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 |
5,804.25 |
5,878.75 |
74.50 |
1.3% |
5,911.25 |
High |
5,883.00 |
6,030.00 |
147.00 |
2.5% |
5,953.50 |
Low |
5,794.75 |
5,875.75 |
81.00 |
1.4% |
5,792.75 |
Close |
5,872.50 |
6,021.50 |
149.00 |
2.5% |
5,817.50 |
Range |
88.25 |
154.25 |
66.00 |
74.8% |
160.75 |
ATR |
63.25 |
69.99 |
6.73 |
10.6% |
0.00 |
Volume |
2,997 |
9,236 |
6,239 |
208.2% |
10,231 |
|
Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,438.50 |
6,384.25 |
6,106.25 |
|
R3 |
6,284.25 |
6,230.00 |
6,064.00 |
|
R2 |
6,130.00 |
6,130.00 |
6,049.75 |
|
R1 |
6,075.75 |
6,075.75 |
6,035.75 |
6,103.00 |
PP |
5,975.75 |
5,975.75 |
5,975.75 |
5,989.25 |
S1 |
5,921.50 |
5,921.50 |
6,007.25 |
5,948.50 |
S2 |
5,821.50 |
5,821.50 |
5,993.25 |
|
S3 |
5,667.25 |
5,767.25 |
5,979.00 |
|
S4 |
5,513.00 |
5,613.00 |
5,936.75 |
|
|
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 |
6,030.00 |
5,783.75 |
246.25 |
4.1% |
94.75 |
1.6% |
97% |
True |
False |
3,945 |
10 |
6,030.00 |
5,783.75 |
246.25 |
4.1% |
71.75 |
1.2% |
97% |
True |
False |
3,010 |
20 |
6,030.00 |
5,783.75 |
246.25 |
4.1% |
62.50 |
1.0% |
97% |
True |
False |
2,696 |
40 |
6,030.00 |
5,652.50 |
377.50 |
6.3% |
59.75 |
1.0% |
98% |
True |
False |
2,179 |
60 |
6,030.00 |
5,499.25 |
530.75 |
8.8% |
65.25 |
1.1% |
98% |
True |
False |
1,532 |
80 |
6,030.00 |
5,217.75 |
812.25 |
13.5% |
75.25 |
1.3% |
99% |
True |
False |
1,214 |
100 |
6,030.00 |
5,217.75 |
812.25 |
13.5% |
68.50 |
1.1% |
99% |
True |
False |
980 |
120 |
6,030.00 |
5,217.75 |
812.25 |
13.5% |
60.75 |
1.0% |
99% |
True |
False |
821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,685.50 |
2.618 |
6,433.75 |
1.618 |
6,279.50 |
1.000 |
6,184.25 |
0.618 |
6,125.25 |
HIGH |
6,030.00 |
0.618 |
5,971.00 |
0.500 |
5,953.00 |
0.382 |
5,934.75 |
LOW |
5,875.75 |
0.618 |
5,780.50 |
1.000 |
5,721.50 |
1.618 |
5,626.25 |
2.618 |
5,472.00 |
4.250 |
5,220.25 |
|
|
Fisher Pivots for day following 06-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
5,998.50 |
5,983.25 |
PP |
5,975.75 |
5,945.00 |
S1 |
5,953.00 |
5,907.00 |
|