| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
3,150.0100 |
3,095.6970 |
-54.3130 |
-1.7% |
2,941.9760 |
| High |
3,222.2550 |
3,157.5980 |
-64.6570 |
-2.0% |
3,437.7500 |
| Low |
3,074.1950 |
3,033.6500 |
-40.5450 |
-1.3% |
2,941.5150 |
| Close |
3,095.6970 |
3,079.6620 |
-16.0350 |
-0.5% |
3,090.6850 |
| Range |
148.0600 |
123.9480 |
-24.1120 |
-16.3% |
496.2350 |
| ATR |
162.0363 |
159.3157 |
-2.7206 |
-1.7% |
0.0000 |
| Volume |
74,520 |
69,286 |
-5,234 |
-7.0% |
368,687 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,462.1473 |
3,394.8527 |
3,147.8334 |
|
| R3 |
3,338.1993 |
3,270.9047 |
3,113.7477 |
|
| R2 |
3,214.2513 |
3,214.2513 |
3,102.3858 |
|
| R1 |
3,146.9567 |
3,146.9567 |
3,091.0239 |
3,118.6300 |
| PP |
3,090.3033 |
3,090.3033 |
3,090.3033 |
3,076.1400 |
| S1 |
3,023.0087 |
3,023.0087 |
3,068.3001 |
2,994.6820 |
| S2 |
2,966.3553 |
2,966.3553 |
3,056.9382 |
|
| S3 |
2,842.4073 |
2,899.0607 |
3,045.5763 |
|
| S4 |
2,718.4593 |
2,775.1127 |
3,011.4906 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,645.3550 |
4,364.2550 |
3,363.6143 |
|
| R3 |
4,149.1200 |
3,868.0200 |
3,227.1496 |
|
| R2 |
3,652.8850 |
3,652.8850 |
3,181.6614 |
|
| R1 |
3,371.7850 |
3,371.7850 |
3,136.1732 |
3,512.3350 |
| PP |
3,156.6500 |
3,156.6500 |
3,156.6500 |
3,226.9250 |
| S1 |
2,875.5500 |
2,875.5500 |
3,045.1968 |
3,016.1000 |
| S2 |
2,660.4150 |
2,660.4150 |
2,999.7086 |
|
| S3 |
2,164.1800 |
2,379.3150 |
2,954.2204 |
|
| S4 |
1,667.9450 |
1,883.0800 |
2,817.7558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,238.6370 |
3,017.0350 |
221.6020 |
7.2% |
145.5932 |
4.7% |
28% |
False |
False |
44,901 |
| 10 |
3,437.7500 |
2,686.8490 |
750.9010 |
24.4% |
194.1933 |
6.3% |
52% |
False |
False |
59,780 |
| 20 |
3,437.7500 |
2,391.3910 |
1,046.3590 |
34.0% |
164.7459 |
5.3% |
66% |
False |
False |
57,968 |
| 40 |
3,437.7500 |
2,313.5580 |
1,124.1920 |
36.5% |
140.8973 |
4.6% |
68% |
False |
False |
43,652 |
| 60 |
3,437.7500 |
2,154.2820 |
1,283.4680 |
41.7% |
136.6990 |
4.4% |
72% |
False |
False |
55,274 |
| 80 |
3,437.7500 |
2,154.2820 |
1,283.4680 |
41.7% |
147.7316 |
4.8% |
72% |
False |
False |
76,567 |
| 100 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
45.5% |
151.1579 |
4.9% |
66% |
False |
False |
85,267 |
| 120 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
56.1% |
149.9343 |
4.9% |
54% |
False |
False |
87,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,684.3770 |
|
2.618 |
3,482.0939 |
|
1.618 |
3,358.1459 |
|
1.000 |
3,281.5460 |
|
0.618 |
3,234.1979 |
|
HIGH |
3,157.5980 |
|
0.618 |
3,110.2499 |
|
0.500 |
3,095.6240 |
|
0.382 |
3,080.9981 |
|
LOW |
3,033.6500 |
|
0.618 |
2,957.0501 |
|
1.000 |
2,909.7020 |
|
1.618 |
2,833.1021 |
|
2.618 |
2,709.1541 |
|
4.250 |
2,506.8710 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,095.6240 |
3,127.9525 |
| PP |
3,090.3033 |
3,111.8557 |
| S1 |
3,084.9827 |
3,095.7588 |
|