| 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 |
2,746.0 |
2,752.6 |
6.6 |
0.2% |
2,749.2 |
| High |
2,759.5 |
2,758.8 |
-0.7 |
0.0% |
2,801.8 |
| Low |
2,733.4 |
2,660.7 |
-72.7 |
-2.7% |
2,736.9 |
| Close |
2,749.7 |
2,676.3 |
-73.4 |
-2.7% |
2,749.2 |
| Range |
26.1 |
98.1 |
72.0 |
275.9% |
64.9 |
| ATR |
31.3 |
36.1 |
4.8 |
15.2% |
0.0 |
| Volume |
151,434 |
361,313 |
209,879 |
138.6% |
984,111 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,992.9 |
2,932.7 |
2,730.3 |
|
| R3 |
2,894.8 |
2,834.6 |
2,703.3 |
|
| R2 |
2,796.7 |
2,796.7 |
2,694.3 |
|
| R1 |
2,736.5 |
2,736.5 |
2,685.3 |
2,717.6 |
| PP |
2,698.6 |
2,698.6 |
2,698.6 |
2,689.1 |
| S1 |
2,638.4 |
2,638.4 |
2,667.3 |
2,619.5 |
| S2 |
2,600.5 |
2,600.5 |
2,658.3 |
|
| S3 |
2,502.4 |
2,540.3 |
2,649.3 |
|
| S4 |
2,404.3 |
2,442.2 |
2,622.3 |
|
|
| 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 |
2,801.2 |
2,660.7 |
140.5 |
5.2% |
46.3 |
1.7% |
11% |
False |
True |
216,245 |
| 10 |
2,801.8 |
2,660.7 |
141.1 |
5.3% |
36.7 |
1.4% |
11% |
False |
True |
197,146 |
| 20 |
2,801.8 |
2,618.8 |
183.0 |
6.8% |
33.8 |
1.3% |
31% |
False |
False |
186,794 |
| 40 |
2,801.8 |
2,538.7 |
263.1 |
9.8% |
33.7 |
1.3% |
52% |
False |
False |
185,274 |
| 60 |
2,801.8 |
2,469.2 |
332.6 |
12.4% |
33.5 |
1.3% |
62% |
False |
False |
181,953 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
15.1% |
35.4 |
1.3% |
69% |
False |
False |
173,171 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
16.9% |
34.8 |
1.3% |
72% |
False |
False |
144,813 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
16.9% |
35.3 |
1.3% |
72% |
False |
False |
121,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,175.7 |
|
2.618 |
3,015.6 |
|
1.618 |
2,917.5 |
|
1.000 |
2,856.9 |
|
0.618 |
2,819.4 |
|
HIGH |
2,758.8 |
|
0.618 |
2,721.3 |
|
0.500 |
2,709.8 |
|
0.382 |
2,698.2 |
|
LOW |
2,660.7 |
|
0.618 |
2,600.1 |
|
1.000 |
2,562.6 |
|
1.618 |
2,502.0 |
|
2.618 |
2,403.9 |
|
4.250 |
2,243.8 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,709.8 |
2,710.1 |
| PP |
2,698.6 |
2,698.8 |
| S1 |
2,687.5 |
2,687.6 |
|