| 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 |
2,214.0 |
2,230.8 |
16.8 |
0.8% |
2,225.7 |
| High |
2,247.8 |
2,281.8 |
34.0 |
1.5% |
2,277.4 |
| Low |
2,203.3 |
2,220.0 |
16.7 |
0.8% |
2,198.4 |
| Close |
2,231.1 |
2,273.1 |
42.0 |
1.9% |
2,220.6 |
| Range |
44.5 |
61.8 |
17.3 |
38.9% |
79.0 |
| ATR |
38.9 |
40.5 |
1.6 |
4.2% |
0.0 |
| Volume |
160,159 |
125,338 |
-34,821 |
-21.7% |
718,855 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,443.7 |
2,420.2 |
2,307.1 |
|
| R3 |
2,381.9 |
2,358.4 |
2,290.1 |
|
| R2 |
2,320.1 |
2,320.1 |
2,284.4 |
|
| R1 |
2,296.6 |
2,296.6 |
2,278.8 |
2,308.4 |
| PP |
2,258.3 |
2,258.3 |
2,258.3 |
2,264.2 |
| S1 |
2,234.8 |
2,234.8 |
2,267.4 |
2,246.6 |
| S2 |
2,196.5 |
2,196.5 |
2,261.8 |
|
| S3 |
2,134.7 |
2,173.0 |
2,256.1 |
|
| S4 |
2,072.9 |
2,111.2 |
2,239.1 |
|
|
| 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 |
2,281.8 |
2,198.4 |
83.4 |
3.7% |
47.7 |
2.1% |
90% |
True |
False |
150,610 |
| 10 |
2,281.8 |
2,198.4 |
83.4 |
3.7% |
40.9 |
1.8% |
90% |
True |
False |
136,092 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.7% |
38.7 |
1.7% |
71% |
False |
False |
136,513 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.3% |
39.8 |
1.8% |
84% |
False |
False |
151,702 |
| 60 |
2,311.4 |
2,077.7 |
233.7 |
10.3% |
40.9 |
1.8% |
84% |
False |
False |
101,578 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.6% |
46.6 |
2.1% |
79% |
False |
False |
76,337 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.6% |
43.2 |
1.9% |
79% |
False |
False |
61,093 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.6% |
36.2 |
1.6% |
79% |
False |
False |
50,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.5 |
|
2.618 |
2,443.6 |
|
1.618 |
2,381.8 |
|
1.000 |
2,343.6 |
|
0.618 |
2,320.0 |
|
HIGH |
2,281.8 |
|
0.618 |
2,258.2 |
|
0.500 |
2,250.9 |
|
0.382 |
2,243.6 |
|
LOW |
2,220.0 |
|
0.618 |
2,181.8 |
|
1.000 |
2,158.2 |
|
1.618 |
2,120.0 |
|
2.618 |
2,058.2 |
|
4.250 |
1,957.4 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,265.7 |
2,262.1 |
| PP |
2,258.3 |
2,251.1 |
| S1 |
2,250.9 |
2,240.1 |
|