| 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 |
2,784.6 |
2,790.0 |
5.4 |
0.2% |
2,793.2 |
| High |
2,802.4 |
2,804.8 |
2.4 |
0.1% |
2,846.6 |
| Low |
2,784.6 |
2,779.5 |
-5.1 |
-0.2% |
2,782.4 |
| Close |
2,791.5 |
2,795.3 |
3.8 |
0.1% |
2,794.5 |
| Range |
17.8 |
25.3 |
7.5 |
42.1% |
64.2 |
| ATR |
30.3 |
30.0 |
-0.4 |
-1.2% |
0.0 |
| Volume |
1,981 |
4,453 |
2,472 |
124.8% |
24,210 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,869.1 |
2,857.5 |
2,809.2 |
|
| R3 |
2,843.8 |
2,832.2 |
2,802.3 |
|
| R2 |
2,818.5 |
2,818.5 |
2,799.9 |
|
| R1 |
2,806.9 |
2,806.9 |
2,797.6 |
2,812.7 |
| PP |
2,793.2 |
2,793.2 |
2,793.2 |
2,796.1 |
| S1 |
2,781.6 |
2,781.6 |
2,793.0 |
2,787.4 |
| S2 |
2,767.9 |
2,767.9 |
2,790.7 |
|
| S3 |
2,742.6 |
2,756.3 |
2,788.3 |
|
| S4 |
2,717.3 |
2,731.0 |
2,781.4 |
|
|
| 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 |
2,779.5 |
67.1 |
2.4% |
29.1 |
1.0% |
24% |
False |
True |
4,646 |
| 10 |
2,846.6 |
2,767.9 |
78.7 |
2.8% |
30.4 |
1.1% |
35% |
False |
False |
3,932 |
| 20 |
2,846.6 |
2,663.1 |
183.5 |
6.6% |
28.5 |
1.0% |
72% |
False |
False |
3,099 |
| 40 |
2,846.6 |
2,570.0 |
276.6 |
9.9% |
30.3 |
1.1% |
81% |
False |
False |
2,346 |
| 60 |
2,846.6 |
2,511.1 |
335.5 |
12.0% |
30.0 |
1.1% |
85% |
False |
False |
1,916 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
14.5% |
32.4 |
1.2% |
87% |
False |
False |
1,657 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
16.3% |
31.6 |
1.1% |
89% |
False |
False |
1,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.3 |
|
2.618 |
2,871.0 |
|
1.618 |
2,845.7 |
|
1.000 |
2,830.1 |
|
0.618 |
2,820.4 |
|
HIGH |
2,804.8 |
|
0.618 |
2,795.1 |
|
0.500 |
2,792.2 |
|
0.382 |
2,789.2 |
|
LOW |
2,779.5 |
|
0.618 |
2,763.9 |
|
1.000 |
2,754.2 |
|
1.618 |
2,738.6 |
|
2.618 |
2,713.3 |
|
4.250 |
2,672.0 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.3 |
2,797.6 |
| PP |
2,793.2 |
2,796.8 |
| S1 |
2,792.2 |
2,796.1 |
|