| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,801.3 |
2,784.6 |
-16.7 |
-0.6% |
2,793.2 |
| High |
2,815.6 |
2,802.4 |
-13.2 |
-0.5% |
2,846.6 |
| Low |
2,788.5 |
2,784.6 |
-3.9 |
-0.1% |
2,782.4 |
| Close |
2,794.5 |
2,791.5 |
-3.0 |
-0.1% |
2,794.5 |
| Range |
27.1 |
17.8 |
-9.3 |
-34.3% |
64.2 |
| ATR |
31.3 |
30.3 |
-1.0 |
-3.1% |
0.0 |
| Volume |
4,737 |
1,981 |
-2,756 |
-58.2% |
24,210 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.2 |
2,836.7 |
2,801.3 |
|
| R3 |
2,828.4 |
2,818.9 |
2,796.4 |
|
| R2 |
2,810.6 |
2,810.6 |
2,794.8 |
|
| R1 |
2,801.1 |
2,801.1 |
2,793.1 |
2,805.9 |
| PP |
2,792.8 |
2,792.8 |
2,792.8 |
2,795.2 |
| S1 |
2,783.3 |
2,783.3 |
2,789.9 |
2,788.1 |
| S2 |
2,775.0 |
2,775.0 |
2,788.2 |
|
| S3 |
2,757.2 |
2,765.5 |
2,786.6 |
|
| S4 |
2,739.4 |
2,747.7 |
2,781.7 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.4 |
2,961.7 |
2,829.8 |
|
| R3 |
2,936.2 |
2,897.5 |
2,812.2 |
|
| R2 |
2,872.0 |
2,872.0 |
2,806.3 |
|
| R1 |
2,833.3 |
2,833.3 |
2,800.4 |
2,852.7 |
| PP |
2,807.8 |
2,807.8 |
2,807.8 |
2,817.5 |
| S1 |
2,769.1 |
2,769.1 |
2,788.6 |
2,788.5 |
| S2 |
2,743.6 |
2,743.6 |
2,782.7 |
|
| S3 |
2,679.4 |
2,704.9 |
2,776.8 |
|
| S4 |
2,615.2 |
2,640.7 |
2,759.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,846.6 |
2,784.6 |
62.0 |
2.2% |
30.8 |
1.1% |
11% |
False |
True |
4,641 |
| 10 |
2,846.6 |
2,767.9 |
78.7 |
2.8% |
30.7 |
1.1% |
30% |
False |
False |
3,661 |
| 20 |
2,846.6 |
2,663.1 |
183.5 |
6.6% |
29.6 |
1.1% |
70% |
False |
False |
3,114 |
| 40 |
2,846.6 |
2,568.5 |
278.1 |
10.0% |
30.0 |
1.1% |
80% |
False |
False |
2,268 |
| 60 |
2,846.6 |
2,505.0 |
341.6 |
12.2% |
30.3 |
1.1% |
84% |
False |
False |
1,869 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
14.6% |
32.5 |
1.2% |
86% |
False |
False |
1,609 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
16.3% |
31.7 |
1.1% |
88% |
False |
False |
1,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,878.1 |
|
2.618 |
2,849.0 |
|
1.618 |
2,831.2 |
|
1.000 |
2,820.2 |
|
0.618 |
2,813.4 |
|
HIGH |
2,802.4 |
|
0.618 |
2,795.6 |
|
0.500 |
2,793.5 |
|
0.382 |
2,791.4 |
|
LOW |
2,784.6 |
|
0.618 |
2,773.6 |
|
1.000 |
2,766.8 |
|
1.618 |
2,755.8 |
|
2.618 |
2,738.0 |
|
4.250 |
2,709.0 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.5 |
2,815.1 |
| PP |
2,792.8 |
2,807.2 |
| S1 |
2,792.2 |
2,799.4 |
|