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 |
5,919.00 |
5,937.75 |
18.75 |
0.3% |
6,030.00 |
High |
5,947.50 |
5,957.75 |
10.25 |
0.2% |
6,053.25 |
Low |
5,855.00 |
5,880.00 |
25.00 |
0.4% |
5,876.75 |
Close |
5,938.75 |
5,937.75 |
-1.00 |
0.0% |
5,896.50 |
Range |
92.50 |
77.75 |
-14.75 |
-15.9% |
176.50 |
ATR |
66.66 |
67.45 |
0.79 |
1.2% |
0.00 |
Volume |
1,636,346 |
1,597,257 |
-39,089 |
-2.4% |
7,469,573 |
|
Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,158.50 |
6,125.75 |
5,980.50 |
|
R3 |
6,080.75 |
6,048.00 |
5,959.25 |
|
R2 |
6,003.00 |
6,003.00 |
5,952.00 |
|
R1 |
5,970.25 |
5,970.25 |
5,945.00 |
5,976.50 |
PP |
5,925.25 |
5,925.25 |
5,925.25 |
5,928.25 |
S1 |
5,892.50 |
5,892.50 |
5,930.50 |
5,899.00 |
S2 |
5,847.50 |
5,847.50 |
5,923.50 |
|
S3 |
5,769.75 |
5,814.75 |
5,916.25 |
|
S4 |
5,692.00 |
5,737.00 |
5,895.00 |
|
|
Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,471.75 |
6,360.50 |
5,993.50 |
|
R3 |
6,295.25 |
6,184.00 |
5,945.00 |
|
R2 |
6,118.75 |
6,118.75 |
5,928.75 |
|
R1 |
6,007.50 |
6,007.50 |
5,912.75 |
5,975.00 |
PP |
5,942.25 |
5,942.25 |
5,942.25 |
5,925.75 |
S1 |
5,831.00 |
5,831.00 |
5,880.25 |
5,798.50 |
S2 |
5,765.75 |
5,765.75 |
5,864.25 |
|
S3 |
5,589.25 |
5,654.50 |
5,848.00 |
|
S4 |
5,412.75 |
5,478.00 |
5,799.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,025.25 |
5,855.00 |
170.25 |
2.9% |
75.00 |
1.3% |
49% |
False |
False |
1,622,639 |
10 |
6,053.25 |
5,855.00 |
198.25 |
3.3% |
62.00 |
1.0% |
42% |
False |
False |
1,450,559 |
20 |
6,053.25 |
5,724.25 |
329.00 |
5.5% |
66.75 |
1.1% |
65% |
False |
False |
1,435,746 |
40 |
6,053.25 |
5,724.00 |
329.25 |
5.5% |
62.50 |
1.1% |
65% |
False |
False |
1,338,851 |
60 |
6,053.25 |
5,451.25 |
602.00 |
10.1% |
67.00 |
1.1% |
81% |
False |
False |
1,117,854 |
80 |
6,053.25 |
5,168.50 |
884.75 |
14.9% |
74.25 |
1.2% |
87% |
False |
False |
839,941 |
100 |
6,053.25 |
5,168.50 |
884.75 |
14.9% |
72.50 |
1.2% |
87% |
False |
False |
672,366 |
120 |
6,053.25 |
5,168.50 |
884.75 |
14.9% |
68.25 |
1.2% |
87% |
False |
False |
560,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,288.25 |
2.618 |
6,161.25 |
1.618 |
6,083.50 |
1.000 |
6,035.50 |
0.618 |
6,005.75 |
HIGH |
5,957.75 |
0.618 |
5,928.00 |
0.500 |
5,919.00 |
0.382 |
5,909.75 |
LOW |
5,880.00 |
0.618 |
5,832.00 |
1.000 |
5,802.25 |
1.618 |
5,754.25 |
2.618 |
5,676.50 |
4.250 |
5,549.50 |
|
|
Fisher Pivots for day following 20-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,931.50 |
5,927.25 |
PP |
5,925.25 |
5,916.75 |
S1 |
5,919.00 |
5,906.50 |
|