| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,653.5 |
2,672.0 |
18.5 |
0.7% |
2,571.5 |
| High |
2,676.5 |
2,718.5 |
42.0 |
1.6% |
2,718.5 |
| Low |
2,651.6 |
2,670.1 |
18.5 |
0.7% |
2,568.5 |
| Close |
2,674.9 |
2,712.2 |
37.3 |
1.4% |
2,712.2 |
| Range |
24.9 |
48.4 |
23.5 |
94.4% |
150.0 |
| ATR |
38.6 |
39.3 |
0.7 |
1.8% |
0.0 |
| Volume |
186,297 |
220,554 |
34,257 |
18.4% |
986,398 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.5 |
2,827.2 |
2,738.8 |
|
| R3 |
2,797.1 |
2,778.8 |
2,725.5 |
|
| R2 |
2,748.7 |
2,748.7 |
2,721.1 |
|
| R1 |
2,730.4 |
2,730.4 |
2,716.6 |
2,739.6 |
| PP |
2,700.3 |
2,700.3 |
2,700.3 |
2,704.8 |
| S1 |
2,682.0 |
2,682.0 |
2,707.8 |
2,691.2 |
| S2 |
2,651.9 |
2,651.9 |
2,703.3 |
|
| S3 |
2,603.5 |
2,633.6 |
2,698.9 |
|
| S4 |
2,555.1 |
2,585.2 |
2,685.6 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.4 |
3,064.3 |
2,794.7 |
|
| R3 |
2,966.4 |
2,914.3 |
2,753.5 |
|
| R2 |
2,816.4 |
2,816.4 |
2,739.7 |
|
| R1 |
2,764.3 |
2,764.3 |
2,726.0 |
2,790.4 |
| PP |
2,666.4 |
2,666.4 |
2,666.4 |
2,679.4 |
| S1 |
2,614.3 |
2,614.3 |
2,698.5 |
2,640.4 |
| S2 |
2,516.4 |
2,516.4 |
2,684.7 |
|
| S3 |
2,366.4 |
2,464.3 |
2,671.0 |
|
| S4 |
2,216.4 |
2,314.3 |
2,629.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,718.5 |
2,568.5 |
150.0 |
5.5% |
38.1 |
1.4% |
96% |
True |
False |
197,279 |
| 10 |
2,718.5 |
2,541.5 |
177.0 |
6.5% |
41.8 |
1.5% |
96% |
True |
False |
225,988 |
| 20 |
2,801.8 |
2,541.5 |
260.3 |
9.6% |
41.2 |
1.5% |
66% |
False |
False |
221,401 |
| 40 |
2,801.8 |
2,541.5 |
260.3 |
9.6% |
36.3 |
1.3% |
66% |
False |
False |
196,631 |
| 60 |
2,801.8 |
2,502.7 |
299.1 |
11.0% |
35.1 |
1.3% |
70% |
False |
False |
194,760 |
| 80 |
2,801.8 |
2,403.8 |
398.0 |
14.7% |
36.2 |
1.3% |
77% |
False |
False |
192,180 |
| 100 |
2,801.8 |
2,398.2 |
403.6 |
14.9% |
36.5 |
1.3% |
78% |
False |
False |
171,550 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
16.7% |
35.8 |
1.3% |
80% |
False |
False |
144,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.2 |
|
2.618 |
2,845.2 |
|
1.618 |
2,796.8 |
|
1.000 |
2,766.9 |
|
0.618 |
2,748.4 |
|
HIGH |
2,718.5 |
|
0.618 |
2,700.0 |
|
0.500 |
2,694.3 |
|
0.382 |
2,688.6 |
|
LOW |
2,670.1 |
|
0.618 |
2,640.2 |
|
1.000 |
2,621.7 |
|
1.618 |
2,591.8 |
|
2.618 |
2,543.4 |
|
4.250 |
2,464.4 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,706.2 |
2,698.2 |
| PP |
2,700.3 |
2,684.2 |
| S1 |
2,694.3 |
2,670.2 |
|