| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,518.3550 |
2,460.4250 |
-57.9300 |
-2.3% |
2,475.2530 |
| High |
2,524.1170 |
2,472.1330 |
-51.9840 |
-2.1% |
2,718.9770 |
| Low |
2,407.0720 |
2,405.7640 |
-1.3080 |
-0.1% |
2,391.3910 |
| Close |
2,425.4560 |
2,416.8420 |
-8.6140 |
-0.4% |
2,519.1310 |
| Range |
117.0450 |
66.3690 |
-50.6760 |
-43.3% |
327.5860 |
| ATR |
122.3947 |
118.3929 |
-4.0018 |
-3.3% |
0.0000 |
| Volume |
431 |
55,983 |
55,552 |
12,889.1% |
272,538 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.6867 |
2,590.1333 |
2,453.3450 |
|
| R3 |
2,564.3177 |
2,523.7643 |
2,435.0935 |
|
| R2 |
2,497.9487 |
2,497.9487 |
2,429.0097 |
|
| R1 |
2,457.3953 |
2,457.3953 |
2,422.9258 |
2,444.4875 |
| PP |
2,431.5797 |
2,431.5797 |
2,431.5797 |
2,425.1258 |
| S1 |
2,391.0263 |
2,391.0263 |
2,410.7582 |
2,378.1185 |
| S2 |
2,365.2107 |
2,365.2107 |
2,404.6744 |
|
| S3 |
2,298.8417 |
2,324.6573 |
2,398.5905 |
|
| S4 |
2,232.4727 |
2,258.2883 |
2,380.3391 |
|
|
| 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 |
2,405.7640 |
313.2130 |
13.0% |
117.5428 |
4.9% |
4% |
False |
True |
46,484 |
| 10 |
2,718.9770 |
2,391.3910 |
327.5860 |
13.6% |
123.9279 |
5.1% |
8% |
False |
False |
41,998 |
| 20 |
2,764.7060 |
2,334.1700 |
430.5360 |
17.8% |
115.5740 |
4.8% |
19% |
False |
False |
36,875 |
| 40 |
2,764.7060 |
2,255.5010 |
509.2050 |
21.1% |
117.2342 |
4.9% |
32% |
False |
False |
40,036 |
| 60 |
2,817.6970 |
2,154.2820 |
663.4150 |
27.4% |
121.4705 |
5.0% |
40% |
False |
False |
62,834 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
57.9% |
140.8519 |
5.8% |
19% |
False |
False |
84,971 |
| 100 |
3,649.6480 |
2,154.2820 |
1,495.3660 |
61.9% |
145.2281 |
6.0% |
18% |
False |
False |
87,926 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
73.9% |
150.1355 |
6.2% |
15% |
False |
False |
101,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,754.2013 |
|
2.618 |
2,645.8870 |
|
1.618 |
2,579.5180 |
|
1.000 |
2,538.5020 |
|
0.618 |
2,513.1490 |
|
HIGH |
2,472.1330 |
|
0.618 |
2,446.7800 |
|
0.500 |
2,438.9485 |
|
0.382 |
2,431.1170 |
|
LOW |
2,405.7640 |
|
0.618 |
2,364.7480 |
|
1.000 |
2,339.3950 |
|
1.618 |
2,298.3790 |
|
2.618 |
2,232.0100 |
|
4.250 |
2,123.6958 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,438.9485 |
2,494.9450 |
| PP |
2,431.5797 |
2,468.9107 |
| S1 |
2,424.2108 |
2,442.8763 |
|