| 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 |
2,230.8 |
2,280.8 |
50.0 |
2.2% |
2,225.7 |
| High |
2,281.8 |
2,423.9 |
142.1 |
6.2% |
2,277.4 |
| Low |
2,220.0 |
2,272.0 |
52.0 |
2.3% |
2,198.4 |
| Close |
2,273.1 |
2,405.8 |
132.7 |
5.8% |
2,220.6 |
| Range |
61.8 |
151.9 |
90.1 |
145.8% |
79.0 |
| ATR |
40.5 |
48.4 |
8.0 |
19.7% |
0.0 |
| Volume |
125,338 |
437,289 |
311,951 |
248.9% |
718,855 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,822.9 |
2,766.3 |
2,489.3 |
|
| R3 |
2,671.0 |
2,614.4 |
2,447.6 |
|
| R2 |
2,519.1 |
2,519.1 |
2,433.6 |
|
| R1 |
2,462.5 |
2,462.5 |
2,419.7 |
2,490.8 |
| PP |
2,367.2 |
2,367.2 |
2,367.2 |
2,381.4 |
| S1 |
2,310.6 |
2,310.6 |
2,391.9 |
2,338.9 |
| S2 |
2,215.3 |
2,215.3 |
2,378.0 |
|
| S3 |
2,063.4 |
2,158.7 |
2,364.0 |
|
| S4 |
1,911.5 |
2,006.8 |
2,322.3 |
|
|
| 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 |
2,423.9 |
2,198.4 |
225.5 |
9.4% |
70.6 |
2.9% |
92% |
True |
False |
208,592 |
| 10 |
2,423.9 |
2,198.4 |
225.5 |
9.4% |
52.0 |
2.2% |
92% |
True |
False |
167,122 |
| 20 |
2,423.9 |
2,181.5 |
242.4 |
10.1% |
44.6 |
1.9% |
93% |
True |
False |
151,664 |
| 40 |
2,423.9 |
2,120.5 |
303.4 |
12.6% |
42.3 |
1.8% |
94% |
True |
False |
162,422 |
| 60 |
2,423.9 |
2,077.7 |
346.2 |
14.4% |
42.6 |
1.8% |
95% |
True |
False |
108,860 |
| 80 |
2,423.9 |
2,010.8 |
413.1 |
17.2% |
47.5 |
2.0% |
96% |
True |
False |
81,797 |
| 100 |
2,423.9 |
2,010.8 |
413.1 |
17.2% |
44.6 |
1.9% |
96% |
True |
False |
65,466 |
| 120 |
2,423.9 |
2,010.8 |
413.1 |
17.2% |
37.4 |
1.6% |
96% |
True |
False |
54,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,069.5 |
|
2.618 |
2,821.6 |
|
1.618 |
2,669.7 |
|
1.000 |
2,575.8 |
|
0.618 |
2,517.8 |
|
HIGH |
2,423.9 |
|
0.618 |
2,365.9 |
|
0.500 |
2,348.0 |
|
0.382 |
2,330.0 |
|
LOW |
2,272.0 |
|
0.618 |
2,178.1 |
|
1.000 |
2,120.1 |
|
1.618 |
2,026.2 |
|
2.618 |
1,874.3 |
|
4.250 |
1,626.4 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,386.5 |
2,375.1 |
| PP |
2,367.2 |
2,344.3 |
| S1 |
2,348.0 |
2,313.6 |
|