| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,688.5130 |
2,893.8020 |
205.2890 |
7.6% |
2,518.3550 |
| High |
2,915.6280 |
2,980.6730 |
65.0450 |
2.2% |
2,980.6730 |
| Low |
2,686.8490 |
2,869.0930 |
182.2440 |
6.8% |
2,405.7640 |
| Close |
2,893.8020 |
2,941.9730 |
48.1710 |
1.7% |
2,941.9730 |
| Range |
228.7790 |
111.5800 |
-117.1990 |
-51.2% |
574.9090 |
| ATR |
137.7825 |
135.9109 |
-1.8716 |
-1.4% |
0.0000 |
| Volume |
84,334 |
975 |
-83,359 |
-98.8% |
283,804 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,265.3197 |
3,215.2263 |
3,003.3420 |
|
| R3 |
3,153.7397 |
3,103.6463 |
2,972.6575 |
|
| R2 |
3,042.1597 |
3,042.1597 |
2,962.4293 |
|
| R1 |
2,992.0663 |
2,992.0663 |
2,952.2012 |
3,017.1130 |
| PP |
2,930.5797 |
2,930.5797 |
2,930.5797 |
2,943.1030 |
| S1 |
2,880.4863 |
2,880.4863 |
2,931.7448 |
2,905.5330 |
| S2 |
2,818.9997 |
2,818.9997 |
2,921.5167 |
|
| S3 |
2,707.4197 |
2,768.9063 |
2,911.2885 |
|
| S4 |
2,595.8397 |
2,657.3263 |
2,880.6040 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,500.8637 |
4,296.3273 |
3,258.1730 |
|
| R3 |
3,925.9547 |
3,721.4183 |
3,100.0730 |
|
| R2 |
3,351.0457 |
3,351.0457 |
3,047.3730 |
|
| R1 |
3,146.5093 |
3,146.5093 |
2,994.6730 |
3,248.7775 |
| PP |
2,776.1367 |
2,776.1367 |
2,776.1367 |
2,827.2708 |
| S1 |
2,571.6003 |
2,571.6003 |
2,889.2730 |
2,673.8685 |
| S2 |
2,201.2277 |
2,201.2277 |
2,836.5730 |
|
| S3 |
1,626.3187 |
1,996.6913 |
2,783.8730 |
|
| S4 |
1,051.4097 |
1,421.7823 |
2,625.7731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,980.6730 |
2,405.7640 |
574.9090 |
19.5% |
163.1248 |
5.5% |
93% |
True |
False |
56,760 |
| 10 |
2,980.6730 |
2,391.3910 |
589.2820 |
20.0% |
153.3953 |
5.2% |
93% |
True |
False |
55,634 |
| 20 |
2,980.6730 |
2,391.3910 |
589.2820 |
20.0% |
132.0729 |
4.5% |
93% |
True |
False |
43,102 |
| 40 |
2,980.6730 |
2,255.5010 |
725.1720 |
24.6% |
127.0133 |
4.3% |
95% |
True |
False |
38,507 |
| 60 |
2,980.6730 |
2,154.2820 |
826.3910 |
28.1% |
125.5109 |
4.3% |
95% |
True |
False |
58,468 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
47.6% |
144.1537 |
4.9% |
56% |
False |
False |
83,406 |
| 100 |
3,619.5530 |
2,154.2820 |
1,465.2710 |
49.8% |
145.9737 |
5.0% |
54% |
False |
False |
87,121 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
60.7% |
148.7960 |
5.1% |
44% |
False |
False |
100,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,454.8880 |
|
2.618 |
3,272.7894 |
|
1.618 |
3,161.2094 |
|
1.000 |
3,092.2530 |
|
0.618 |
3,049.6294 |
|
HIGH |
2,980.6730 |
|
0.618 |
2,938.0494 |
|
0.500 |
2,924.8830 |
|
0.382 |
2,911.7166 |
|
LOW |
2,869.0930 |
|
0.618 |
2,800.1366 |
|
1.000 |
2,757.5130 |
|
1.618 |
2,688.5566 |
|
2.618 |
2,576.9766 |
|
4.250 |
2,394.8780 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,936.2763 |
2,859.7030 |
| PP |
2,930.5797 |
2,777.4330 |
| S1 |
2,924.8830 |
2,695.1630 |
|