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 |
20,350.25 |
20,593.50 |
243.25 |
1.2% |
20,760.00 |
High |
20,619.00 |
21,177.75 |
558.75 |
2.7% |
21,025.50 |
Low |
20,277.00 |
20,562.75 |
285.75 |
1.4% |
20,244.25 |
Close |
20,578.00 |
21,139.25 |
561.25 |
2.7% |
20,387.25 |
Range |
342.00 |
615.00 |
273.00 |
79.8% |
781.25 |
ATR |
305.32 |
327.44 |
22.12 |
7.2% |
0.00 |
Volume |
912 |
2,221 |
1,309 |
143.5% |
4,431 |
|
Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,805.00 |
22,587.00 |
21,477.50 |
|
R3 |
22,190.00 |
21,972.00 |
21,308.50 |
|
R2 |
21,575.00 |
21,575.00 |
21,252.00 |
|
R1 |
21,357.00 |
21,357.00 |
21,195.50 |
21,466.00 |
PP |
20,960.00 |
20,960.00 |
20,960.00 |
21,014.50 |
S1 |
20,742.00 |
20,742.00 |
21,083.00 |
20,851.00 |
S2 |
20,345.00 |
20,345.00 |
21,026.50 |
|
S3 |
19,730.00 |
20,127.00 |
20,970.00 |
|
S4 |
19,115.00 |
19,512.00 |
20,801.00 |
|
|
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 |
21,177.75 |
20,244.25 |
933.50 |
4.4% |
382.50 |
1.8% |
96% |
True |
False |
1,229 |
10 |
21,177.75 |
20,244.25 |
933.50 |
4.4% |
324.00 |
1.5% |
96% |
True |
False |
1,026 |
20 |
21,177.75 |
20,244.25 |
933.50 |
4.4% |
297.25 |
1.4% |
96% |
True |
False |
830 |
40 |
21,177.75 |
19,623.25 |
1,554.50 |
7.4% |
294.75 |
1.4% |
98% |
True |
False |
716 |
60 |
21,177.75 |
18,799.75 |
2,378.00 |
11.2% |
315.75 |
1.5% |
98% |
True |
False |
483 |
80 |
21,177.75 |
17,767.00 |
3,410.75 |
16.1% |
349.25 |
1.7% |
99% |
True |
False |
368 |
100 |
21,466.00 |
17,767.00 |
3,699.00 |
17.5% |
303.50 |
1.4% |
91% |
False |
False |
295 |
120 |
21,466.00 |
17,767.00 |
3,699.00 |
17.5% |
260.00 |
1.2% |
91% |
False |
False |
246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,791.50 |
2.618 |
22,787.75 |
1.618 |
22,172.75 |
1.000 |
21,792.75 |
0.618 |
21,557.75 |
HIGH |
21,177.75 |
0.618 |
20,942.75 |
0.500 |
20,870.25 |
0.382 |
20,797.75 |
LOW |
20,562.75 |
0.618 |
20,182.75 |
1.000 |
19,947.75 |
1.618 |
19,567.75 |
2.618 |
18,952.75 |
4.250 |
17,949.00 |
|
|
Fisher Pivots for day following 06-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
21,049.50 |
20,997.00 |
PP |
20,960.00 |
20,854.75 |
S1 |
20,870.25 |
20,712.50 |
|