| 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 |
2,770.3 |
2,776.4 |
6.1 |
0.2% |
2,775.5 |
| High |
2,784.2 |
2,782.8 |
-1.4 |
-0.1% |
2,826.3 |
| Low |
2,758.2 |
2,684.9 |
-73.3 |
-2.7% |
2,761.9 |
| Close |
2,774.6 |
2,700.4 |
-74.2 |
-2.7% |
2,773.9 |
| Range |
26.0 |
97.9 |
71.9 |
276.5% |
64.4 |
| ATR |
30.8 |
35.6 |
4.8 |
15.6% |
0.0 |
| Volume |
20,418 |
40,557 |
20,139 |
98.6% |
83,159 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.4 |
2,956.3 |
2,754.2 |
|
| R3 |
2,918.5 |
2,858.4 |
2,727.3 |
|
| R2 |
2,820.6 |
2,820.6 |
2,718.3 |
|
| R1 |
2,760.5 |
2,760.5 |
2,709.4 |
2,741.6 |
| PP |
2,722.7 |
2,722.7 |
2,722.7 |
2,713.3 |
| S1 |
2,662.6 |
2,662.6 |
2,691.4 |
2,643.7 |
| S2 |
2,624.8 |
2,624.8 |
2,682.5 |
|
| S3 |
2,526.9 |
2,564.7 |
2,673.5 |
|
| S4 |
2,429.0 |
2,466.8 |
2,646.6 |
|
|
| 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 |
2,826.0 |
2,684.9 |
141.1 |
5.2% |
45.9 |
1.7% |
11% |
False |
True |
23,150 |
| 10 |
2,826.3 |
2,684.9 |
141.4 |
5.2% |
36.3 |
1.3% |
11% |
False |
True |
17,796 |
| 20 |
2,826.3 |
2,642.5 |
183.8 |
6.8% |
33.3 |
1.2% |
32% |
False |
False |
14,089 |
| 40 |
2,826.3 |
2,561.0 |
265.3 |
9.8% |
33.0 |
1.2% |
53% |
False |
False |
10,265 |
| 60 |
2,826.3 |
2,492.0 |
334.3 |
12.4% |
32.5 |
1.2% |
62% |
False |
False |
7,635 |
| 80 |
2,826.3 |
2,421.2 |
405.1 |
15.0% |
33.8 |
1.3% |
69% |
False |
False |
6,298 |
| 100 |
2,826.3 |
2,372.6 |
453.7 |
16.8% |
33.1 |
1.2% |
72% |
False |
False |
5,394 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.8% |
33.5 |
1.2% |
72% |
False |
False |
4,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.9 |
|
2.618 |
3,039.1 |
|
1.618 |
2,941.2 |
|
1.000 |
2,880.7 |
|
0.618 |
2,843.3 |
|
HIGH |
2,782.8 |
|
0.618 |
2,745.4 |
|
0.500 |
2,733.9 |
|
0.382 |
2,722.3 |
|
LOW |
2,684.9 |
|
0.618 |
2,624.4 |
|
1.000 |
2,587.0 |
|
1.618 |
2,526.5 |
|
2.618 |
2,428.6 |
|
4.250 |
2,268.8 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.9 |
2,734.6 |
| PP |
2,722.7 |
2,723.2 |
| S1 |
2,711.6 |
2,711.8 |
|