| 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 |
2,318.7 |
2,332.9 |
14.2 |
0.6% |
2,418.1 |
| High |
2,336.6 |
2,343.5 |
6.9 |
0.3% |
2,455.6 |
| Low |
2,282.5 |
2,306.8 |
24.3 |
1.1% |
2,306.4 |
| Close |
2,334.1 |
2,335.2 |
1.1 |
0.0% |
2,313.6 |
| Range |
54.1 |
36.7 |
-17.4 |
-32.2% |
149.2 |
| ATR |
47.2 |
46.5 |
-0.8 |
-1.6% |
0.0 |
| Volume |
154,657 |
146,166 |
-8,491 |
-5.5% |
907,416 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.6 |
2,423.6 |
2,355.4 |
|
| R3 |
2,401.9 |
2,386.9 |
2,345.3 |
|
| R2 |
2,365.2 |
2,365.2 |
2,341.9 |
|
| R1 |
2,350.2 |
2,350.2 |
2,338.6 |
2,357.7 |
| PP |
2,328.5 |
2,328.5 |
2,328.5 |
2,332.3 |
| S1 |
2,313.5 |
2,313.5 |
2,331.8 |
2,321.0 |
| S2 |
2,291.8 |
2,291.8 |
2,328.5 |
|
| S3 |
2,255.1 |
2,276.8 |
2,325.1 |
|
| S4 |
2,218.4 |
2,240.1 |
2,315.0 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.1 |
2,709.1 |
2,395.7 |
|
| R3 |
2,656.9 |
2,559.9 |
2,354.6 |
|
| R2 |
2,507.7 |
2,507.7 |
2,341.0 |
|
| R1 |
2,410.7 |
2,410.7 |
2,327.3 |
2,384.6 |
| PP |
2,358.5 |
2,358.5 |
2,358.5 |
2,345.5 |
| S1 |
2,261.5 |
2,261.5 |
2,299.9 |
2,235.4 |
| S2 |
2,209.3 |
2,209.3 |
2,286.2 |
|
| S3 |
2,060.1 |
2,112.3 |
2,272.6 |
|
| S4 |
1,910.9 |
1,963.1 |
2,231.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,401.2 |
2,282.5 |
118.7 |
5.1% |
45.0 |
1.9% |
44% |
False |
False |
157,767 |
| 10 |
2,455.6 |
2,282.5 |
173.1 |
7.4% |
44.0 |
1.9% |
30% |
False |
False |
168,828 |
| 20 |
2,455.6 |
2,198.4 |
257.2 |
11.0% |
48.0 |
2.1% |
53% |
False |
False |
167,975 |
| 40 |
2,455.6 |
2,181.5 |
274.1 |
11.7% |
42.4 |
1.8% |
56% |
False |
False |
154,946 |
| 60 |
2,455.6 |
2,077.7 |
377.9 |
16.2% |
42.8 |
1.8% |
68% |
False |
False |
136,902 |
| 80 |
2,455.6 |
2,010.8 |
444.8 |
19.0% |
46.4 |
2.0% |
73% |
False |
False |
102,855 |
| 100 |
2,455.6 |
2,010.8 |
444.8 |
19.0% |
46.3 |
2.0% |
73% |
False |
False |
82,341 |
| 120 |
2,455.6 |
2,010.8 |
444.8 |
19.0% |
41.1 |
1.8% |
73% |
False |
False |
68,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.5 |
|
2.618 |
2,439.6 |
|
1.618 |
2,402.9 |
|
1.000 |
2,380.2 |
|
0.618 |
2,366.2 |
|
HIGH |
2,343.5 |
|
0.618 |
2,329.5 |
|
0.500 |
2,325.2 |
|
0.382 |
2,320.8 |
|
LOW |
2,306.8 |
|
0.618 |
2,284.1 |
|
1.000 |
2,270.1 |
|
1.618 |
2,247.4 |
|
2.618 |
2,210.7 |
|
4.250 |
2,150.8 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,331.9 |
2,327.8 |
| PP |
2,328.5 |
2,320.4 |
| S1 |
2,325.2 |
2,313.0 |
|