| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,659.2 |
2,677.3 |
18.1 |
0.7% |
2,716.0 |
| High |
2,682.8 |
2,700.7 |
17.9 |
0.7% |
2,717.2 |
| Low |
2,645.5 |
2,675.5 |
30.0 |
1.1% |
2,565.0 |
| Close |
2,675.6 |
2,699.3 |
23.7 |
0.9% |
2,593.6 |
| Range |
37.3 |
25.2 |
-12.1 |
-32.4% |
152.2 |
| ATR |
39.2 |
38.2 |
-1.0 |
-2.6% |
0.0 |
| Volume |
46,860 |
67,066 |
20,206 |
43.1% |
287,000 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.4 |
2,758.6 |
2,713.2 |
|
| R3 |
2,742.2 |
2,733.4 |
2,706.2 |
|
| R2 |
2,717.0 |
2,717.0 |
2,703.9 |
|
| R1 |
2,708.2 |
2,708.2 |
2,701.6 |
2,712.6 |
| PP |
2,691.8 |
2,691.8 |
2,691.8 |
2,694.1 |
| S1 |
2,683.0 |
2,683.0 |
2,697.0 |
2,687.4 |
| S2 |
2,666.6 |
2,666.6 |
2,694.7 |
|
| S3 |
2,641.4 |
2,657.8 |
2,692.4 |
|
| S4 |
2,616.2 |
2,632.6 |
2,685.4 |
|
|
| 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 |
2,700.7 |
2,583.7 |
117.0 |
4.3% |
32.5 |
1.2% |
99% |
True |
False |
49,416 |
| 10 |
2,741.6 |
2,565.0 |
176.6 |
6.5% |
39.6 |
1.5% |
76% |
False |
False |
57,204 |
| 20 |
2,826.3 |
2,565.0 |
261.3 |
9.7% |
40.0 |
1.5% |
51% |
False |
False |
40,873 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.7% |
35.4 |
1.3% |
51% |
False |
False |
25,185 |
| 60 |
2,826.3 |
2,525.4 |
300.9 |
11.1% |
34.1 |
1.3% |
58% |
False |
False |
18,242 |
| 80 |
2,826.3 |
2,424.7 |
401.6 |
14.9% |
35.0 |
1.3% |
68% |
False |
False |
14,276 |
| 100 |
2,826.3 |
2,407.2 |
419.1 |
15.5% |
34.9 |
1.3% |
70% |
False |
False |
11,835 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.8% |
34.2 |
1.3% |
72% |
False |
False |
9,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.8 |
|
2.618 |
2,766.7 |
|
1.618 |
2,741.5 |
|
1.000 |
2,725.9 |
|
0.618 |
2,716.3 |
|
HIGH |
2,700.7 |
|
0.618 |
2,691.1 |
|
0.500 |
2,688.1 |
|
0.382 |
2,685.1 |
|
LOW |
2,675.5 |
|
0.618 |
2,659.9 |
|
1.000 |
2,650.3 |
|
1.618 |
2,634.7 |
|
2.618 |
2,609.5 |
|
4.250 |
2,568.4 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,695.6 |
2,689.3 |
| PP |
2,691.8 |
2,679.4 |
| S1 |
2,688.1 |
2,669.4 |
|