| 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 |
2,743.5 |
2,746.0 |
2.5 |
0.1% |
2,749.2 |
| High |
2,757.5 |
2,759.5 |
2.0 |
0.1% |
2,801.8 |
| Low |
2,739.4 |
2,733.4 |
-6.0 |
-0.2% |
2,736.9 |
| Close |
2,746.2 |
2,749.7 |
3.5 |
0.1% |
2,749.2 |
| Range |
18.1 |
26.1 |
8.0 |
44.2% |
64.9 |
| ATR |
31.7 |
31.3 |
-0.4 |
-1.3% |
0.0 |
| Volume |
145,248 |
151,434 |
6,186 |
4.3% |
984,111 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.8 |
2,813.9 |
2,764.1 |
|
| R3 |
2,799.7 |
2,787.8 |
2,756.9 |
|
| R2 |
2,773.6 |
2,773.6 |
2,754.5 |
|
| R1 |
2,761.7 |
2,761.7 |
2,752.1 |
2,767.7 |
| PP |
2,747.5 |
2,747.5 |
2,747.5 |
2,750.5 |
| S1 |
2,735.6 |
2,735.6 |
2,747.3 |
2,741.6 |
| S2 |
2,721.4 |
2,721.4 |
2,744.9 |
|
| S3 |
2,695.3 |
2,709.5 |
2,742.5 |
|
| S4 |
2,669.2 |
2,683.4 |
2,735.3 |
|
|
| 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 |
2,733.4 |
68.4 |
2.5% |
30.6 |
1.1% |
24% |
False |
True |
182,292 |
| 10 |
2,801.8 |
2,722.1 |
79.7 |
2.9% |
32.0 |
1.2% |
35% |
False |
False |
182,466 |
| 20 |
2,801.8 |
2,618.8 |
183.0 |
6.7% |
29.9 |
1.1% |
72% |
False |
False |
175,878 |
| 40 |
2,801.8 |
2,529.0 |
272.8 |
9.9% |
32.0 |
1.2% |
81% |
False |
False |
181,093 |
| 60 |
2,801.8 |
2,469.2 |
332.6 |
12.1% |
32.2 |
1.2% |
84% |
False |
False |
178,516 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
14.7% |
34.8 |
1.3% |
87% |
False |
False |
169,305 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
16.4% |
34.1 |
1.2% |
88% |
False |
False |
141,229 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
16.4% |
34.7 |
1.3% |
88% |
False |
False |
118,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.4 |
|
2.618 |
2,827.8 |
|
1.618 |
2,801.7 |
|
1.000 |
2,785.6 |
|
0.618 |
2,775.6 |
|
HIGH |
2,759.5 |
|
0.618 |
2,749.5 |
|
0.500 |
2,746.5 |
|
0.382 |
2,743.4 |
|
LOW |
2,733.4 |
|
0.618 |
2,717.3 |
|
1.000 |
2,707.3 |
|
1.618 |
2,691.2 |
|
2.618 |
2,665.1 |
|
4.250 |
2,622.5 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.6 |
2,752.9 |
| PP |
2,747.5 |
2,751.8 |
| S1 |
2,746.5 |
2,750.8 |
|