| 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 |
2,768.4 |
2,770.3 |
1.9 |
0.1% |
2,775.5 |
| High |
2,782.0 |
2,784.2 |
2.2 |
0.1% |
2,826.3 |
| Low |
2,764.9 |
2,758.2 |
-6.7 |
-0.2% |
2,761.9 |
| Close |
2,770.9 |
2,774.6 |
3.7 |
0.1% |
2,773.9 |
| Range |
17.1 |
26.0 |
8.9 |
52.0% |
64.4 |
| ATR |
31.1 |
30.8 |
-0.4 |
-1.2% |
0.0 |
| Volume |
14,108 |
20,418 |
6,310 |
44.7% |
83,159 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.3 |
2,838.5 |
2,788.9 |
|
| R3 |
2,824.3 |
2,812.5 |
2,781.8 |
|
| R2 |
2,798.3 |
2,798.3 |
2,779.4 |
|
| R1 |
2,786.5 |
2,786.5 |
2,777.0 |
2,792.4 |
| PP |
2,772.3 |
2,772.3 |
2,772.3 |
2,775.3 |
| S1 |
2,760.5 |
2,760.5 |
2,772.2 |
2,766.4 |
| S2 |
2,746.3 |
2,746.3 |
2,769.8 |
|
| S3 |
2,720.3 |
2,734.5 |
2,767.5 |
|
| S4 |
2,694.3 |
2,708.5 |
2,760.3 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.6 |
2,941.6 |
2,809.3 |
|
| R3 |
2,916.2 |
2,877.2 |
2,791.6 |
|
| R2 |
2,851.8 |
2,851.8 |
2,785.7 |
|
| R1 |
2,812.8 |
2,812.8 |
2,779.8 |
2,800.1 |
| PP |
2,787.4 |
2,787.4 |
2,787.4 |
2,781.0 |
| S1 |
2,748.4 |
2,748.4 |
2,768.0 |
2,735.7 |
| S2 |
2,723.0 |
2,723.0 |
2,762.1 |
|
| S3 |
2,658.6 |
2,684.0 |
2,756.2 |
|
| S4 |
2,594.2 |
2,619.6 |
2,738.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,826.3 |
2,758.2 |
68.1 |
2.5% |
30.1 |
1.1% |
24% |
False |
True |
18,270 |
| 10 |
2,826.3 |
2,746.4 |
79.9 |
2.9% |
31.5 |
1.1% |
35% |
False |
False |
14,906 |
| 20 |
2,826.3 |
2,642.5 |
183.8 |
6.6% |
29.4 |
1.1% |
72% |
False |
False |
12,429 |
| 40 |
2,826.3 |
2,550.8 |
275.5 |
9.9% |
31.3 |
1.1% |
81% |
False |
False |
9,360 |
| 60 |
2,826.3 |
2,492.0 |
334.3 |
12.0% |
31.2 |
1.1% |
85% |
False |
False |
7,026 |
| 80 |
2,826.3 |
2,421.2 |
405.1 |
14.6% |
33.2 |
1.2% |
87% |
False |
False |
5,815 |
| 100 |
2,826.3 |
2,372.6 |
453.7 |
16.4% |
32.5 |
1.2% |
89% |
False |
False |
4,995 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.4% |
32.9 |
1.2% |
89% |
False |
False |
4,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,894.7 |
|
2.618 |
2,852.3 |
|
1.618 |
2,826.3 |
|
1.000 |
2,810.2 |
|
0.618 |
2,800.3 |
|
HIGH |
2,784.2 |
|
0.618 |
2,774.3 |
|
0.500 |
2,771.2 |
|
0.382 |
2,768.1 |
|
LOW |
2,758.2 |
|
0.618 |
2,742.1 |
|
1.000 |
2,732.2 |
|
1.618 |
2,716.1 |
|
2.618 |
2,690.1 |
|
4.250 |
2,647.7 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,773.5 |
2,777.6 |
| PP |
2,772.3 |
2,776.6 |
| S1 |
2,771.2 |
2,775.6 |
|