| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,280.8 |
2,404.1 |
123.3 |
5.4% |
2,225.7 |
| High |
2,423.9 |
2,424.5 |
0.6 |
0.0% |
2,277.4 |
| Low |
2,272.0 |
2,386.5 |
114.5 |
5.0% |
2,198.4 |
| Close |
2,405.8 |
2,395.7 |
-10.1 |
-0.4% |
2,220.6 |
| Range |
151.9 |
38.0 |
-113.9 |
-75.0% |
79.0 |
| ATR |
48.4 |
47.7 |
-0.7 |
-1.5% |
0.0 |
| Volume |
437,289 |
213,648 |
-223,641 |
-51.1% |
718,855 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.2 |
2,494.0 |
2,416.6 |
|
| R3 |
2,478.2 |
2,456.0 |
2,406.2 |
|
| R2 |
2,440.2 |
2,440.2 |
2,402.7 |
|
| R1 |
2,418.0 |
2,418.0 |
2,399.2 |
2,410.1 |
| PP |
2,402.2 |
2,402.2 |
2,402.2 |
2,398.3 |
| S1 |
2,380.0 |
2,380.0 |
2,392.2 |
2,372.1 |
| S2 |
2,364.2 |
2,364.2 |
2,388.7 |
|
| S3 |
2,326.2 |
2,342.0 |
2,385.3 |
|
| S4 |
2,288.2 |
2,304.0 |
2,374.8 |
|
|
| 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 |
2,424.5 |
2,198.4 |
226.1 |
9.4% |
67.6 |
2.8% |
87% |
True |
False |
215,815 |
| 10 |
2,424.5 |
2,198.4 |
226.1 |
9.4% |
53.2 |
2.2% |
87% |
True |
False |
177,402 |
| 20 |
2,424.5 |
2,194.1 |
230.4 |
9.6% |
44.4 |
1.9% |
88% |
True |
False |
153,938 |
| 40 |
2,424.5 |
2,153.8 |
270.7 |
11.3% |
42.2 |
1.8% |
89% |
True |
False |
167,018 |
| 60 |
2,424.5 |
2,077.7 |
346.8 |
14.5% |
42.3 |
1.8% |
92% |
True |
False |
112,412 |
| 80 |
2,424.5 |
2,010.8 |
413.7 |
17.3% |
47.4 |
2.0% |
93% |
True |
False |
84,465 |
| 100 |
2,424.5 |
2,010.8 |
413.7 |
17.3% |
44.7 |
1.9% |
93% |
True |
False |
67,603 |
| 120 |
2,424.5 |
2,010.8 |
413.7 |
17.3% |
37.7 |
1.6% |
93% |
True |
False |
56,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.0 |
|
2.618 |
2,524.0 |
|
1.618 |
2,486.0 |
|
1.000 |
2,462.5 |
|
0.618 |
2,448.0 |
|
HIGH |
2,424.5 |
|
0.618 |
2,410.0 |
|
0.500 |
2,405.5 |
|
0.382 |
2,401.0 |
|
LOW |
2,386.5 |
|
0.618 |
2,363.0 |
|
1.000 |
2,348.5 |
|
1.618 |
2,325.0 |
|
2.618 |
2,287.0 |
|
4.250 |
2,225.0 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.5 |
2,371.2 |
| PP |
2,402.2 |
2,346.7 |
| S1 |
2,399.0 |
2,322.3 |
|