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 |
5,803.00 |
5,804.25 |
1.25 |
0.0% |
5,911.25 |
High |
5,835.00 |
5,883.00 |
48.00 |
0.8% |
5,953.50 |
Low |
5,783.75 |
5,794.75 |
11.00 |
0.2% |
5,792.75 |
Close |
5,802.50 |
5,872.50 |
70.00 |
1.2% |
5,817.50 |
Range |
51.25 |
88.25 |
37.00 |
72.2% |
160.75 |
ATR |
61.33 |
63.25 |
1.92 |
3.1% |
0.00 |
Volume |
3,436 |
2,997 |
-439 |
-12.8% |
10,231 |
|
Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,114.75 |
6,082.00 |
5,921.00 |
|
R3 |
6,026.50 |
5,993.75 |
5,896.75 |
|
R2 |
5,938.25 |
5,938.25 |
5,888.75 |
|
R1 |
5,905.50 |
5,905.50 |
5,880.50 |
5,922.00 |
PP |
5,850.00 |
5,850.00 |
5,850.00 |
5,858.25 |
S1 |
5,817.25 |
5,817.25 |
5,864.50 |
5,833.50 |
S2 |
5,761.75 |
5,761.75 |
5,856.25 |
|
S3 |
5,673.50 |
5,729.00 |
5,848.25 |
|
S4 |
5,585.25 |
5,640.75 |
5,824.00 |
|
|
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% |
74.00 |
1.3% |
52% |
False |
False |
2,737 |
10 |
5,960.75 |
5,783.75 |
177.00 |
3.0% |
65.75 |
1.1% |
50% |
False |
False |
2,274 |
20 |
5,987.00 |
5,783.75 |
203.25 |
3.5% |
58.25 |
1.0% |
44% |
False |
False |
2,356 |
40 |
5,987.00 |
5,521.00 |
466.00 |
7.9% |
59.75 |
1.0% |
75% |
False |
False |
1,956 |
60 |
5,987.00 |
5,475.00 |
512.00 |
8.7% |
64.25 |
1.1% |
78% |
False |
False |
1,379 |
80 |
5,987.00 |
5,217.75 |
769.25 |
13.1% |
74.00 |
1.3% |
85% |
False |
False |
1,101 |
100 |
5,987.00 |
5,217.75 |
769.25 |
13.1% |
67.50 |
1.1% |
85% |
False |
False |
888 |
120 |
5,987.00 |
5,217.75 |
769.25 |
13.1% |
59.50 |
1.0% |
85% |
False |
False |
744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,258.00 |
2.618 |
6,114.00 |
1.618 |
6,025.75 |
1.000 |
5,971.25 |
0.618 |
5,937.50 |
HIGH |
5,883.00 |
0.618 |
5,849.25 |
0.500 |
5,839.00 |
0.382 |
5,828.50 |
LOW |
5,794.75 |
0.618 |
5,740.25 |
1.000 |
5,706.50 |
1.618 |
5,652.00 |
2.618 |
5,563.75 |
4.250 |
5,419.75 |
|
|
Fisher Pivots for day following 05-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,861.25 |
5,859.50 |
PP |
5,850.00 |
5,846.50 |
S1 |
5,839.00 |
5,833.50 |
|