.83 |
1.9% |
93% |
False |
False |
1,211,175 |
| 100 |
1,061.66 |
863.24 |
198.42 |
18.9% |
19.48 |
1.9% |
93% |
False |
False |
1,238,319 |
| 120 |
1,061.66 |
808.96 |
252.69 |
24.1% |
20.32 |
1.9% |
94% |
False |
False |
1,207,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,123.03 |
|
2.618 |
1,094.42 |
|
1.618 |
1,076.89 |
|
1.000 |
1,066.05 |
|
0.618 |
1,059.35 |
|
HIGH |
1,048.52 |
|
0.618 |
1,041.82 |
|
0.500 |
1,039.75 |
|
0.382 |
1,037.69 |
|
LOW |
1,030.99 |
|
0.618 |
1,020.15 |
|
1.000 |
1,013.46 |
|
1.618 |
1,002.62 |
|
2.618 |
985.09 |
|
4.250 |
956.48 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,044.67 |
1,038.41 |
| PP |
1,042.21 |
1,029.69 |
| S1 |
1,039.75 |
1,020.97 |
|