| 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 |
19,208.0 |
19,147.0 |
-61.0 |
-0.3% |
19,329.0 |
| High |
19,312.0 |
19,261.0 |
-51.0 |
-0.3% |
19,621.0 |
| Low |
18,869.0 |
19,018.0 |
149.0 |
0.8% |
18,903.0 |
| Close |
19,119.0 |
19,058.0 |
-61.0 |
-0.3% |
19,279.0 |
| Range |
443.0 |
243.0 |
-200.0 |
-45.1% |
718.0 |
| ATR |
287.0 |
283.9 |
-3.1 |
-1.1% |
0.0 |
| Volume |
63,450 |
41,646 |
-21,804 |
-34.4% |
239,950 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,841.3 |
19,692.7 |
19,191.7 |
|
| R3 |
19,598.3 |
19,449.7 |
19,124.8 |
|
| R2 |
19,355.3 |
19,355.3 |
19,102.6 |
|
| R1 |
19,206.7 |
19,206.7 |
19,080.3 |
19,159.5 |
| PP |
19,112.3 |
19,112.3 |
19,112.3 |
19,088.8 |
| S1 |
18,963.7 |
18,963.7 |
19,035.7 |
18,916.5 |
| S2 |
18,869.3 |
18,869.3 |
19,013.5 |
|
| S3 |
18,626.3 |
18,720.7 |
18,991.2 |
|
| S4 |
18,383.3 |
18,477.7 |
18,924.4 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,421.7 |
21,068.3 |
19,673.9 |
|
| R3 |
20,703.7 |
20,350.3 |
19,476.5 |
|
| R2 |
19,985.7 |
19,985.7 |
19,410.6 |
|
| R1 |
19,632.3 |
19,632.3 |
19,344.8 |
19,450.0 |
| PP |
19,267.7 |
19,267.7 |
19,267.7 |
19,176.5 |
| S1 |
18,914.3 |
18,914.3 |
19,213.2 |
18,732.0 |
| S2 |
18,549.7 |
18,549.7 |
19,147.4 |
|
| S3 |
17,831.7 |
18,196.3 |
19,081.6 |
|
| S4 |
17,113.7 |
17,478.3 |
18,884.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,371.0 |
18,869.0 |
502.0 |
2.6% |
287.8 |
1.5% |
38% |
False |
False |
46,158 |
| 10 |
19,621.0 |
18,869.0 |
752.0 |
3.9% |
322.0 |
1.7% |
25% |
False |
False |
46,131 |
| 20 |
19,747.0 |
18,869.0 |
878.0 |
4.6% |
287.0 |
1.5% |
22% |
False |
False |
43,124 |
| 40 |
19,802.0 |
18,869.0 |
933.0 |
4.9% |
255.2 |
1.3% |
20% |
False |
False |
41,154 |
| 60 |
19,802.0 |
18,388.0 |
1,414.0 |
7.4% |
234.1 |
1.2% |
47% |
False |
False |
32,351 |
| 80 |
19,802.0 |
17,265.0 |
2,537.0 |
13.3% |
202.4 |
1.1% |
71% |
False |
False |
24,270 |
| 100 |
19,802.0 |
17,265.0 |
2,537.0 |
13.3% |
179.7 |
0.9% |
71% |
False |
False |
19,418 |
| 120 |
19,802.0 |
17,265.0 |
2,537.0 |
13.3% |
153.5 |
0.8% |
71% |
False |
False |
16,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,293.8 |
|
2.618 |
19,897.2 |
|
1.618 |
19,654.2 |
|
1.000 |
19,504.0 |
|
0.618 |
19,411.2 |
|
HIGH |
19,261.0 |
|
0.618 |
19,168.2 |
|
0.500 |
19,139.5 |
|
0.382 |
19,110.8 |
|
LOW |
19,018.0 |
|
0.618 |
18,867.8 |
|
1.000 |
18,775.0 |
|
1.618 |
18,624.8 |
|
2.618 |
18,381.8 |
|
4.250 |
17,985.3 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,139.5 |
19,113.5 |
| PP |
19,112.3 |
19,095.0 |
| S1 |
19,085.2 |
19,076.5 |
|