| 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 |
2,639.8 |
2,659.2 |
19.4 |
0.7% |
2,716.0 |
| High |
2,667.0 |
2,682.8 |
15.8 |
0.6% |
2,717.2 |
| Low |
2,638.1 |
2,645.5 |
7.4 |
0.3% |
2,565.0 |
| Close |
2,654.6 |
2,675.6 |
21.0 |
0.8% |
2,593.6 |
| Range |
28.9 |
37.3 |
8.4 |
29.1% |
152.2 |
| ATR |
39.4 |
39.2 |
-0.1 |
-0.4% |
0.0 |
| Volume |
49,418 |
46,860 |
-2,558 |
-5.2% |
287,000 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.9 |
2,765.0 |
2,696.1 |
|
| R3 |
2,742.6 |
2,727.7 |
2,685.9 |
|
| R2 |
2,705.3 |
2,705.3 |
2,682.4 |
|
| R1 |
2,690.4 |
2,690.4 |
2,679.0 |
2,697.9 |
| PP |
2,668.0 |
2,668.0 |
2,668.0 |
2,671.7 |
| S1 |
2,653.1 |
2,653.1 |
2,672.2 |
2,660.6 |
| S2 |
2,630.7 |
2,630.7 |
2,668.8 |
|
| S3 |
2,593.4 |
2,615.8 |
2,665.3 |
|
| S4 |
2,556.1 |
2,578.5 |
2,655.1 |
|
|
| 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 |
2,682.8 |
2,565.0 |
117.8 |
4.4% |
36.3 |
1.4% |
94% |
True |
False |
43,707 |
| 10 |
2,742.1 |
2,565.0 |
177.1 |
6.6% |
43.8 |
1.6% |
62% |
False |
False |
58,665 |
| 20 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
40.1 |
1.5% |
42% |
False |
False |
38,230 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.8% |
35.5 |
1.3% |
42% |
False |
False |
23,646 |
| 60 |
2,826.3 |
2,525.4 |
300.9 |
11.2% |
34.2 |
1.3% |
50% |
False |
False |
17,162 |
| 80 |
2,826.3 |
2,424.7 |
401.6 |
15.0% |
35.3 |
1.3% |
62% |
False |
False |
13,456 |
| 100 |
2,826.3 |
2,396.8 |
429.5 |
16.1% |
34.8 |
1.3% |
65% |
False |
False |
11,174 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
17.0% |
34.3 |
1.3% |
67% |
False |
False |
9,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.3 |
|
2.618 |
2,780.5 |
|
1.618 |
2,743.2 |
|
1.000 |
2,720.1 |
|
0.618 |
2,705.9 |
|
HIGH |
2,682.8 |
|
0.618 |
2,668.6 |
|
0.500 |
2,664.2 |
|
0.382 |
2,659.7 |
|
LOW |
2,645.5 |
|
0.618 |
2,622.4 |
|
1.000 |
2,608.2 |
|
1.618 |
2,585.1 |
|
2.618 |
2,547.8 |
|
4.250 |
2,487.0 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.8 |
2,662.9 |
| PP |
2,668.0 |
2,650.1 |
| S1 |
2,664.2 |
2,637.4 |
|