| 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 |
8,187.5 |
8,186.5 |
-1.0 |
0.0% |
8,279.0 |
| High |
8,257.5 |
8,231.5 |
-26.0 |
-0.3% |
8,352.5 |
| Low |
8,180.0 |
8,163.0 |
-17.0 |
-0.2% |
8,088.5 |
| Close |
8,209.0 |
8,190.5 |
-18.5 |
-0.2% |
8,198.0 |
| Range |
77.5 |
68.5 |
-9.0 |
-11.6% |
264.0 |
| ATR |
86.7 |
85.4 |
-1.3 |
-1.5% |
0.0 |
| Volume |
59,845 |
57,153 |
-2,692 |
-4.5% |
486,175 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,400.5 |
8,364.0 |
8,228.0 |
|
| R3 |
8,332.0 |
8,295.5 |
8,209.5 |
|
| R2 |
8,263.5 |
8,263.5 |
8,203.0 |
|
| R1 |
8,227.0 |
8,227.0 |
8,197.0 |
8,245.0 |
| PP |
8,195.0 |
8,195.0 |
8,195.0 |
8,204.0 |
| S1 |
8,158.5 |
8,158.5 |
8,184.0 |
8,177.0 |
| S2 |
8,126.5 |
8,126.5 |
8,178.0 |
|
| S3 |
8,058.0 |
8,090.0 |
8,171.5 |
|
| S4 |
7,989.5 |
8,021.5 |
8,153.0 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,005.0 |
8,865.5 |
8,343.0 |
|
| R3 |
8,741.0 |
8,601.5 |
8,270.5 |
|
| R2 |
8,477.0 |
8,477.0 |
8,246.5 |
|
| R1 |
8,337.5 |
8,337.5 |
8,222.0 |
8,275.0 |
| PP |
8,213.0 |
8,213.0 |
8,213.0 |
8,182.0 |
| S1 |
8,073.5 |
8,073.5 |
8,174.0 |
8,011.0 |
| S2 |
7,949.0 |
7,949.0 |
8,149.5 |
|
| S3 |
7,685.0 |
7,809.5 |
8,125.5 |
|
| S4 |
7,421.0 |
7,545.5 |
8,053.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,257.5 |
8,088.5 |
169.0 |
2.1% |
81.0 |
1.0% |
60% |
False |
False |
88,035 |
| 10 |
8,367.0 |
8,088.5 |
278.5 |
3.4% |
87.0 |
1.1% |
37% |
False |
False |
79,611 |
| 20 |
8,435.0 |
8,088.5 |
346.5 |
4.2% |
84.5 |
1.0% |
29% |
False |
False |
77,282 |
| 40 |
8,435.0 |
8,088.5 |
346.5 |
4.2% |
83.5 |
1.0% |
29% |
False |
False |
86,615 |
| 60 |
8,497.5 |
8,088.5 |
409.0 |
5.0% |
67.5 |
0.8% |
25% |
False |
False |
57,970 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.6% |
70.0 |
0.9% |
43% |
False |
False |
43,482 |
| 100 |
8,497.5 |
7,957.0 |
540.5 |
6.6% |
63.0 |
0.8% |
43% |
False |
False |
34,788 |
| 120 |
8,534.5 |
7,957.0 |
577.5 |
7.1% |
53.0 |
0.6% |
40% |
False |
False |
28,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,522.5 |
|
2.618 |
8,411.0 |
|
1.618 |
8,342.5 |
|
1.000 |
8,300.0 |
|
0.618 |
8,274.0 |
|
HIGH |
8,231.5 |
|
0.618 |
8,205.5 |
|
0.500 |
8,197.0 |
|
0.382 |
8,189.0 |
|
LOW |
8,163.0 |
|
0.618 |
8,120.5 |
|
1.000 |
8,094.5 |
|
1.618 |
8,052.0 |
|
2.618 |
7,983.5 |
|
4.250 |
7,872.0 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,197.0 |
8,191.0 |
| PP |
8,195.0 |
8,190.5 |
| S1 |
8,193.0 |
8,190.5 |
|