| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,516.6820 |
2,518.3550 |
1.6730 |
0.1% |
2,475.2530 |
| High |
2,584.1260 |
2,524.1170 |
-60.0090 |
-2.3% |
2,718.9770 |
| Low |
2,471.6360 |
2,407.0720 |
-64.5640 |
-2.6% |
2,391.3910 |
| Close |
2,519.1310 |
2,425.4560 |
-93.6750 |
-3.7% |
2,519.1310 |
| Range |
112.4900 |
117.0450 |
4.5550 |
4.0% |
327.5860 |
| ATR |
122.8063 |
122.3947 |
-0.4115 |
-0.3% |
0.0000 |
| Volume |
57,928 |
431 |
-57,497 |
-99.3% |
272,538 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,803.3500 |
2,731.4480 |
2,489.8308 |
|
| R3 |
2,686.3050 |
2,614.4030 |
2,457.6434 |
|
| R2 |
2,569.2600 |
2,569.2600 |
2,446.9143 |
|
| R1 |
2,497.3580 |
2,497.3580 |
2,436.1851 |
2,474.7865 |
| PP |
2,452.2150 |
2,452.2150 |
2,452.2150 |
2,440.9293 |
| S1 |
2,380.3130 |
2,380.3130 |
2,414.7269 |
2,357.7415 |
| S2 |
2,335.1700 |
2,335.1700 |
2,403.9978 |
|
| S3 |
2,218.1250 |
2,263.2680 |
2,393.2686 |
|
| S4 |
2,101.0800 |
2,146.2230 |
2,361.0813 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,525.9243 |
3,350.1137 |
2,699.3033 |
|
| R3 |
3,198.3383 |
3,022.5277 |
2,609.2172 |
|
| R2 |
2,870.7523 |
2,870.7523 |
2,579.1884 |
|
| R1 |
2,694.9417 |
2,694.9417 |
2,549.1597 |
2,782.8470 |
| PP |
2,543.1663 |
2,543.1663 |
2,543.1663 |
2,587.1190 |
| S1 |
2,367.3557 |
2,367.3557 |
2,489.1023 |
2,455.2610 |
| S2 |
2,215.5803 |
2,215.5803 |
2,459.0736 |
|
| S3 |
1,887.9943 |
2,039.7697 |
2,429.0449 |
|
| S4 |
1,560.4083 |
1,712.1837 |
2,338.9587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,718.9770 |
2,407.0720 |
311.9050 |
12.9% |
137.2880 |
5.7% |
6% |
False |
True |
54,592 |
| 10 |
2,718.9770 |
2,391.3910 |
327.5860 |
13.5% |
124.8229 |
5.1% |
10% |
False |
False |
40,223 |
| 20 |
2,764.7060 |
2,334.1700 |
430.5360 |
17.8% |
114.8907 |
4.7% |
21% |
False |
False |
35,787 |
| 40 |
2,764.7060 |
2,255.5010 |
509.2050 |
21.0% |
117.3155 |
4.8% |
33% |
False |
False |
41,295 |
| 60 |
2,817.6970 |
2,154.2820 |
663.4150 |
27.4% |
123.5540 |
5.1% |
41% |
False |
False |
61,932 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
57.7% |
144.2460 |
5.9% |
19% |
False |
False |
84,292 |
| 100 |
3,649.6480 |
2,154.2820 |
1,495.3660 |
61.7% |
145.9796 |
6.0% |
18% |
False |
False |
88,942 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
73.6% |
150.9486 |
6.2% |
15% |
False |
False |
101,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,021.5583 |
|
2.618 |
2,830.5408 |
|
1.618 |
2,713.4958 |
|
1.000 |
2,641.1620 |
|
0.618 |
2,596.4508 |
|
HIGH |
2,524.1170 |
|
0.618 |
2,479.4058 |
|
0.500 |
2,465.5945 |
|
0.382 |
2,451.7832 |
|
LOW |
2,407.0720 |
|
0.618 |
2,334.7382 |
|
1.000 |
2,290.0270 |
|
1.618 |
2,217.6932 |
|
2.618 |
2,100.6482 |
|
4.250 |
1,909.6308 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,465.5945 |
2,544.0425 |
| PP |
2,452.2150 |
2,504.5137 |
| S1 |
2,438.8355 |
2,464.9848 |
|