| 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 |
2,754.0 |
2,743.5 |
-10.5 |
-0.4% |
2,749.2 |
| High |
2,772.4 |
2,757.5 |
-14.9 |
-0.5% |
2,801.8 |
| Low |
2,742.6 |
2,739.4 |
-3.2 |
-0.1% |
2,736.9 |
| Close |
2,749.2 |
2,746.2 |
-3.0 |
-0.1% |
2,749.2 |
| Range |
29.8 |
18.1 |
-11.7 |
-39.3% |
64.9 |
| ATR |
32.8 |
31.7 |
-1.0 |
-3.2% |
0.0 |
| Volume |
180,660 |
145,248 |
-35,412 |
-19.6% |
984,111 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.0 |
2,792.2 |
2,756.2 |
|
| R3 |
2,783.9 |
2,774.1 |
2,751.2 |
|
| R2 |
2,765.8 |
2,765.8 |
2,749.5 |
|
| R1 |
2,756.0 |
2,756.0 |
2,747.9 |
2,760.9 |
| PP |
2,747.7 |
2,747.7 |
2,747.7 |
2,750.2 |
| S1 |
2,737.9 |
2,737.9 |
2,744.5 |
2,742.8 |
| S2 |
2,729.6 |
2,729.6 |
2,742.9 |
|
| S3 |
2,711.5 |
2,719.8 |
2,741.2 |
|
| S4 |
2,693.4 |
2,701.7 |
2,736.2 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.3 |
2,918.2 |
2,784.9 |
|
| R3 |
2,892.4 |
2,853.3 |
2,767.0 |
|
| R2 |
2,827.5 |
2,827.5 |
2,761.1 |
|
| R1 |
2,788.4 |
2,788.4 |
2,755.1 |
2,781.7 |
| PP |
2,762.6 |
2,762.6 |
2,762.6 |
2,759.3 |
| S1 |
2,723.5 |
2,723.5 |
2,743.3 |
2,716.8 |
| S2 |
2,697.7 |
2,697.7 |
2,737.3 |
|
| S3 |
2,632.8 |
2,658.6 |
2,731.4 |
|
| S4 |
2,567.9 |
2,593.7 |
2,713.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,801.8 |
2,739.4 |
62.4 |
2.3% |
32.5 |
1.2% |
11% |
False |
True |
193,490 |
| 10 |
2,801.8 |
2,722.1 |
79.7 |
2.9% |
32.4 |
1.2% |
30% |
False |
False |
184,692 |
| 20 |
2,801.8 |
2,618.8 |
183.0 |
6.7% |
31.1 |
1.1% |
70% |
False |
False |
179,999 |
| 40 |
2,801.8 |
2,528.9 |
272.9 |
9.9% |
31.8 |
1.2% |
80% |
False |
False |
181,210 |
| 60 |
2,801.8 |
2,462.7 |
339.1 |
12.3% |
32.6 |
1.2% |
84% |
False |
False |
178,845 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
14.7% |
34.9 |
1.3% |
86% |
False |
False |
167,802 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
16.4% |
34.2 |
1.2% |
88% |
False |
False |
139,764 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
16.5% |
34.8 |
1.3% |
88% |
False |
False |
117,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.4 |
|
2.618 |
2,804.9 |
|
1.618 |
2,786.8 |
|
1.000 |
2,775.6 |
|
0.618 |
2,768.7 |
|
HIGH |
2,757.5 |
|
0.618 |
2,750.6 |
|
0.500 |
2,748.5 |
|
0.382 |
2,746.3 |
|
LOW |
2,739.4 |
|
0.618 |
2,728.2 |
|
1.000 |
2,721.3 |
|
1.618 |
2,710.1 |
|
2.618 |
2,692.0 |
|
4.250 |
2,662.5 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.5 |
2,770.3 |
| PP |
2,747.7 |
2,762.3 |
| S1 |
2,747.0 |
2,754.2 |
|