| 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 |
5,963.50 |
6,007.75 |
44.25 |
0.7% |
5,741.75 |
| High |
6,013.00 |
6,040.50 |
27.50 |
0.5% |
6,040.50 |
| Low |
5,951.00 |
5,990.25 |
39.25 |
0.7% |
5,724.25 |
| Close |
6,003.75 |
6,025.25 |
21.50 |
0.4% |
6,025.25 |
| Range |
62.00 |
50.25 |
-11.75 |
-19.0% |
316.25 |
| ATR |
69.66 |
68.27 |
-1.39 |
-2.0% |
0.00 |
| Volume |
1,285,585 |
1,184,512 |
-101,073 |
-7.9% |
7,025,836 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,169.50 |
6,147.50 |
6,053.00 |
|
| R3 |
6,119.25 |
6,097.25 |
6,039.00 |
|
| R2 |
6,069.00 |
6,069.00 |
6,034.50 |
|
| R1 |
6,047.00 |
6,047.00 |
6,029.75 |
6,058.00 |
| PP |
6,018.75 |
6,018.75 |
6,018.75 |
6,024.00 |
| S1 |
5,996.75 |
5,996.75 |
6,020.75 |
6,007.75 |
| S2 |
5,968.50 |
5,968.50 |
6,016.00 |
|
| S3 |
5,918.25 |
5,946.50 |
6,011.50 |
|
| S4 |
5,868.00 |
5,896.25 |
5,997.50 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,878.75 |
6,768.25 |
6,199.25 |
|
| R3 |
6,562.50 |
6,452.00 |
6,112.25 |
|
| R2 |
6,246.25 |
6,246.25 |
6,083.25 |
|
| R1 |
6,135.75 |
6,135.75 |
6,054.25 |
6,191.00 |
| PP |
5,930.00 |
5,930.00 |
5,930.00 |
5,957.50 |
| S1 |
5,819.50 |
5,819.50 |
5,996.25 |
5,874.75 |
| S2 |
5,613.75 |
5,613.75 |
5,967.25 |
|
| S3 |
5,297.50 |
5,503.25 |
5,938.25 |
|
| S4 |
4,981.25 |
5,187.00 |
5,851.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,040.50 |
5,724.25 |
316.25 |
5.2% |
81.00 |
1.3% |
95% |
True |
False |
1,405,167 |
| 10 |
6,040.50 |
5,724.25 |
316.25 |
5.2% |
71.25 |
1.2% |
95% |
True |
False |
1,415,174 |
| 20 |
6,040.50 |
5,724.25 |
316.25 |
5.2% |
64.00 |
1.1% |
95% |
True |
False |
1,282,678 |
| 40 |
6,040.50 |
5,669.50 |
371.00 |
6.2% |
60.50 |
1.0% |
96% |
True |
False |
1,335,825 |
| 60 |
6,040.50 |
5,451.25 |
589.25 |
9.8% |
65.50 |
1.1% |
97% |
True |
False |
918,058 |
| 80 |
6,040.50 |
5,168.50 |
872.00 |
14.5% |
75.50 |
1.3% |
98% |
True |
False |
689,769 |
| 100 |
6,040.50 |
5,168.50 |
872.00 |
14.5% |
70.75 |
1.2% |
98% |
True |
False |
552,112 |
| 120 |
6,040.50 |
5,168.50 |
872.00 |
14.5% |
67.50 |
1.1% |
98% |
True |
False |
460,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,254.00 |
|
2.618 |
6,172.00 |
|
1.618 |
6,121.75 |
|
1.000 |
6,090.75 |
|
0.618 |
6,071.50 |
|
HIGH |
6,040.50 |
|
0.618 |
6,021.25 |
|
0.500 |
6,015.50 |
|
0.382 |
6,009.50 |
|
LOW |
5,990.25 |
|
0.618 |
5,959.25 |
|
1.000 |
5,940.00 |
|
1.618 |
5,909.00 |
|
2.618 |
5,858.75 |
|
4.250 |
5,776.75 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,022.00 |
5,992.75 |
| PP |
6,018.75 |
5,960.25 |
| S1 |
6,015.50 |
5,927.50 |
|