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 |
20,311.00 |
20,350.25 |
39.25 |
0.2% |
20,760.00 |
High |
20,480.00 |
20,619.00 |
139.00 |
0.7% |
21,025.50 |
Low |
20,247.00 |
20,277.00 |
30.00 |
0.1% |
20,244.25 |
Close |
20,319.50 |
20,578.00 |
258.50 |
1.3% |
20,387.25 |
Range |
233.00 |
342.00 |
109.00 |
46.8% |
781.25 |
ATR |
302.50 |
305.32 |
2.82 |
0.9% |
0.00 |
Volume |
599 |
912 |
313 |
52.3% |
4,431 |
|
Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,517.25 |
21,389.75 |
20,766.00 |
|
R3 |
21,175.25 |
21,047.75 |
20,672.00 |
|
R2 |
20,833.25 |
20,833.25 |
20,640.75 |
|
R1 |
20,705.75 |
20,705.75 |
20,609.25 |
20,769.50 |
PP |
20,491.25 |
20,491.25 |
20,491.25 |
20,523.25 |
S1 |
20,363.75 |
20,363.75 |
20,546.75 |
20,427.50 |
S2 |
20,149.25 |
20,149.25 |
20,515.25 |
|
S3 |
19,807.25 |
20,021.75 |
20,484.00 |
|
S4 |
19,465.25 |
19,679.75 |
20,390.00 |
|
|
Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,896.00 |
22,423.00 |
20,817.00 |
|
R3 |
22,114.75 |
21,641.75 |
20,602.00 |
|
R2 |
21,333.50 |
21,333.50 |
20,530.50 |
|
R1 |
20,860.50 |
20,860.50 |
20,458.75 |
20,706.50 |
PP |
20,552.25 |
20,552.25 |
20,552.25 |
20,475.25 |
S1 |
20,079.25 |
20,079.25 |
20,315.75 |
19,925.00 |
S2 |
19,771.00 |
19,771.00 |
20,244.00 |
|
S3 |
18,989.75 |
19,298.00 |
20,172.50 |
|
S4 |
18,208.50 |
18,516.75 |
19,957.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,025.50 |
20,244.25 |
781.25 |
3.8% |
321.25 |
1.6% |
43% |
False |
False |
933 |
10 |
21,025.50 |
20,244.25 |
781.25 |
3.8% |
308.50 |
1.5% |
43% |
False |
False |
887 |
20 |
21,025.50 |
20,244.25 |
781.25 |
3.8% |
280.75 |
1.4% |
43% |
False |
False |
763 |
40 |
21,025.50 |
18,960.75 |
2,064.75 |
10.0% |
298.00 |
1.4% |
78% |
False |
False |
662 |
60 |
21,025.50 |
18,799.75 |
2,225.75 |
10.8% |
312.75 |
1.5% |
80% |
False |
False |
447 |
80 |
21,159.25 |
17,767.00 |
3,392.25 |
16.5% |
344.00 |
1.7% |
83% |
False |
False |
341 |
100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.0% |
297.50 |
1.4% |
76% |
False |
False |
273 |
120 |
21,466.00 |
17,767.00 |
3,699.00 |
18.0% |
254.75 |
1.2% |
76% |
False |
False |
227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,072.50 |
2.618 |
21,514.25 |
1.618 |
21,172.25 |
1.000 |
20,961.00 |
0.618 |
20,830.25 |
HIGH |
20,619.00 |
0.618 |
20,488.25 |
0.500 |
20,448.00 |
0.382 |
20,407.75 |
LOW |
20,277.00 |
0.618 |
20,065.75 |
1.000 |
19,935.00 |
1.618 |
19,723.75 |
2.618 |
19,381.75 |
4.250 |
18,823.50 |
|
|
Fisher Pivots for day following 05-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
20,534.75 |
20,529.75 |
PP |
20,491.25 |
20,481.25 |
S1 |
20,448.00 |
20,433.00 |
|