| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,667.7 |
2,713.6 |
45.9 |
1.7% |
2,743.5 |
| High |
2,718.3 |
2,717.8 |
-0.5 |
0.0% |
2,759.5 |
| Low |
2,650.3 |
2,687.3 |
37.0 |
1.4% |
2,650.3 |
| Close |
2,705.8 |
2,694.8 |
-11.0 |
-0.4% |
2,694.8 |
| Range |
68.0 |
30.5 |
-37.5 |
-55.1% |
109.2 |
| ATR |
38.4 |
37.8 |
-0.6 |
-1.5% |
0.0 |
| Volume |
292,924 |
233,110 |
-59,814 |
-20.4% |
1,184,029 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.5 |
2,773.6 |
2,711.6 |
|
| R3 |
2,761.0 |
2,743.1 |
2,703.2 |
|
| R2 |
2,730.5 |
2,730.5 |
2,700.4 |
|
| R1 |
2,712.6 |
2,712.6 |
2,697.6 |
2,706.3 |
| PP |
2,700.0 |
2,700.0 |
2,700.0 |
2,696.8 |
| S1 |
2,682.1 |
2,682.1 |
2,692.0 |
2,675.8 |
| S2 |
2,669.5 |
2,669.5 |
2,689.2 |
|
| S3 |
2,639.0 |
2,651.6 |
2,686.4 |
|
| S4 |
2,608.5 |
2,621.1 |
2,678.0 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.1 |
2,971.2 |
2,754.9 |
|
| R3 |
2,919.9 |
2,862.0 |
2,724.8 |
|
| R2 |
2,810.7 |
2,810.7 |
2,714.8 |
|
| R1 |
2,752.8 |
2,752.8 |
2,704.8 |
2,727.2 |
| PP |
2,701.5 |
2,701.5 |
2,701.5 |
2,688.7 |
| S1 |
2,643.6 |
2,643.6 |
2,684.8 |
2,618.0 |
| S2 |
2,592.3 |
2,592.3 |
2,674.8 |
|
| S3 |
2,483.1 |
2,534.4 |
2,664.8 |
|
| S4 |
2,373.9 |
2,425.2 |
2,634.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,759.5 |
2,650.3 |
109.2 |
4.1% |
48.2 |
1.8% |
41% |
False |
False |
236,805 |
| 10 |
2,801.8 |
2,650.3 |
151.5 |
5.6% |
40.7 |
1.5% |
29% |
False |
False |
216,814 |
| 20 |
2,801.8 |
2,650.3 |
151.5 |
5.6% |
35.6 |
1.3% |
29% |
False |
False |
194,886 |
| 40 |
2,801.8 |
2,572.5 |
229.3 |
8.5% |
34.2 |
1.3% |
53% |
False |
False |
188,216 |
| 60 |
2,801.8 |
2,488.2 |
313.6 |
11.6% |
33.8 |
1.3% |
66% |
False |
False |
184,775 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
15.0% |
35.7 |
1.3% |
73% |
False |
False |
178,604 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
16.7% |
35.2 |
1.3% |
76% |
False |
False |
150,009 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
16.8% |
35.3 |
1.3% |
76% |
False |
False |
125,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,847.4 |
|
2.618 |
2,797.6 |
|
1.618 |
2,767.1 |
|
1.000 |
2,748.3 |
|
0.618 |
2,736.6 |
|
HIGH |
2,717.8 |
|
0.618 |
2,706.1 |
|
0.500 |
2,702.6 |
|
0.382 |
2,699.0 |
|
LOW |
2,687.3 |
|
0.618 |
2,668.5 |
|
1.000 |
2,656.8 |
|
1.618 |
2,638.0 |
|
2.618 |
2,607.5 |
|
4.250 |
2,557.7 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,702.6 |
2,704.6 |
| PP |
2,700.0 |
2,701.3 |
| S1 |
2,697.4 |
2,698.1 |
|