| 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 |
2,612.02 |
2,632.39 |
20.37 |
0.8% |
2,684.25 |
| High |
2,638.30 |
2,654.39 |
16.09 |
0.6% |
2,685.11 |
| Low |
2,610.94 |
2,621.25 |
10.31 |
0.4% |
2,541.42 |
| Close |
2,632.45 |
2,649.93 |
17.48 |
0.7% |
2,562.32 |
| Range |
27.36 |
33.14 |
5.78 |
21.1% |
143.69 |
| ATR |
36.21 |
35.99 |
-0.22 |
-0.6% |
0.00 |
| Volume |
5,248 |
5,392 |
144 |
2.7% |
24,917 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.28 |
2,728.74 |
2,668.16 |
|
| R3 |
2,708.14 |
2,695.60 |
2,659.04 |
|
| R2 |
2,675.00 |
2,675.00 |
2,656.01 |
|
| R1 |
2,662.46 |
2,662.46 |
2,652.97 |
2,668.73 |
| PP |
2,641.86 |
2,641.86 |
2,641.86 |
2,644.99 |
| S1 |
2,629.32 |
2,629.32 |
2,646.89 |
2,635.59 |
| S2 |
2,608.72 |
2,608.72 |
2,643.85 |
|
| S3 |
2,575.58 |
2,596.18 |
2,640.82 |
|
| S4 |
2,542.44 |
2,563.04 |
2,631.70 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.35 |
2,938.53 |
2,641.35 |
|
| R3 |
2,883.66 |
2,794.84 |
2,601.83 |
|
| R2 |
2,739.97 |
2,739.97 |
2,588.66 |
|
| R1 |
2,651.15 |
2,651.15 |
2,575.49 |
2,623.72 |
| PP |
2,596.28 |
2,596.28 |
2,596.28 |
2,582.57 |
| S1 |
2,507.46 |
2,507.46 |
2,549.15 |
2,480.03 |
| S2 |
2,452.59 |
2,452.59 |
2,535.98 |
|
| S3 |
2,308.90 |
2,363.77 |
2,522.81 |
|
| S4 |
2,165.21 |
2,220.08 |
2,483.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,654.39 |
2,541.42 |
112.97 |
4.3% |
33.78 |
1.3% |
96% |
True |
False |
5,093 |
| 10 |
2,709.58 |
2,541.42 |
168.16 |
6.3% |
40.44 |
1.5% |
65% |
False |
False |
5,073 |
| 20 |
2,789.68 |
2,541.42 |
248.26 |
9.4% |
37.12 |
1.4% |
44% |
False |
False |
5,158 |
| 40 |
2,789.68 |
2,541.42 |
248.26 |
9.4% |
32.69 |
1.2% |
44% |
False |
False |
5,252 |
| 60 |
2,789.68 |
2,474.08 |
315.60 |
11.9% |
31.39 |
1.2% |
56% |
False |
False |
5,281 |
| 80 |
2,789.68 |
2,369.10 |
420.58 |
15.9% |
32.32 |
1.2% |
67% |
False |
False |
5,247 |
| 100 |
2,789.68 |
2,320.72 |
468.96 |
17.7% |
32.34 |
1.2% |
70% |
False |
False |
5,238 |
| 120 |
2,789.68 |
2,287.64 |
502.04 |
18.9% |
32.08 |
1.2% |
72% |
False |
False |
5,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,795.24 |
|
2.618 |
2,741.15 |
|
1.618 |
2,708.01 |
|
1.000 |
2,687.53 |
|
0.618 |
2,674.87 |
|
HIGH |
2,654.39 |
|
0.618 |
2,641.73 |
|
0.500 |
2,637.82 |
|
0.382 |
2,633.91 |
|
LOW |
2,621.25 |
|
0.618 |
2,600.77 |
|
1.000 |
2,588.11 |
|
1.618 |
2,567.63 |
|
2.618 |
2,534.49 |
|
4.250 |
2,480.41 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,645.89 |
2,636.20 |
| PP |
2,641.86 |
2,622.46 |
| S1 |
2,637.82 |
2,608.73 |
|