| 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 |
2,206.2 |
2,214.0 |
7.8 |
0.4% |
2,225.7 |
| High |
2,240.0 |
2,247.8 |
7.8 |
0.3% |
2,277.4 |
| Low |
2,198.4 |
2,203.3 |
4.9 |
0.2% |
2,198.4 |
| Close |
2,220.6 |
2,231.1 |
10.5 |
0.5% |
2,220.6 |
| Range |
41.6 |
44.5 |
2.9 |
7.0% |
79.0 |
| ATR |
38.4 |
38.9 |
0.4 |
1.1% |
0.0 |
| Volume |
142,641 |
160,159 |
17,518 |
12.3% |
718,855 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,360.9 |
2,340.5 |
2,255.6 |
|
| R3 |
2,316.4 |
2,296.0 |
2,243.3 |
|
| R2 |
2,271.9 |
2,271.9 |
2,239.3 |
|
| R1 |
2,251.5 |
2,251.5 |
2,235.2 |
2,261.7 |
| PP |
2,227.4 |
2,227.4 |
2,227.4 |
2,232.5 |
| S1 |
2,207.0 |
2,207.0 |
2,227.0 |
2,217.2 |
| S2 |
2,182.9 |
2,182.9 |
2,222.9 |
|
| S3 |
2,138.4 |
2,162.5 |
2,218.9 |
|
| S4 |
2,093.9 |
2,118.0 |
2,206.6 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.1 |
2,423.9 |
2,264.1 |
|
| R3 |
2,390.1 |
2,344.9 |
2,242.3 |
|
| R2 |
2,311.1 |
2,311.1 |
2,235.1 |
|
| R1 |
2,265.9 |
2,265.9 |
2,227.8 |
2,249.0 |
| PP |
2,232.1 |
2,232.1 |
2,232.1 |
2,223.7 |
| S1 |
2,186.9 |
2,186.9 |
2,213.4 |
2,170.0 |
| S2 |
2,153.1 |
2,153.1 |
2,206.1 |
|
| S3 |
2,074.1 |
2,107.9 |
2,198.9 |
|
| S4 |
1,995.1 |
2,028.9 |
2,177.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,277.4 |
2,198.4 |
79.0 |
3.5% |
41.6 |
1.9% |
41% |
False |
False |
151,171 |
| 10 |
2,277.4 |
2,198.4 |
79.0 |
3.5% |
37.0 |
1.7% |
41% |
False |
False |
134,633 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
36.6 |
1.6% |
38% |
False |
False |
136,323 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.5% |
39.1 |
1.8% |
66% |
False |
False |
148,654 |
| 60 |
2,311.4 |
2,077.7 |
233.7 |
10.5% |
40.3 |
1.8% |
66% |
False |
False |
99,493 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
46.5 |
2.1% |
66% |
False |
False |
74,773 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
42.6 |
1.9% |
66% |
False |
False |
59,840 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
35.7 |
1.6% |
66% |
False |
False |
49,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,436.9 |
|
2.618 |
2,364.3 |
|
1.618 |
2,319.8 |
|
1.000 |
2,292.3 |
|
0.618 |
2,275.3 |
|
HIGH |
2,247.8 |
|
0.618 |
2,230.8 |
|
0.500 |
2,225.6 |
|
0.382 |
2,220.3 |
|
LOW |
2,203.3 |
|
0.618 |
2,175.8 |
|
1.000 |
2,158.8 |
|
1.618 |
2,131.3 |
|
2.618 |
2,086.8 |
|
4.250 |
2,014.2 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,229.3 |
2,229.8 |
| PP |
2,227.4 |
2,228.5 |
| S1 |
2,225.6 |
2,227.2 |
|