| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,713.6 |
2,692.1 |
-21.5 |
-0.8% |
2,743.5 |
| High |
2,717.8 |
2,693.4 |
-24.4 |
-0.9% |
2,759.5 |
| Low |
2,687.3 |
2,617.1 |
-70.2 |
-2.6% |
2,650.3 |
| Close |
2,694.8 |
2,617.7 |
-77.1 |
-2.9% |
2,694.8 |
| Range |
30.5 |
76.3 |
45.8 |
150.2% |
109.2 |
| ATR |
37.8 |
40.7 |
2.8 |
7.5% |
0.0 |
| Volume |
233,110 |
281,919 |
48,809 |
20.9% |
1,184,029 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,871.6 |
2,821.0 |
2,659.7 |
|
| R3 |
2,795.3 |
2,744.7 |
2,638.7 |
|
| R2 |
2,719.0 |
2,719.0 |
2,631.7 |
|
| R1 |
2,668.4 |
2,668.4 |
2,624.7 |
2,655.6 |
| PP |
2,642.7 |
2,642.7 |
2,642.7 |
2,636.3 |
| S1 |
2,592.1 |
2,592.1 |
2,610.7 |
2,579.3 |
| S2 |
2,566.4 |
2,566.4 |
2,603.7 |
|
| S3 |
2,490.1 |
2,515.8 |
2,596.7 |
|
| S4 |
2,413.8 |
2,439.5 |
2,575.7 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.1 |
2,971.2 |
2,754.9 |
|
| R3 |
2,919.9 |
2,862.0 |
2,724.8 |
|
| R2 |
2,810.7 |
2,810.7 |
2,714.8 |
|
| R1 |
2,752.8 |
2,752.8 |
2,704.8 |
2,727.2 |
| PP |
2,701.5 |
2,701.5 |
2,701.5 |
2,688.7 |
| S1 |
2,643.6 |
2,643.6 |
2,684.8 |
2,618.0 |
| S2 |
2,592.3 |
2,592.3 |
2,674.8 |
|
| S3 |
2,483.1 |
2,534.4 |
2,664.8 |
|
| S4 |
2,373.9 |
2,425.2 |
2,634.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,759.5 |
2,617.1 |
142.4 |
5.4% |
59.8 |
2.3% |
0% |
False |
True |
264,140 |
| 10 |
2,801.8 |
2,617.1 |
184.7 |
7.1% |
46.1 |
1.8% |
0% |
False |
True |
228,815 |
| 20 |
2,801.8 |
2,617.1 |
184.7 |
7.1% |
38.2 |
1.5% |
0% |
False |
True |
202,814 |
| 40 |
2,801.8 |
2,572.5 |
229.3 |
8.8% |
35.7 |
1.4% |
20% |
False |
False |
192,074 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.4% |
34.0 |
1.3% |
38% |
False |
False |
185,741 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
15.4% |
36.0 |
1.4% |
54% |
False |
False |
181,474 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
17.2% |
35.6 |
1.4% |
59% |
False |
False |
152,774 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
17.3% |
35.7 |
1.4% |
59% |
False |
False |
127,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,017.7 |
|
2.618 |
2,893.2 |
|
1.618 |
2,816.9 |
|
1.000 |
2,769.7 |
|
0.618 |
2,740.6 |
|
HIGH |
2,693.4 |
|
0.618 |
2,664.3 |
|
0.500 |
2,655.3 |
|
0.382 |
2,646.2 |
|
LOW |
2,617.1 |
|
0.618 |
2,569.9 |
|
1.000 |
2,540.8 |
|
1.618 |
2,493.6 |
|
2.618 |
2,417.3 |
|
4.250 |
2,292.8 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.3 |
2,667.7 |
| PP |
2,642.7 |
2,651.0 |
| S1 |
2,630.2 |
2,634.4 |
|