| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,460.4250 |
2,416.8420 |
-43.5830 |
-1.8% |
2,475.2530 |
| High |
2,472.1330 |
2,701.5040 |
229.3710 |
9.3% |
2,718.9770 |
| Low |
2,405.7640 |
2,409.6530 |
3.8890 |
0.2% |
2,391.3910 |
| Close |
2,416.8420 |
2,688.5130 |
271.6710 |
11.2% |
2,519.1310 |
| Range |
66.3690 |
291.8510 |
225.4820 |
339.7% |
327.5860 |
| ATR |
118.3929 |
130.7828 |
12.3899 |
10.5% |
0.0000 |
| Volume |
55,983 |
142,081 |
86,098 |
153.8% |
272,538 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,475.4430 |
3,373.8290 |
2,849.0311 |
|
| R3 |
3,183.5920 |
3,081.9780 |
2,768.7720 |
|
| R2 |
2,891.7410 |
2,891.7410 |
2,742.0190 |
|
| R1 |
2,790.1270 |
2,790.1270 |
2,715.2660 |
2,840.9340 |
| PP |
2,599.8900 |
2,599.8900 |
2,599.8900 |
2,625.2935 |
| S1 |
2,498.2760 |
2,498.2760 |
2,661.7600 |
2,549.0830 |
| S2 |
2,308.0390 |
2,308.0390 |
2,635.0070 |
|
| S3 |
2,016.1880 |
2,206.4250 |
2,608.2540 |
|
| S4 |
1,724.3370 |
1,914.5740 |
2,527.9950 |
|
|
| 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 |
2,701.5040 |
2,405.7640 |
295.7400 |
11.0% |
152.4036 |
5.7% |
96% |
True |
False |
62,384 |
| 10 |
2,718.9770 |
2,391.3910 |
327.5860 |
12.2% |
135.2984 |
5.0% |
91% |
False |
False |
56,156 |
| 20 |
2,764.7060 |
2,334.1700 |
430.5360 |
16.0% |
124.4534 |
4.6% |
82% |
False |
False |
42,482 |
| 40 |
2,764.7060 |
2,255.5010 |
509.2050 |
18.9% |
121.8055 |
4.5% |
85% |
False |
False |
40,279 |
| 60 |
2,817.6970 |
2,154.2820 |
663.4150 |
24.7% |
124.4420 |
4.6% |
81% |
False |
False |
62,731 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
52.1% |
142.8981 |
5.3% |
38% |
False |
False |
84,915 |
| 100 |
3,649.6480 |
2,154.2820 |
1,495.3660 |
55.6% |
146.5223 |
5.4% |
36% |
False |
False |
88,167 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
66.4% |
151.6540 |
5.6% |
30% |
False |
False |
101,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,941.8708 |
|
2.618 |
3,465.5699 |
|
1.618 |
3,173.7189 |
|
1.000 |
2,993.3550 |
|
0.618 |
2,881.8679 |
|
HIGH |
2,701.5040 |
|
0.618 |
2,590.0169 |
|
0.500 |
2,555.5785 |
|
0.382 |
2,521.1401 |
|
LOW |
2,409.6530 |
|
0.618 |
2,229.2891 |
|
1.000 |
2,117.8020 |
|
1.618 |
1,937.4381 |
|
2.618 |
1,645.5871 |
|
4.250 |
1,169.2863 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,644.2015 |
2,643.5533 |
| PP |
2,599.8900 |
2,598.5937 |
| S1 |
2,555.5785 |
2,553.6340 |
|