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 |
20,071.00 |
20,138.00 |
67.00 |
0.3% |
20,525.50 |
High |
20,288.00 |
20,248.50 |
-39.50 |
-0.2% |
20,788.50 |
Low |
20,017.00 |
20,013.00 |
-4.00 |
0.0% |
20,008.50 |
Close |
20,153.25 |
20,086.00 |
-67.25 |
-0.3% |
20,153.25 |
Range |
271.00 |
235.50 |
-35.50 |
-13.1% |
780.00 |
ATR |
312.52 |
307.02 |
-5.50 |
-1.8% |
0.00 |
Volume |
554,025 |
520,521 |
-33,504 |
-6.0% |
2,688,251 |
|
Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,822.25 |
20,689.75 |
20,215.50 |
|
R3 |
20,586.75 |
20,454.25 |
20,150.75 |
|
R2 |
20,351.25 |
20,351.25 |
20,129.25 |
|
R1 |
20,218.75 |
20,218.75 |
20,107.50 |
20,167.25 |
PP |
20,115.75 |
20,115.75 |
20,115.75 |
20,090.00 |
S1 |
19,983.25 |
19,983.25 |
20,064.50 |
19,931.75 |
S2 |
19,880.25 |
19,880.25 |
20,042.75 |
|
S3 |
19,644.75 |
19,747.75 |
20,021.25 |
|
S4 |
19,409.25 |
19,512.25 |
19,956.50 |
|
|
Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,656.75 |
22,185.00 |
20,582.25 |
|
R3 |
21,876.75 |
21,405.00 |
20,367.75 |
|
R2 |
21,096.75 |
21,096.75 |
20,296.25 |
|
R1 |
20,625.00 |
20,625.00 |
20,224.75 |
20,471.00 |
PP |
20,316.75 |
20,316.75 |
20,316.75 |
20,239.75 |
S1 |
19,845.00 |
19,845.00 |
20,081.75 |
19,691.00 |
S2 |
19,536.75 |
19,536.75 |
20,010.25 |
|
S3 |
18,756.75 |
19,065.00 |
19,938.75 |
|
S4 |
17,976.75 |
18,285.00 |
19,724.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,788.50 |
20,008.50 |
780.00 |
3.9% |
327.50 |
1.6% |
10% |
False |
False |
555,730 |
10 |
20,788.50 |
20,008.50 |
780.00 |
3.9% |
304.50 |
1.5% |
10% |
False |
False |
535,273 |
20 |
20,788.50 |
19,902.50 |
886.00 |
4.4% |
288.75 |
1.4% |
21% |
False |
False |
488,373 |
40 |
20,788.50 |
18,773.25 |
2,015.25 |
10.0% |
303.00 |
1.5% |
65% |
False |
False |
447,180 |
60 |
20,788.50 |
18,562.00 |
2,226.50 |
11.1% |
328.00 |
1.6% |
68% |
False |
False |
299,123 |
80 |
21,049.00 |
17,552.75 |
3,496.25 |
17.4% |
377.00 |
1.9% |
72% |
False |
False |
224,912 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
355.00 |
1.8% |
69% |
False |
False |
180,094 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
333.50 |
1.7% |
69% |
False |
False |
150,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,249.50 |
2.618 |
20,865.00 |
1.618 |
20,629.50 |
1.000 |
20,484.00 |
0.618 |
20,394.00 |
HIGH |
20,248.50 |
0.618 |
20,158.50 |
0.500 |
20,130.75 |
0.382 |
20,103.00 |
LOW |
20,013.00 |
0.618 |
19,867.50 |
1.000 |
19,777.50 |
1.618 |
19,632.00 |
2.618 |
19,396.50 |
4.250 |
19,012.00 |
|
|
Fisher Pivots for day following 04-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
20,130.75 |
20,252.00 |
PP |
20,115.75 |
20,196.75 |
S1 |
20,101.00 |
20,141.50 |
|