| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
92.53 |
92.55 |
0.02 |
0.0% |
93.64 |
| High |
92.87 |
92.65 |
-0.22 |
-0.2% |
95.93 |
| Low |
92.23 |
91.82 |
-0.42 |
-0.4% |
93.02 |
| Close |
92.68 |
91.92 |
-0.76 |
-0.8% |
94.47 |
| Range |
0.64 |
0.84 |
0.20 |
30.5% |
2.91 |
| ATR |
1.04 |
1.03 |
-0.01 |
-1.2% |
0.00 |
| Volume |
3,155,000 |
2,955,704 |
-199,296 |
-6.3% |
64,739,812 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.63 |
94.11 |
92.38 |
|
| R3 |
93.80 |
93.28 |
92.15 |
|
| R2 |
92.96 |
92.96 |
92.07 |
|
| R1 |
92.44 |
92.44 |
92.00 |
92.29 |
| PP |
92.13 |
92.13 |
92.13 |
92.05 |
| S1 |
91.61 |
91.61 |
91.84 |
91.45 |
| S2 |
91.29 |
91.29 |
91.77 |
|
| S3 |
90.46 |
90.77 |
91.69 |
|
| S4 |
89.62 |
89.94 |
91.46 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.20 |
101.75 |
96.07 |
|
| R3 |
100.29 |
98.84 |
95.27 |
|
| R2 |
97.38 |
97.38 |
95.00 |
|
| R1 |
95.93 |
95.93 |
94.74 |
96.66 |
| PP |
94.47 |
94.47 |
94.47 |
94.84 |
| S1 |
93.02 |
93.02 |
94.20 |
93.75 |
| S2 |
91.56 |
91.56 |
93.94 |
|
| S3 |
88.65 |
90.11 |
93.67 |
|
| S4 |
85.74 |
87.20 |
92.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.76 |
91.82 |
2.94 |
3.2% |
0.92 |
1.0% |
4% |
False |
True |
3,468,820 |
| 10 |
95.93 |
91.82 |
4.12 |
4.5% |
0.91 |
1.0% |
3% |
False |
True |
5,245,090 |
| 20 |
95.93 |
91.82 |
4.12 |
4.5% |
0.97 |
1.1% |
3% |
False |
True |
4,880,896 |
| 40 |
97.87 |
91.82 |
6.06 |
6.6% |
0.97 |
1.1% |
2% |
False |
True |
4,083,710 |
| 60 |
97.87 |
91.82 |
6.06 |
6.6% |
0.94 |
1.0% |
2% |
False |
True |
4,165,007 |
| 80 |
97.87 |
91.82 |
6.06 |
6.6% |
0.95 |
1.0% |
2% |
False |
True |
4,152,191 |
| 100 |
97.87 |
88.89 |
8.98 |
9.8% |
0.99 |
1.1% |
34% |
False |
False |
3,973,091 |
| 120 |
97.87 |
88.89 |
8.98 |
9.8% |
0.99 |
1.1% |
34% |
False |
False |
3,875,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.20 |
|
2.618 |
94.84 |
|
1.618 |
94.00 |
|
1.000 |
93.49 |
|
0.618 |
93.17 |
|
HIGH |
92.65 |
|
0.618 |
92.33 |
|
0.500 |
92.23 |
|
0.382 |
92.13 |
|
LOW |
91.82 |
|
0.618 |
91.30 |
|
1.000 |
90.98 |
|
1.618 |
90.46 |
|
2.618 |
89.63 |
|
4.250 |
88.27 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
92.23 |
92.77 |
| PP |
92.13 |
92.49 |
| S1 |
92.02 |
92.20 |
|