| 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 |
2,250.0 |
2,303.8 |
53.8 |
2.4% |
2,250.3 |
| High |
2,302.4 |
2,447.2 |
144.8 |
6.3% |
2,298.3 |
| Low |
2,242.4 |
2,294.6 |
52.2 |
2.3% |
2,219.9 |
| Close |
2,295.1 |
2,429.8 |
134.7 |
5.9% |
2,241.9 |
| Range |
60.0 |
152.6 |
92.6 |
154.3% |
78.4 |
| ATR |
38.0 |
46.2 |
8.2 |
21.5% |
0.0 |
| Volume |
184 |
2,625 |
2,441 |
1,326.6% |
1,311 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.3 |
2,791.7 |
2,513.7 |
|
| R3 |
2,695.7 |
2,639.1 |
2,471.8 |
|
| R2 |
2,543.1 |
2,543.1 |
2,457.8 |
|
| R1 |
2,486.5 |
2,486.5 |
2,443.8 |
2,514.8 |
| PP |
2,390.5 |
2,390.5 |
2,390.5 |
2,404.7 |
| S1 |
2,333.9 |
2,333.9 |
2,415.8 |
2,362.2 |
| S2 |
2,237.9 |
2,237.9 |
2,401.8 |
|
| S3 |
2,085.3 |
2,181.3 |
2,387.8 |
|
| S4 |
1,932.7 |
2,028.7 |
2,345.9 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.6 |
2,443.6 |
2,285.0 |
|
| R3 |
2,410.2 |
2,365.2 |
2,263.5 |
|
| R2 |
2,331.8 |
2,331.8 |
2,256.3 |
|
| R1 |
2,286.8 |
2,286.8 |
2,249.1 |
2,270.1 |
| PP |
2,253.4 |
2,253.4 |
2,253.4 |
2,245.0 |
| S1 |
2,208.4 |
2,208.4 |
2,234.7 |
2,191.7 |
| S2 |
2,175.0 |
2,175.0 |
2,227.5 |
|
| S3 |
2,096.6 |
2,130.0 |
2,220.3 |
|
| S4 |
2,018.2 |
2,051.6 |
2,198.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,447.2 |
2,219.9 |
227.3 |
9.4% |
69.4 |
2.9% |
92% |
True |
False |
650 |
| 10 |
2,447.2 |
2,219.9 |
227.3 |
9.4% |
50.7 |
2.1% |
92% |
True |
False |
446 |
| 20 |
2,447.2 |
2,201.6 |
245.6 |
10.1% |
43.1 |
1.8% |
93% |
True |
False |
290 |
| 40 |
2,447.2 |
2,141.5 |
305.7 |
12.6% |
38.4 |
1.6% |
94% |
True |
False |
210 |
| 60 |
2,447.2 |
2,100.0 |
347.2 |
14.3% |
27.2 |
1.1% |
95% |
True |
False |
141 |
| 80 |
2,447.2 |
2,082.9 |
364.3 |
15.0% |
20.4 |
0.8% |
95% |
True |
False |
105 |
| 100 |
2,447.2 |
2,080.5 |
366.7 |
15.1% |
16.3 |
0.7% |
95% |
True |
False |
84 |
| 120 |
2,447.2 |
2,070.3 |
376.9 |
15.5% |
13.6 |
0.6% |
95% |
True |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.8 |
|
2.618 |
2,846.7 |
|
1.618 |
2,694.1 |
|
1.000 |
2,599.8 |
|
0.618 |
2,541.5 |
|
HIGH |
2,447.2 |
|
0.618 |
2,388.9 |
|
0.500 |
2,370.9 |
|
0.382 |
2,352.9 |
|
LOW |
2,294.6 |
|
0.618 |
2,200.3 |
|
1.000 |
2,142.0 |
|
1.618 |
2,047.7 |
|
2.618 |
1,895.1 |
|
4.250 |
1,646.1 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,410.2 |
2,398.8 |
| PP |
2,390.5 |
2,367.8 |
| S1 |
2,370.9 |
2,336.9 |
|