| 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 |
2,616.3 |
2,635.8 |
19.5 |
0.7% |
2,692.1 |
| High |
2,643.4 |
2,659.0 |
15.6 |
0.6% |
2,693.4 |
| Low |
2,614.2 |
2,621.9 |
7.7 |
0.3% |
2,541.5 |
| Close |
2,631.0 |
2,651.7 |
20.7 |
0.8% |
2,570.1 |
| Range |
29.2 |
37.1 |
7.9 |
27.1% |
151.9 |
| ATR |
39.8 |
39.6 |
-0.2 |
-0.5% |
0.0 |
| Volume |
202,241 |
182,012 |
-20,229 |
-10.0% |
1,273,491 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.5 |
2,740.7 |
2,672.1 |
|
| R3 |
2,718.4 |
2,703.6 |
2,661.9 |
|
| R2 |
2,681.3 |
2,681.3 |
2,658.5 |
|
| R1 |
2,666.5 |
2,666.5 |
2,655.1 |
2,673.9 |
| PP |
2,644.2 |
2,644.2 |
2,644.2 |
2,647.9 |
| S1 |
2,629.4 |
2,629.4 |
2,648.3 |
2,636.8 |
| S2 |
2,607.1 |
2,607.1 |
2,644.9 |
|
| S3 |
2,570.0 |
2,592.3 |
2,641.5 |
|
| S4 |
2,532.9 |
2,555.2 |
2,631.3 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,057.4 |
2,965.6 |
2,653.6 |
|
| R3 |
2,905.5 |
2,813.7 |
2,611.9 |
|
| R2 |
2,753.6 |
2,753.6 |
2,597.9 |
|
| R1 |
2,661.8 |
2,661.8 |
2,584.0 |
2,631.8 |
| PP |
2,601.7 |
2,601.7 |
2,601.7 |
2,586.6 |
| S1 |
2,509.9 |
2,509.9 |
2,556.2 |
2,479.9 |
| S2 |
2,449.8 |
2,449.8 |
2,542.3 |
|
| S3 |
2,297.9 |
2,358.0 |
2,528.3 |
|
| S4 |
2,146.0 |
2,206.1 |
2,486.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,659.0 |
2,541.5 |
117.5 |
4.4% |
36.7 |
1.4% |
94% |
True |
False |
205,120 |
| 10 |
2,718.3 |
2,541.5 |
176.8 |
6.7% |
44.3 |
1.7% |
62% |
False |
False |
237,907 |
| 20 |
2,801.8 |
2,541.5 |
260.3 |
9.8% |
40.5 |
1.5% |
42% |
False |
False |
217,526 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.8% |
36.1 |
1.4% |
42% |
False |
False |
196,819 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.3% |
34.9 |
1.3% |
50% |
False |
False |
193,397 |
| 80 |
2,801.8 |
2,403.8 |
398.0 |
15.0% |
36.3 |
1.4% |
62% |
False |
False |
192,046 |
| 100 |
2,801.8 |
2,374.0 |
427.8 |
16.1% |
36.3 |
1.4% |
65% |
False |
False |
168,015 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
17.0% |
35.8 |
1.4% |
67% |
False |
False |
140,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.7 |
|
2.618 |
2,756.1 |
|
1.618 |
2,719.0 |
|
1.000 |
2,696.1 |
|
0.618 |
2,681.9 |
|
HIGH |
2,659.0 |
|
0.618 |
2,644.8 |
|
0.500 |
2,640.5 |
|
0.382 |
2,636.1 |
|
LOW |
2,621.9 |
|
0.618 |
2,599.0 |
|
1.000 |
2,584.8 |
|
1.618 |
2,561.9 |
|
2.618 |
2,524.8 |
|
4.250 |
2,464.2 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.0 |
2,639.1 |
| PP |
2,644.2 |
2,626.4 |
| S1 |
2,640.5 |
2,613.8 |
|