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 |
4,845.0 |
4,869.0 |
24.0 |
0.5% |
4,966.0 |
High |
4,905.0 |
4,909.0 |
4.0 |
0.1% |
5,015.0 |
Low |
4,831.0 |
4,851.0 |
20.0 |
0.4% |
4,818.0 |
Close |
4,891.0 |
4,872.0 |
-19.0 |
-0.4% |
4,891.0 |
Range |
74.0 |
58.0 |
-16.0 |
-21.6% |
197.0 |
ATR |
66.7 |
66.1 |
-0.6 |
-0.9% |
0.0 |
Volume |
620,265 |
505,214 |
-115,051 |
-18.5% |
3,383,479 |
|
Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,051.3 |
5,019.7 |
4,903.9 |
|
R3 |
4,993.3 |
4,961.7 |
4,888.0 |
|
R2 |
4,935.3 |
4,935.3 |
4,882.6 |
|
R1 |
4,903.7 |
4,903.7 |
4,877.3 |
4,919.5 |
PP |
4,877.3 |
4,877.3 |
4,877.3 |
4,885.3 |
S1 |
4,845.7 |
4,845.7 |
4,866.7 |
4,861.5 |
S2 |
4,819.3 |
4,819.3 |
4,861.4 |
|
S3 |
4,761.3 |
4,787.7 |
4,856.1 |
|
S4 |
4,703.3 |
4,729.7 |
4,840.1 |
|
|
Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,499.0 |
5,392.0 |
4,999.4 |
|
R3 |
5,302.0 |
5,195.0 |
4,945.2 |
|
R2 |
5,105.0 |
5,105.0 |
4,927.1 |
|
R1 |
4,998.0 |
4,998.0 |
4,909.1 |
4,953.0 |
PP |
4,908.0 |
4,908.0 |
4,908.0 |
4,885.5 |
S1 |
4,801.0 |
4,801.0 |
4,872.9 |
4,756.0 |
S2 |
4,711.0 |
4,711.0 |
4,854.9 |
|
S3 |
4,514.0 |
4,604.0 |
4,836.8 |
|
S4 |
4,317.0 |
4,407.0 |
4,782.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,015.0 |
4,818.0 |
197.0 |
4.0% |
70.6 |
1.4% |
27% |
False |
False |
672,669 |
10 |
5,015.0 |
4,818.0 |
197.0 |
4.0% |
61.4 |
1.3% |
27% |
False |
False |
592,065 |
20 |
5,084.0 |
4,818.0 |
266.0 |
5.5% |
64.2 |
1.3% |
20% |
False |
False |
586,566 |
40 |
5,106.0 |
4,757.0 |
349.0 |
7.2% |
64.9 |
1.3% |
33% |
False |
False |
608,423 |
60 |
5,106.0 |
4,711.0 |
395.0 |
8.1% |
59.9 |
1.2% |
41% |
False |
False |
407,898 |
80 |
5,106.0 |
4,525.0 |
581.0 |
11.9% |
60.7 |
1.2% |
60% |
False |
False |
306,141 |
100 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
55.2 |
1.1% |
59% |
False |
False |
244,984 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.1% |
48.1 |
1.0% |
44% |
False |
False |
204,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,155.5 |
2.618 |
5,060.8 |
1.618 |
5,002.8 |
1.000 |
4,967.0 |
0.618 |
4,944.8 |
HIGH |
4,909.0 |
0.618 |
4,886.8 |
0.500 |
4,880.0 |
0.382 |
4,873.2 |
LOW |
4,851.0 |
0.618 |
4,815.2 |
1.000 |
4,793.0 |
1.618 |
4,757.2 |
2.618 |
4,699.2 |
4.250 |
4,604.5 |
|
|
Fisher Pivots for day following 04-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,880.0 |
4,869.2 |
PP |
4,877.3 |
4,866.3 |
S1 |
4,874.7 |
4,863.5 |
|