Trading Metrics calculated at close of trading on 07-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
5,820.25 |
5,963.50 |
143.25 |
2.5% |
5,857.00 |
High |
5,967.00 |
6,013.00 |
46.00 |
0.8% |
5,893.00 |
Low |
5,814.75 |
5,951.00 |
136.25 |
2.3% |
5,732.50 |
Close |
5,958.25 |
6,003.75 |
45.50 |
0.8% |
5,758.25 |
Range |
152.25 |
62.00 |
-90.25 |
-59.3% |
160.50 |
ATR |
70.25 |
69.66 |
-0.59 |
-0.8% |
0.00 |
Volume |
2,023,257 |
1,285,585 |
-737,672 |
-36.5% |
7,125,907 |
|
Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,175.25 |
6,151.50 |
6,037.75 |
|
R3 |
6,113.25 |
6,089.50 |
6,020.75 |
|
R2 |
6,051.25 |
6,051.25 |
6,015.00 |
|
R1 |
6,027.50 |
6,027.50 |
6,009.50 |
6,039.50 |
PP |
5,989.25 |
5,989.25 |
5,989.25 |
5,995.25 |
S1 |
5,965.50 |
5,965.50 |
5,998.00 |
5,977.50 |
S2 |
5,927.25 |
5,927.25 |
5,992.50 |
|
S3 |
5,865.25 |
5,903.50 |
5,986.75 |
|
S4 |
5,803.25 |
5,841.50 |
5,969.75 |
|
|
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 |
6,013.00 |
5,724.25 |
288.75 |
4.8% |
85.25 |
1.4% |
97% |
True |
False |
1,486,671 |
10 |
6,013.00 |
5,724.25 |
288.75 |
4.8% |
73.00 |
1.2% |
97% |
True |
False |
1,433,547 |
20 |
6,013.00 |
5,724.25 |
288.75 |
4.8% |
64.25 |
1.1% |
97% |
True |
False |
1,274,894 |
40 |
6,013.00 |
5,658.00 |
355.00 |
5.9% |
60.50 |
1.0% |
97% |
True |
False |
1,328,819 |
60 |
6,013.00 |
5,451.25 |
561.75 |
9.4% |
66.50 |
1.1% |
98% |
True |
False |
898,383 |
80 |
6,013.00 |
5,168.50 |
844.50 |
14.1% |
76.25 |
1.3% |
99% |
True |
False |
675,001 |
100 |
6,013.00 |
5,168.50 |
844.50 |
14.1% |
70.50 |
1.2% |
99% |
True |
False |
540,278 |
120 |
6,013.00 |
5,168.50 |
844.50 |
14.1% |
67.25 |
1.1% |
99% |
True |
False |
450,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,276.50 |
2.618 |
6,175.25 |
1.618 |
6,113.25 |
1.000 |
6,075.00 |
0.618 |
6,051.25 |
HIGH |
6,013.00 |
0.618 |
5,989.25 |
0.500 |
5,982.00 |
0.382 |
5,974.75 |
LOW |
5,951.00 |
0.618 |
5,912.75 |
1.000 |
5,889.00 |
1.618 |
5,850.75 |
2.618 |
5,788.75 |
4.250 |
5,687.50 |
|
|
Fisher Pivots for day following 07-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,996.50 |
5,960.50 |
PP |
5,989.25 |
5,917.25 |
S1 |
5,982.00 |
5,874.00 |
|