| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,602.0 |
2,594.0 |
-8.0 |
-0.3% |
2,716.0 |
| High |
2,609.0 |
2,604.0 |
-5.0 |
-0.2% |
2,717.2 |
| Low |
2,565.0 |
2,583.7 |
18.7 |
0.7% |
2,565.0 |
| Close |
2,596.4 |
2,593.6 |
-2.8 |
-0.1% |
2,593.6 |
| Range |
44.0 |
20.3 |
-23.7 |
-53.9% |
152.2 |
| ATR |
40.8 |
39.3 |
-1.5 |
-3.6% |
0.0 |
| Volume |
38,521 |
35,405 |
-3,116 |
-8.1% |
287,000 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,654.7 |
2,644.4 |
2,604.8 |
|
| R3 |
2,634.4 |
2,624.1 |
2,599.2 |
|
| R2 |
2,614.1 |
2,614.1 |
2,597.3 |
|
| R1 |
2,603.8 |
2,603.8 |
2,595.5 |
2,598.8 |
| PP |
2,593.8 |
2,593.8 |
2,593.8 |
2,591.3 |
| S1 |
2,583.5 |
2,583.5 |
2,591.7 |
2,578.5 |
| S2 |
2,573.5 |
2,573.5 |
2,589.9 |
|
| S3 |
2,553.2 |
2,563.2 |
2,588.0 |
|
| S4 |
2,532.9 |
2,542.9 |
2,582.4 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,081.9 |
2,989.9 |
2,677.3 |
|
| R3 |
2,929.7 |
2,837.7 |
2,635.5 |
|
| R2 |
2,777.5 |
2,777.5 |
2,621.5 |
|
| R1 |
2,685.5 |
2,685.5 |
2,607.6 |
2,655.4 |
| PP |
2,625.3 |
2,625.3 |
2,625.3 |
2,610.2 |
| S1 |
2,533.3 |
2,533.3 |
2,579.6 |
2,503.2 |
| S2 |
2,473.1 |
2,473.1 |
2,565.7 |
|
| S3 |
2,320.9 |
2,381.1 |
2,551.7 |
|
| S4 |
2,168.7 |
2,228.9 |
2,509.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,717.2 |
2,565.0 |
152.2 |
5.9% |
44.9 |
1.7% |
19% |
False |
False |
57,400 |
| 10 |
2,784.2 |
2,565.0 |
219.2 |
8.5% |
46.2 |
1.8% |
13% |
False |
False |
51,712 |
| 20 |
2,826.3 |
2,565.0 |
261.3 |
10.1% |
39.5 |
1.5% |
11% |
False |
False |
32,499 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
10.1% |
34.6 |
1.3% |
11% |
False |
False |
20,423 |
| 60 |
2,826.3 |
2,525.4 |
300.9 |
11.6% |
33.5 |
1.3% |
23% |
False |
False |
14,822 |
| 80 |
2,826.3 |
2,424.7 |
401.6 |
15.5% |
35.1 |
1.4% |
42% |
False |
False |
11,693 |
| 100 |
2,826.3 |
2,374.9 |
451.4 |
17.4% |
34.4 |
1.3% |
48% |
False |
False |
9,748 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.5% |
34.1 |
1.3% |
49% |
False |
False |
8,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,690.3 |
|
2.618 |
2,657.1 |
|
1.618 |
2,636.8 |
|
1.000 |
2,624.3 |
|
0.618 |
2,616.5 |
|
HIGH |
2,604.0 |
|
0.618 |
2,596.2 |
|
0.500 |
2,593.9 |
|
0.382 |
2,591.5 |
|
LOW |
2,583.7 |
|
0.618 |
2,571.2 |
|
1.000 |
2,563.4 |
|
1.618 |
2,550.9 |
|
2.618 |
2,530.6 |
|
4.250 |
2,497.4 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,593.9 |
2,606.9 |
| PP |
2,593.8 |
2,602.5 |
| S1 |
2,593.7 |
2,598.0 |
|