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 |
20,130.75 |
20,360.50 |
229.75 |
1.1% |
20,525.50 |
High |
20,385.50 |
20,935.25 |
549.75 |
2.7% |
20,788.50 |
Low |
20,041.75 |
20,323.50 |
281.75 |
1.4% |
20,008.50 |
Close |
20,341.75 |
20,894.00 |
552.25 |
2.7% |
20,153.25 |
Range |
343.75 |
611.75 |
268.00 |
78.0% |
780.00 |
ATR |
309.64 |
331.22 |
21.58 |
7.0% |
0.00 |
Volume |
450,115 |
632,408 |
182,293 |
40.5% |
2,688,251 |
|
Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,552.75 |
22,335.25 |
21,230.50 |
|
R3 |
21,941.00 |
21,723.50 |
21,062.25 |
|
R2 |
21,329.25 |
21,329.25 |
21,006.25 |
|
R1 |
21,111.75 |
21,111.75 |
20,950.00 |
21,220.50 |
PP |
20,717.50 |
20,717.50 |
20,717.50 |
20,772.00 |
S1 |
20,500.00 |
20,500.00 |
20,838.00 |
20,608.75 |
S2 |
20,105.75 |
20,105.75 |
20,781.75 |
|
S3 |
19,494.00 |
19,888.25 |
20,725.75 |
|
S4 |
18,882.25 |
19,276.50 |
20,557.50 |
|
|
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 |
20,935.25 |
20,008.50 |
926.75 |
4.4% |
389.75 |
1.9% |
96% |
True |
False |
568,749 |
10 |
20,935.25 |
20,008.50 |
926.75 |
4.4% |
329.50 |
1.6% |
96% |
True |
False |
533,977 |
20 |
20,935.25 |
20,008.50 |
926.75 |
4.4% |
301.00 |
1.4% |
96% |
True |
False |
499,199 |
40 |
20,935.25 |
19,418.25 |
1,517.00 |
7.3% |
300.75 |
1.4% |
97% |
True |
False |
473,486 |
60 |
20,935.25 |
18,562.00 |
2,373.25 |
11.4% |
331.50 |
1.6% |
98% |
True |
False |
317,124 |
80 |
20,935.25 |
17,552.75 |
3,382.50 |
16.2% |
382.75 |
1.8% |
99% |
True |
False |
238,417 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
17.6% |
361.00 |
1.7% |
91% |
False |
False |
190,915 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
17.6% |
338.00 |
1.6% |
91% |
False |
False |
159,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,535.25 |
2.618 |
22,536.75 |
1.618 |
21,925.00 |
1.000 |
21,547.00 |
0.618 |
21,313.25 |
HIGH |
20,935.25 |
0.618 |
20,701.50 |
0.500 |
20,629.50 |
0.382 |
20,557.25 |
LOW |
20,323.50 |
0.618 |
19,945.50 |
1.000 |
19,711.75 |
1.618 |
19,333.75 |
2.618 |
18,722.00 |
4.250 |
17,723.50 |
|
|
Fisher Pivots for day following 06-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
20,805.75 |
20,754.00 |
PP |
20,717.50 |
20,614.00 |
S1 |
20,629.50 |
20,474.00 |
|