| 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 |
2,744.00 |
2,736.35 |
-7.65 |
-0.3% |
2,747.95 |
| High |
2,760.53 |
2,745.93 |
-14.60 |
-0.5% |
2,789.68 |
| Low |
2,733.66 |
2,733.30 |
-0.36 |
0.0% |
2,725.94 |
| Close |
2,736.02 |
2,736.59 |
0.57 |
0.0% |
2,736.02 |
| Range |
26.87 |
12.63 |
-14.24 |
-53.0% |
63.74 |
| ATR |
29.55 |
28.35 |
-1.21 |
-4.1% |
0.00 |
| Volume |
5,350 |
5,153 |
-197 |
-3.7% |
26,864 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.50 |
2,769.17 |
2,743.54 |
|
| R3 |
2,763.87 |
2,756.54 |
2,740.06 |
|
| R2 |
2,751.24 |
2,751.24 |
2,738.91 |
|
| R1 |
2,743.91 |
2,743.91 |
2,737.75 |
2,747.58 |
| PP |
2,738.61 |
2,738.61 |
2,738.61 |
2,740.44 |
| S1 |
2,731.28 |
2,731.28 |
2,735.43 |
2,734.95 |
| S2 |
2,725.98 |
2,725.98 |
2,734.27 |
|
| S3 |
2,713.35 |
2,718.65 |
2,733.12 |
|
| S4 |
2,700.72 |
2,706.02 |
2,729.64 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.77 |
2,902.63 |
2,771.08 |
|
| R3 |
2,878.03 |
2,838.89 |
2,753.55 |
|
| R2 |
2,814.29 |
2,814.29 |
2,747.71 |
|
| R1 |
2,775.15 |
2,775.15 |
2,741.86 |
2,762.85 |
| PP |
2,750.55 |
2,750.55 |
2,750.55 |
2,744.40 |
| S1 |
2,711.41 |
2,711.41 |
2,730.18 |
2,699.11 |
| S2 |
2,686.81 |
2,686.81 |
2,724.33 |
|
| S3 |
2,623.07 |
2,647.67 |
2,718.49 |
|
| S4 |
2,559.33 |
2,583.93 |
2,700.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,789.68 |
2,733.30 |
56.38 |
2.1% |
28.81 |
1.1% |
6% |
False |
True |
5,353 |
| 10 |
2,789.68 |
2,711.17 |
78.51 |
2.9% |
29.85 |
1.1% |
32% |
False |
False |
5,370 |
| 20 |
2,789.68 |
2,606.62 |
183.06 |
6.7% |
28.37 |
1.0% |
71% |
False |
False |
5,355 |
| 40 |
2,789.68 |
2,500.63 |
289.05 |
10.6% |
28.47 |
1.0% |
82% |
False |
False |
5,344 |
| 60 |
2,789.68 |
2,424.62 |
365.06 |
13.3% |
28.90 |
1.1% |
85% |
False |
False |
5,333 |
| 80 |
2,789.68 |
2,354.48 |
435.20 |
15.9% |
30.96 |
1.1% |
88% |
False |
False |
5,262 |
| 100 |
2,789.68 |
2,295.86 |
493.82 |
18.0% |
30.36 |
1.1% |
89% |
False |
False |
5,277 |
| 120 |
2,789.68 |
2,287.64 |
502.04 |
18.3% |
30.97 |
1.1% |
89% |
False |
False |
5,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.61 |
|
2.618 |
2,779.00 |
|
1.618 |
2,766.37 |
|
1.000 |
2,758.56 |
|
0.618 |
2,753.74 |
|
HIGH |
2,745.93 |
|
0.618 |
2,741.11 |
|
0.500 |
2,739.62 |
|
0.382 |
2,738.12 |
|
LOW |
2,733.30 |
|
0.618 |
2,725.49 |
|
1.000 |
2,720.67 |
|
1.618 |
2,712.86 |
|
2.618 |
2,700.23 |
|
4.250 |
2,679.62 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.62 |
2,761.19 |
| PP |
2,738.61 |
2,752.99 |
| S1 |
2,737.60 |
2,744.79 |
|