| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,691.7 |
2,737.4 |
45.7 |
1.7% |
2,768.4 |
| High |
2,742.1 |
2,741.6 |
-0.5 |
0.0% |
2,784.2 |
| Low |
2,674.8 |
2,712.0 |
37.2 |
1.4% |
2,674.8 |
| Close |
2,730.6 |
2,719.5 |
-11.1 |
-0.4% |
2,719.5 |
| Range |
67.3 |
29.6 |
-37.7 |
-56.0% |
109.4 |
| ATR |
37.8 |
37.2 |
-0.6 |
-1.6% |
0.0 |
| Volume |
81,674 |
73,368 |
-8,306 |
-10.2% |
230,125 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.2 |
2,795.9 |
2,735.8 |
|
| R3 |
2,783.6 |
2,766.3 |
2,727.6 |
|
| R2 |
2,754.0 |
2,754.0 |
2,724.9 |
|
| R1 |
2,736.7 |
2,736.7 |
2,722.2 |
2,730.6 |
| PP |
2,724.4 |
2,724.4 |
2,724.4 |
2,721.3 |
| S1 |
2,707.1 |
2,707.1 |
2,716.8 |
2,701.0 |
| S2 |
2,694.8 |
2,694.8 |
2,714.1 |
|
| S3 |
2,665.2 |
2,677.5 |
2,711.4 |
|
| S4 |
2,635.6 |
2,647.9 |
2,703.2 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.4 |
2,996.3 |
2,779.7 |
|
| R3 |
2,945.0 |
2,886.9 |
2,749.6 |
|
| R2 |
2,835.6 |
2,835.6 |
2,739.6 |
|
| R1 |
2,777.5 |
2,777.5 |
2,729.5 |
2,751.9 |
| PP |
2,726.2 |
2,726.2 |
2,726.2 |
2,713.3 |
| S1 |
2,668.1 |
2,668.1 |
2,709.5 |
2,642.5 |
| S2 |
2,616.8 |
2,616.8 |
2,699.4 |
|
| S3 |
2,507.4 |
2,558.7 |
2,689.4 |
|
| S4 |
2,398.0 |
2,449.3 |
2,659.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,784.2 |
2,674.8 |
109.4 |
4.0% |
47.6 |
1.7% |
41% |
False |
False |
46,025 |
| 10 |
2,826.3 |
2,674.8 |
151.5 |
5.6% |
40.2 |
1.5% |
30% |
False |
False |
31,328 |
| 20 |
2,826.3 |
2,674.8 |
151.5 |
5.6% |
35.1 |
1.3% |
30% |
False |
False |
20,142 |
| 40 |
2,826.3 |
2,595.0 |
231.3 |
8.5% |
33.5 |
1.2% |
54% |
False |
False |
13,785 |
| 60 |
2,826.3 |
2,511.0 |
315.3 |
11.6% |
32.8 |
1.2% |
66% |
False |
False |
10,172 |
| 80 |
2,826.3 |
2,421.2 |
405.1 |
14.9% |
34.2 |
1.3% |
74% |
False |
False |
8,206 |
| 100 |
2,826.3 |
2,372.6 |
453.7 |
16.7% |
33.6 |
1.2% |
76% |
False |
False |
6,926 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.7% |
33.6 |
1.2% |
76% |
False |
False |
5,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.4 |
|
2.618 |
2,819.1 |
|
1.618 |
2,789.5 |
|
1.000 |
2,771.2 |
|
0.618 |
2,759.9 |
|
HIGH |
2,741.6 |
|
0.618 |
2,730.3 |
|
0.500 |
2,726.8 |
|
0.382 |
2,723.3 |
|
LOW |
2,712.0 |
|
0.618 |
2,693.7 |
|
1.000 |
2,682.4 |
|
1.618 |
2,664.1 |
|
2.618 |
2,634.5 |
|
4.250 |
2,586.2 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,726.8 |
2,728.8 |
| PP |
2,724.4 |
2,725.7 |
| S1 |
2,721.9 |
2,722.6 |
|