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 |
19,210.0 |
19,387.0 |
177.0 |
0.9% |
19,591.0 |
High |
19,393.0 |
19,650.0 |
257.0 |
1.3% |
19,747.0 |
Low |
19,188.0 |
19,086.0 |
-102.0 |
-0.5% |
19,097.0 |
Close |
19,341.0 |
19,121.0 |
-220.0 |
-1.1% |
19,344.0 |
Range |
205.0 |
564.0 |
359.0 |
175.1% |
650.0 |
ATR |
217.7 |
242.5 |
24.7 |
11.4% |
0.0 |
Volume |
28,207 |
63,712 |
35,505 |
125.9% |
210,965 |
|
Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,977.7 |
20,613.3 |
19,431.2 |
|
R3 |
20,413.7 |
20,049.3 |
19,276.1 |
|
R2 |
19,849.7 |
19,849.7 |
19,224.4 |
|
R1 |
19,485.3 |
19,485.3 |
19,172.7 |
19,385.5 |
PP |
19,285.7 |
19,285.7 |
19,285.7 |
19,235.8 |
S1 |
18,921.3 |
18,921.3 |
19,069.3 |
18,821.5 |
S2 |
18,721.7 |
18,721.7 |
19,017.6 |
|
S3 |
18,157.7 |
18,357.3 |
18,965.9 |
|
S4 |
17,593.7 |
17,793.3 |
18,810.8 |
|
|
Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,346.0 |
20,995.0 |
19,701.5 |
|
R3 |
20,696.0 |
20,345.0 |
19,522.8 |
|
R2 |
20,046.0 |
20,046.0 |
19,463.2 |
|
R1 |
19,695.0 |
19,695.0 |
19,403.6 |
19,545.5 |
PP |
19,396.0 |
19,396.0 |
19,396.0 |
19,321.3 |
S1 |
19,045.0 |
19,045.0 |
19,284.4 |
18,895.5 |
S2 |
18,746.0 |
18,746.0 |
19,224.8 |
|
S3 |
18,096.0 |
18,395.0 |
19,165.3 |
|
S4 |
17,446.0 |
17,745.0 |
18,986.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,650.0 |
19,086.0 |
564.0 |
2.9% |
289.6 |
1.5% |
6% |
True |
True |
41,174 |
10 |
19,747.0 |
19,086.0 |
661.0 |
3.5% |
252.0 |
1.3% |
5% |
False |
True |
40,117 |
20 |
19,802.0 |
19,086.0 |
716.0 |
3.7% |
223.3 |
1.2% |
5% |
False |
True |
38,005 |
40 |
19,802.0 |
18,568.0 |
1,234.0 |
6.5% |
225.2 |
1.2% |
45% |
False |
False |
36,890 |
60 |
19,802.0 |
18,113.0 |
1,689.0 |
8.8% |
192.6 |
1.0% |
60% |
False |
False |
24,667 |
80 |
19,802.0 |
17,265.0 |
2,537.0 |
13.3% |
176.9 |
0.9% |
73% |
False |
False |
18,505 |
100 |
19,802.0 |
17,265.0 |
2,537.0 |
13.3% |
149.1 |
0.8% |
73% |
False |
False |
14,805 |
120 |
19,802.0 |
17,265.0 |
2,537.0 |
13.3% |
126.6 |
0.7% |
73% |
False |
False |
12,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,047.0 |
2.618 |
21,126.6 |
1.618 |
20,562.6 |
1.000 |
20,214.0 |
0.618 |
19,998.6 |
HIGH |
19,650.0 |
0.618 |
19,434.6 |
0.500 |
19,368.0 |
0.382 |
19,301.4 |
LOW |
19,086.0 |
0.618 |
18,737.4 |
1.000 |
18,522.0 |
1.618 |
18,173.4 |
2.618 |
17,609.4 |
4.250 |
16,689.0 |
|
|
Fisher Pivots for day following 06-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
19,368.0 |
19,368.0 |
PP |
19,285.7 |
19,285.7 |
S1 |
19,203.3 |
19,203.3 |
|