| 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 |
2,736.35 |
2,736.60 |
0.25 |
0.0% |
2,747.95 |
| High |
2,745.93 |
2,748.87 |
2.94 |
0.1% |
2,789.68 |
| Low |
2,733.30 |
2,726.51 |
-6.79 |
-0.2% |
2,725.94 |
| Close |
2,736.59 |
2,743.96 |
7.37 |
0.3% |
2,736.02 |
| Range |
12.63 |
22.36 |
9.73 |
77.0% |
63.74 |
| ATR |
28.35 |
27.92 |
-0.43 |
-1.5% |
0.00 |
| Volume |
5,153 |
4,822 |
-331 |
-6.4% |
26,864 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.86 |
2,797.77 |
2,756.26 |
|
| R3 |
2,784.50 |
2,775.41 |
2,750.11 |
|
| R2 |
2,762.14 |
2,762.14 |
2,748.06 |
|
| R1 |
2,753.05 |
2,753.05 |
2,746.01 |
2,757.60 |
| PP |
2,739.78 |
2,739.78 |
2,739.78 |
2,742.05 |
| S1 |
2,730.69 |
2,730.69 |
2,741.91 |
2,735.24 |
| S2 |
2,717.42 |
2,717.42 |
2,739.86 |
|
| S3 |
2,695.06 |
2,708.33 |
2,737.81 |
|
| S4 |
2,672.70 |
2,685.97 |
2,731.66 |
|
|
| 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 |
2,726.51 |
63.17 |
2.3% |
26.53 |
1.0% |
28% |
False |
True |
5,240 |
| 10 |
2,789.68 |
2,711.17 |
78.51 |
2.9% |
29.17 |
1.1% |
42% |
False |
False |
5,307 |
| 20 |
2,789.68 |
2,606.62 |
183.06 |
6.7% |
27.24 |
1.0% |
75% |
False |
False |
5,342 |
| 40 |
2,789.68 |
2,504.77 |
284.91 |
10.4% |
28.61 |
1.0% |
84% |
False |
False |
5,332 |
| 60 |
2,789.68 |
2,435.86 |
353.82 |
12.9% |
28.48 |
1.0% |
87% |
False |
False |
5,325 |
| 80 |
2,789.68 |
2,354.48 |
435.20 |
15.9% |
30.82 |
1.1% |
89% |
False |
False |
5,256 |
| 100 |
2,789.68 |
2,295.86 |
493.82 |
18.0% |
30.31 |
1.1% |
91% |
False |
False |
5,273 |
| 120 |
2,789.68 |
2,287.64 |
502.04 |
18.3% |
30.88 |
1.1% |
91% |
False |
False |
5,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.90 |
|
2.618 |
2,807.41 |
|
1.618 |
2,785.05 |
|
1.000 |
2,771.23 |
|
0.618 |
2,762.69 |
|
HIGH |
2,748.87 |
|
0.618 |
2,740.33 |
|
0.500 |
2,737.69 |
|
0.382 |
2,735.05 |
|
LOW |
2,726.51 |
|
0.618 |
2,712.69 |
|
1.000 |
2,704.15 |
|
1.618 |
2,690.33 |
|
2.618 |
2,667.97 |
|
4.250 |
2,631.48 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,741.87 |
2,743.81 |
| PP |
2,739.78 |
2,743.67 |
| S1 |
2,737.69 |
2,743.52 |
|