| 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 |
2,736.60 |
2,743.94 |
7.34 |
0.3% |
2,747.95 |
| High |
2,748.87 |
2,748.72 |
-0.15 |
0.0% |
2,789.68 |
| Low |
2,726.51 |
2,655.59 |
-70.92 |
-2.6% |
2,725.94 |
| Close |
2,743.96 |
2,659.31 |
-84.65 |
-3.1% |
2,736.02 |
| Range |
22.36 |
93.13 |
70.77 |
316.5% |
63.74 |
| ATR |
27.92 |
32.58 |
4.66 |
16.7% |
0.00 |
| Volume |
4,822 |
4,698 |
-124 |
-2.6% |
26,864 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,967.26 |
2,906.42 |
2,710.53 |
|
| R3 |
2,874.13 |
2,813.29 |
2,684.92 |
|
| R2 |
2,781.00 |
2,781.00 |
2,676.38 |
|
| R1 |
2,720.16 |
2,720.16 |
2,667.85 |
2,704.02 |
| PP |
2,687.87 |
2,687.87 |
2,687.87 |
2,679.80 |
| S1 |
2,627.03 |
2,627.03 |
2,650.77 |
2,610.89 |
| S2 |
2,594.74 |
2,594.74 |
2,642.24 |
|
| S3 |
2,501.61 |
2,533.90 |
2,633.70 |
|
| S4 |
2,408.48 |
2,440.77 |
2,608.09 |
|
|
| 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 |
2,789.08 |
2,655.59 |
133.49 |
5.0% |
41.86 |
1.6% |
3% |
False |
True |
5,078 |
| 10 |
2,789.68 |
2,655.59 |
134.09 |
5.0% |
33.81 |
1.3% |
3% |
False |
True |
5,243 |
| 20 |
2,789.68 |
2,606.62 |
183.06 |
6.9% |
31.07 |
1.2% |
29% |
False |
False |
5,307 |
| 40 |
2,789.68 |
2,511.35 |
278.33 |
10.5% |
30.38 |
1.1% |
53% |
False |
False |
5,312 |
| 60 |
2,789.68 |
2,435.86 |
353.82 |
13.3% |
29.75 |
1.1% |
63% |
False |
False |
5,315 |
| 80 |
2,789.68 |
2,354.48 |
435.20 |
16.4% |
31.38 |
1.2% |
70% |
False |
False |
5,249 |
| 100 |
2,789.68 |
2,295.86 |
493.82 |
18.6% |
30.91 |
1.2% |
74% |
False |
False |
5,267 |
| 120 |
2,789.68 |
2,287.64 |
502.04 |
18.9% |
31.46 |
1.2% |
74% |
False |
False |
5,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,144.52 |
|
2.618 |
2,992.53 |
|
1.618 |
2,899.40 |
|
1.000 |
2,841.85 |
|
0.618 |
2,806.27 |
|
HIGH |
2,748.72 |
|
0.618 |
2,713.14 |
|
0.500 |
2,702.16 |
|
0.382 |
2,691.17 |
|
LOW |
2,655.59 |
|
0.618 |
2,598.04 |
|
1.000 |
2,562.46 |
|
1.618 |
2,504.91 |
|
2.618 |
2,411.78 |
|
4.250 |
2,259.79 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,702.16 |
2,702.23 |
| PP |
2,687.87 |
2,687.92 |
| S1 |
2,673.59 |
2,673.62 |
|