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 |
20,138.00 |
20,130.75 |
-7.25 |
0.0% |
20,525.50 |
High |
20,248.50 |
20,385.50 |
137.00 |
0.7% |
20,788.50 |
Low |
20,013.00 |
20,041.75 |
28.75 |
0.1% |
20,008.50 |
Close |
20,086.00 |
20,341.75 |
255.75 |
1.3% |
20,153.25 |
Range |
235.50 |
343.75 |
108.25 |
46.0% |
780.00 |
ATR |
307.02 |
309.64 |
2.62 |
0.9% |
0.00 |
Volume |
520,521 |
450,115 |
-70,406 |
-13.5% |
2,688,251 |
|
Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,287.50 |
21,158.50 |
20,530.75 |
|
R3 |
20,943.75 |
20,814.75 |
20,436.25 |
|
R2 |
20,600.00 |
20,600.00 |
20,404.75 |
|
R1 |
20,471.00 |
20,471.00 |
20,373.25 |
20,535.50 |
PP |
20,256.25 |
20,256.25 |
20,256.25 |
20,288.50 |
S1 |
20,127.25 |
20,127.25 |
20,310.25 |
20,191.75 |
S2 |
19,912.50 |
19,912.50 |
20,278.75 |
|
S3 |
19,568.75 |
19,783.50 |
20,247.25 |
|
S4 |
19,225.00 |
19,439.75 |
20,152.75 |
|
|
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 |
3.8% |
330.75 |
1.6% |
43% |
False |
False |
546,149 |
10 |
20,788.50 |
20,008.50 |
780.00 |
3.8% |
314.50 |
1.5% |
43% |
False |
False |
532,653 |
20 |
20,788.50 |
20,008.50 |
780.00 |
3.8% |
284.50 |
1.4% |
43% |
False |
False |
488,641 |
40 |
20,788.50 |
18,773.25 |
2,015.25 |
9.9% |
304.00 |
1.5% |
78% |
False |
False |
458,218 |
60 |
20,788.50 |
18,562.00 |
2,226.50 |
10.9% |
329.50 |
1.6% |
80% |
False |
False |
306,605 |
80 |
20,936.75 |
17,552.75 |
3,384.00 |
16.6% |
377.75 |
1.9% |
82% |
False |
False |
230,526 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
356.75 |
1.8% |
76% |
False |
False |
184,593 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
333.75 |
1.6% |
76% |
False |
False |
153,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,846.50 |
2.618 |
21,285.50 |
1.618 |
20,941.75 |
1.000 |
20,729.25 |
0.618 |
20,598.00 |
HIGH |
20,385.50 |
0.618 |
20,254.25 |
0.500 |
20,213.50 |
0.382 |
20,173.00 |
LOW |
20,041.75 |
0.618 |
19,829.25 |
1.000 |
19,698.00 |
1.618 |
19,485.50 |
2.618 |
19,141.75 |
4.250 |
18,580.75 |
|
|
Fisher Pivots for day following 05-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
20,299.00 |
20,294.25 |
PP |
20,256.25 |
20,246.75 |
S1 |
20,213.50 |
20,199.25 |
|