| 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 |
2,790.0 |
2,798.6 |
8.6 |
0.3% |
2,793.2 |
| High |
2,804.8 |
2,803.6 |
-1.2 |
0.0% |
2,846.6 |
| Low |
2,779.5 |
2,706.8 |
-72.7 |
-2.6% |
2,782.4 |
| Close |
2,795.3 |
2,721.0 |
-74.3 |
-2.7% |
2,794.5 |
| Range |
25.3 |
96.8 |
71.5 |
282.6% |
64.2 |
| ATR |
30.0 |
34.7 |
4.8 |
15.9% |
0.0 |
| Volume |
4,453 |
7,674 |
3,221 |
72.3% |
24,210 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,034.2 |
2,974.4 |
2,774.2 |
|
| R3 |
2,937.4 |
2,877.6 |
2,747.6 |
|
| R2 |
2,840.6 |
2,840.6 |
2,738.7 |
|
| R1 |
2,780.8 |
2,780.8 |
2,729.9 |
2,762.3 |
| PP |
2,743.8 |
2,743.8 |
2,743.8 |
2,734.6 |
| S1 |
2,684.0 |
2,684.0 |
2,712.1 |
2,665.5 |
| S2 |
2,647.0 |
2,647.0 |
2,703.3 |
|
| S3 |
2,550.2 |
2,587.2 |
2,694.4 |
|
| S4 |
2,453.4 |
2,490.4 |
2,667.8 |
|
|
| 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 |
2,845.5 |
2,706.8 |
138.7 |
5.1% |
44.8 |
1.6% |
10% |
False |
True |
5,273 |
| 10 |
2,846.6 |
2,706.8 |
139.8 |
5.1% |
35.2 |
1.3% |
10% |
False |
True |
4,447 |
| 20 |
2,846.6 |
2,663.1 |
183.5 |
6.7% |
32.5 |
1.2% |
32% |
False |
False |
3,357 |
| 40 |
2,846.6 |
2,579.2 |
267.4 |
9.8% |
32.0 |
1.2% |
53% |
False |
False |
2,500 |
| 60 |
2,846.6 |
2,511.1 |
335.5 |
12.3% |
31.3 |
1.1% |
63% |
False |
False |
2,017 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
14.9% |
33.0 |
1.2% |
69% |
False |
False |
1,745 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
16.7% |
32.3 |
1.2% |
72% |
False |
False |
1,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,215.0 |
|
2.618 |
3,057.0 |
|
1.618 |
2,960.2 |
|
1.000 |
2,900.4 |
|
0.618 |
2,863.4 |
|
HIGH |
2,803.6 |
|
0.618 |
2,766.6 |
|
0.500 |
2,755.2 |
|
0.382 |
2,743.8 |
|
LOW |
2,706.8 |
|
0.618 |
2,647.0 |
|
1.000 |
2,610.0 |
|
1.618 |
2,550.2 |
|
2.618 |
2,453.4 |
|
4.250 |
2,295.4 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,755.2 |
2,755.8 |
| PP |
2,743.8 |
2,744.2 |
| S1 |
2,732.4 |
2,732.6 |
|