| 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 |
2,776.4 |
2,691.7 |
-84.7 |
-3.1% |
2,775.5 |
| High |
2,782.8 |
2,742.1 |
-40.7 |
-1.5% |
2,826.3 |
| Low |
2,684.9 |
2,674.8 |
-10.1 |
-0.4% |
2,761.9 |
| Close |
2,700.4 |
2,730.6 |
30.2 |
1.1% |
2,773.9 |
| Range |
97.9 |
67.3 |
-30.6 |
-31.3% |
64.4 |
| ATR |
35.6 |
37.8 |
2.3 |
6.4% |
0.0 |
| Volume |
40,557 |
81,674 |
41,117 |
101.4% |
83,159 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.7 |
2,891.5 |
2,767.6 |
|
| R3 |
2,850.4 |
2,824.2 |
2,749.1 |
|
| R2 |
2,783.1 |
2,783.1 |
2,742.9 |
|
| R1 |
2,756.9 |
2,756.9 |
2,736.8 |
2,770.0 |
| PP |
2,715.8 |
2,715.8 |
2,715.8 |
2,722.4 |
| S1 |
2,689.6 |
2,689.6 |
2,724.4 |
2,702.7 |
| S2 |
2,648.5 |
2,648.5 |
2,718.3 |
|
| S3 |
2,581.2 |
2,622.3 |
2,712.1 |
|
| S4 |
2,513.9 |
2,555.0 |
2,693.6 |
|
|
| 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 |
2,797.0 |
2,674.8 |
122.2 |
4.5% |
47.5 |
1.7% |
46% |
False |
True |
35,059 |
| 10 |
2,826.3 |
2,674.8 |
151.5 |
5.5% |
40.3 |
1.5% |
37% |
False |
True |
24,542 |
| 20 |
2,826.3 |
2,668.9 |
157.4 |
5.8% |
35.2 |
1.3% |
39% |
False |
False |
16,879 |
| 40 |
2,826.3 |
2,595.0 |
231.3 |
8.5% |
33.5 |
1.2% |
59% |
False |
False |
12,185 |
| 60 |
2,826.3 |
2,492.0 |
334.3 |
12.2% |
32.9 |
1.2% |
71% |
False |
False |
8,973 |
| 80 |
2,826.3 |
2,421.2 |
405.1 |
14.8% |
34.3 |
1.3% |
76% |
False |
False |
7,306 |
| 100 |
2,826.3 |
2,372.6 |
453.7 |
16.6% |
33.6 |
1.2% |
79% |
False |
False |
6,203 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.6% |
33.7 |
1.2% |
79% |
False |
False |
5,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,028.1 |
|
2.618 |
2,918.3 |
|
1.618 |
2,851.0 |
|
1.000 |
2,809.4 |
|
0.618 |
2,783.7 |
|
HIGH |
2,742.1 |
|
0.618 |
2,716.4 |
|
0.500 |
2,708.5 |
|
0.382 |
2,700.5 |
|
LOW |
2,674.8 |
|
0.618 |
2,633.2 |
|
1.000 |
2,607.5 |
|
1.618 |
2,565.9 |
|
2.618 |
2,498.6 |
|
4.250 |
2,388.8 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.2 |
2,730.2 |
| PP |
2,715.8 |
2,729.9 |
| S1 |
2,708.5 |
2,729.5 |
|