| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
5,801.00 |
5,803.00 |
2.00 |
0.0% |
5,911.25 |
| High |
5,862.75 |
5,835.00 |
-27.75 |
-0.5% |
5,953.50 |
| Low |
5,792.75 |
5,783.75 |
-9.00 |
-0.2% |
5,792.75 |
| Close |
5,817.50 |
5,802.50 |
-15.00 |
-0.3% |
5,817.50 |
| Range |
70.00 |
51.25 |
-18.75 |
-26.8% |
160.75 |
| ATR |
62.11 |
61.33 |
-0.78 |
-1.2% |
0.00 |
| Volume |
1,874 |
3,436 |
1,562 |
83.4% |
10,231 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,960.75 |
5,933.00 |
5,830.75 |
|
| R3 |
5,909.50 |
5,881.75 |
5,816.50 |
|
| R2 |
5,858.25 |
5,858.25 |
5,812.00 |
|
| R1 |
5,830.50 |
5,830.50 |
5,807.25 |
5,818.75 |
| PP |
5,807.00 |
5,807.00 |
5,807.00 |
5,801.25 |
| S1 |
5,779.25 |
5,779.25 |
5,797.75 |
5,767.50 |
| S2 |
5,755.75 |
5,755.75 |
5,793.00 |
|
| S3 |
5,704.50 |
5,728.00 |
5,788.50 |
|
| S4 |
5,653.25 |
5,676.75 |
5,774.25 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,336.75 |
6,238.00 |
5,906.00 |
|
| R3 |
6,176.00 |
6,077.25 |
5,861.75 |
|
| R2 |
6,015.25 |
6,015.25 |
5,847.00 |
|
| R1 |
5,916.50 |
5,916.50 |
5,832.25 |
5,885.50 |
| PP |
5,854.50 |
5,854.50 |
5,854.50 |
5,839.00 |
| S1 |
5,755.75 |
5,755.75 |
5,802.75 |
5,724.75 |
| S2 |
5,693.75 |
5,693.75 |
5,788.00 |
|
| S3 |
5,533.00 |
5,595.00 |
5,773.25 |
|
| S4 |
5,372.25 |
5,434.25 |
5,729.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,953.50 |
5,783.75 |
169.75 |
2.9% |
66.00 |
1.1% |
11% |
False |
True |
2,399 |
| 10 |
5,963.75 |
5,783.75 |
180.00 |
3.1% |
61.00 |
1.1% |
10% |
False |
True |
2,089 |
| 20 |
5,987.00 |
5,782.00 |
205.00 |
3.5% |
57.75 |
1.0% |
10% |
False |
False |
2,441 |
| 40 |
5,987.00 |
5,521.00 |
466.00 |
8.0% |
59.00 |
1.0% |
60% |
False |
False |
1,882 |
| 60 |
5,987.00 |
5,454.25 |
532.75 |
9.2% |
63.50 |
1.1% |
65% |
False |
False |
1,340 |
| 80 |
5,987.00 |
5,217.75 |
769.25 |
13.3% |
73.50 |
1.3% |
76% |
False |
False |
1,064 |
| 100 |
5,987.00 |
5,217.75 |
769.25 |
13.3% |
66.75 |
1.1% |
76% |
False |
False |
860 |
| 120 |
5,987.00 |
5,217.75 |
769.25 |
13.3% |
58.75 |
1.0% |
76% |
False |
False |
719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,052.75 |
|
2.618 |
5,969.25 |
|
1.618 |
5,918.00 |
|
1.000 |
5,886.25 |
|
0.618 |
5,866.75 |
|
HIGH |
5,835.00 |
|
0.618 |
5,815.50 |
|
0.500 |
5,809.50 |
|
0.382 |
5,803.25 |
|
LOW |
5,783.75 |
|
0.618 |
5,752.00 |
|
1.000 |
5,732.50 |
|
1.618 |
5,700.75 |
|
2.618 |
5,649.50 |
|
4.250 |
5,566.00 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,809.50 |
5,844.00 |
| PP |
5,807.00 |
5,830.25 |
| S1 |
5,804.75 |
5,816.25 |
|