| 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 |
5,878.75 |
6,027.00 |
148.25 |
2.5% |
5,911.25 |
| High |
6,030.00 |
6,076.50 |
46.50 |
0.8% |
5,953.50 |
| Low |
5,875.75 |
6,015.25 |
139.50 |
2.4% |
5,792.75 |
| Close |
6,021.50 |
6,067.75 |
46.25 |
0.8% |
5,817.50 |
| Range |
154.25 |
61.25 |
-93.00 |
-60.3% |
160.75 |
| ATR |
69.99 |
69.36 |
-0.62 |
-0.9% |
0.00 |
| Volume |
9,236 |
7,060 |
-2,176 |
-23.6% |
10,231 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,237.00 |
6,213.50 |
6,101.50 |
|
| R3 |
6,175.75 |
6,152.25 |
6,084.50 |
|
| R2 |
6,114.50 |
6,114.50 |
6,079.00 |
|
| R1 |
6,091.00 |
6,091.00 |
6,073.25 |
6,102.75 |
| PP |
6,053.25 |
6,053.25 |
6,053.25 |
6,059.00 |
| S1 |
6,029.75 |
6,029.75 |
6,062.25 |
6,041.50 |
| S2 |
5,992.00 |
5,992.00 |
6,056.50 |
|
| S3 |
5,930.75 |
5,968.50 |
6,051.00 |
|
| S4 |
5,869.50 |
5,907.25 |
6,034.00 |
|
|
| 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 |
6,076.50 |
5,783.75 |
292.75 |
4.8% |
85.00 |
1.4% |
97% |
True |
False |
4,920 |
| 10 |
6,076.50 |
5,783.75 |
292.75 |
4.8% |
73.25 |
1.2% |
97% |
True |
False |
3,461 |
| 20 |
6,076.50 |
5,783.75 |
292.75 |
4.8% |
64.00 |
1.1% |
97% |
True |
False |
2,863 |
| 40 |
6,076.50 |
5,710.25 |
366.25 |
6.0% |
59.75 |
1.0% |
98% |
True |
False |
2,328 |
| 60 |
6,076.50 |
5,499.25 |
577.25 |
9.5% |
65.50 |
1.1% |
98% |
True |
False |
1,643 |
| 80 |
6,076.50 |
5,217.75 |
858.75 |
14.2% |
75.00 |
1.2% |
99% |
True |
False |
1,302 |
| 100 |
6,076.50 |
5,217.75 |
858.75 |
14.2% |
68.75 |
1.1% |
99% |
True |
False |
1,051 |
| 120 |
6,076.50 |
5,217.75 |
858.75 |
14.2% |
61.25 |
1.0% |
99% |
True |
False |
880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,336.75 |
|
2.618 |
6,236.75 |
|
1.618 |
6,175.50 |
|
1.000 |
6,137.75 |
|
0.618 |
6,114.25 |
|
HIGH |
6,076.50 |
|
0.618 |
6,053.00 |
|
0.500 |
6,046.00 |
|
0.382 |
6,038.75 |
|
LOW |
6,015.25 |
|
0.618 |
5,977.50 |
|
1.000 |
5,954.00 |
|
1.618 |
5,916.25 |
|
2.618 |
5,855.00 |
|
4.250 |
5,755.00 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
6,060.50 |
6,023.75 |
| PP |
6,053.25 |
5,979.75 |
| S1 |
6,046.00 |
5,935.50 |
|