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 |
5,752.25 |
5,820.25 |
68.00 |
1.2% |
5,857.00 |
High |
5,823.25 |
5,967.00 |
143.75 |
2.5% |
5,893.00 |
Low |
5,735.00 |
5,814.75 |
79.75 |
1.4% |
5,732.50 |
Close |
5,812.25 |
5,958.25 |
146.00 |
2.5% |
5,758.25 |
Range |
88.25 |
152.25 |
64.00 |
72.5% |
160.50 |
ATR |
63.75 |
70.25 |
6.50 |
10.2% |
0.00 |
Volume |
1,198,797 |
2,023,257 |
824,460 |
68.8% |
7,125,907 |
|
Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,370.00 |
6,316.50 |
6,042.00 |
|
R3 |
6,217.75 |
6,164.25 |
6,000.00 |
|
R2 |
6,065.50 |
6,065.50 |
5,986.25 |
|
R1 |
6,012.00 |
6,012.00 |
5,972.25 |
6,038.75 |
PP |
5,913.25 |
5,913.25 |
5,913.25 |
5,926.75 |
S1 |
5,859.75 |
5,859.75 |
5,944.25 |
5,886.50 |
S2 |
5,761.00 |
5,761.00 |
5,930.25 |
|
S3 |
5,608.75 |
5,707.50 |
5,916.50 |
|
S4 |
5,456.50 |
5,555.25 |
5,874.50 |
|
|
Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,276.00 |
6,177.75 |
5,846.50 |
|
R3 |
6,115.50 |
6,017.25 |
5,802.50 |
|
R2 |
5,955.00 |
5,955.00 |
5,787.75 |
|
R1 |
5,856.75 |
5,856.75 |
5,773.00 |
5,825.50 |
PP |
5,794.50 |
5,794.50 |
5,794.50 |
5,779.00 |
S1 |
5,696.25 |
5,696.25 |
5,743.50 |
5,665.00 |
S2 |
5,634.00 |
5,634.00 |
5,728.75 |
|
S3 |
5,473.50 |
5,535.75 |
5,714.00 |
|
S4 |
5,313.00 |
5,375.25 |
5,670.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,967.00 |
5,724.25 |
242.75 |
4.1% |
95.00 |
1.6% |
96% |
True |
False |
1,624,256 |
10 |
5,967.00 |
5,724.25 |
242.75 |
4.1% |
71.50 |
1.2% |
96% |
True |
False |
1,420,933 |
20 |
5,967.00 |
5,724.25 |
242.75 |
4.1% |
62.75 |
1.1% |
96% |
True |
False |
1,266,417 |
40 |
5,967.00 |
5,600.25 |
366.75 |
6.2% |
60.50 |
1.0% |
98% |
True |
False |
1,303,294 |
60 |
5,967.00 |
5,451.25 |
515.75 |
8.7% |
66.25 |
1.1% |
98% |
True |
False |
876,999 |
80 |
5,967.00 |
5,168.50 |
798.50 |
13.4% |
76.50 |
1.3% |
99% |
True |
False |
658,972 |
100 |
5,967.00 |
5,168.50 |
798.50 |
13.4% |
70.75 |
1.2% |
99% |
True |
False |
527,427 |
120 |
5,967.00 |
5,168.50 |
798.50 |
13.4% |
66.75 |
1.1% |
99% |
True |
False |
439,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,614.00 |
2.618 |
6,365.50 |
1.618 |
6,213.25 |
1.000 |
6,119.25 |
0.618 |
6,061.00 |
HIGH |
5,967.00 |
0.618 |
5,908.75 |
0.500 |
5,891.00 |
0.382 |
5,873.00 |
LOW |
5,814.75 |
0.618 |
5,720.75 |
1.000 |
5,662.50 |
1.618 |
5,568.50 |
2.618 |
5,416.25 |
4.250 |
5,167.75 |
|
|
Fisher Pivots for day following 06-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,935.75 |
5,920.75 |
PP |
5,913.25 |
5,883.25 |
S1 |
5,891.00 |
5,845.50 |
|