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 |
4,869.0 |
4,861.0 |
-8.0 |
-0.2% |
4,966.0 |
High |
4,909.0 |
4,897.0 |
-12.0 |
-0.2% |
5,015.0 |
Low |
4,851.0 |
4,851.0 |
0.0 |
0.0% |
4,818.0 |
Close |
4,872.0 |
4,885.0 |
13.0 |
0.3% |
4,891.0 |
Range |
58.0 |
46.0 |
-12.0 |
-20.7% |
197.0 |
ATR |
66.1 |
64.6 |
-1.4 |
-2.2% |
0.0 |
Volume |
505,214 |
484,339 |
-20,875 |
-4.1% |
3,383,479 |
|
Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,015.7 |
4,996.3 |
4,910.3 |
|
R3 |
4,969.7 |
4,950.3 |
4,897.7 |
|
R2 |
4,923.7 |
4,923.7 |
4,893.4 |
|
R1 |
4,904.3 |
4,904.3 |
4,889.2 |
4,914.0 |
PP |
4,877.7 |
4,877.7 |
4,877.7 |
4,882.5 |
S1 |
4,858.3 |
4,858.3 |
4,880.8 |
4,868.0 |
S2 |
4,831.7 |
4,831.7 |
4,876.6 |
|
S3 |
4,785.7 |
4,812.3 |
4,872.4 |
|
S4 |
4,739.7 |
4,766.3 |
4,859.7 |
|
|
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 |
4,970.0 |
4,818.0 |
152.0 |
3.1% |
68.8 |
1.4% |
44% |
False |
False |
664,688 |
10 |
5,015.0 |
4,818.0 |
197.0 |
4.0% |
60.3 |
1.2% |
34% |
False |
False |
591,432 |
20 |
5,084.0 |
4,818.0 |
266.0 |
5.4% |
63.6 |
1.3% |
25% |
False |
False |
584,085 |
40 |
5,106.0 |
4,767.0 |
339.0 |
6.9% |
64.1 |
1.3% |
35% |
False |
False |
619,481 |
60 |
5,106.0 |
4,711.0 |
395.0 |
8.1% |
60.2 |
1.2% |
44% |
False |
False |
415,970 |
80 |
5,106.0 |
4,525.0 |
581.0 |
11.9% |
60.8 |
1.2% |
62% |
False |
False |
312,195 |
100 |
5,114.0 |
4,525.0 |
589.0 |
12.1% |
55.7 |
1.1% |
61% |
False |
False |
249,805 |
120 |
5,307.0 |
4,525.0 |
782.0 |
16.0% |
48.5 |
1.0% |
46% |
False |
False |
208,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,092.5 |
2.618 |
5,017.4 |
1.618 |
4,971.4 |
1.000 |
4,943.0 |
0.618 |
4,925.4 |
HIGH |
4,897.0 |
0.618 |
4,879.4 |
0.500 |
4,874.0 |
0.382 |
4,868.6 |
LOW |
4,851.0 |
0.618 |
4,822.6 |
1.000 |
4,805.0 |
1.618 |
4,776.6 |
2.618 |
4,730.6 |
4.250 |
4,655.5 |
|
|
Fisher Pivots for day following 05-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
4,881.3 |
4,880.0 |
PP |
4,877.7 |
4,875.0 |
S1 |
4,874.0 |
4,870.0 |
|