| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,798.6 |
2,715.2 |
-83.4 |
-3.0% |
2,793.2 |
| High |
2,803.6 |
2,762.8 |
-40.8 |
-1.5% |
2,846.6 |
| Low |
2,706.8 |
2,696.4 |
-10.4 |
-0.4% |
2,782.4 |
| Close |
2,721.0 |
2,751.1 |
30.1 |
1.1% |
2,794.5 |
| Range |
96.8 |
66.4 |
-30.4 |
-31.4% |
64.2 |
| ATR |
34.7 |
37.0 |
2.3 |
6.5% |
0.0 |
| Volume |
7,674 |
7,231 |
-443 |
-5.8% |
24,210 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.0 |
2,909.9 |
2,787.6 |
|
| R3 |
2,869.6 |
2,843.5 |
2,769.4 |
|
| R2 |
2,803.2 |
2,803.2 |
2,763.3 |
|
| R1 |
2,777.1 |
2,777.1 |
2,757.2 |
2,790.2 |
| PP |
2,736.8 |
2,736.8 |
2,736.8 |
2,743.3 |
| S1 |
2,710.7 |
2,710.7 |
2,745.0 |
2,723.8 |
| S2 |
2,670.4 |
2,670.4 |
2,738.9 |
|
| S3 |
2,604.0 |
2,644.3 |
2,732.8 |
|
| S4 |
2,537.6 |
2,577.9 |
2,714.6 |
|
|
| 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 |
2,815.6 |
2,696.4 |
119.2 |
4.3% |
46.7 |
1.7% |
46% |
False |
True |
5,215 |
| 10 |
2,846.6 |
2,696.4 |
150.2 |
5.5% |
39.3 |
1.4% |
36% |
False |
True |
4,757 |
| 20 |
2,846.6 |
2,688.8 |
157.8 |
5.7% |
34.4 |
1.2% |
39% |
False |
False |
3,500 |
| 40 |
2,846.6 |
2,613.2 |
233.4 |
8.5% |
32.5 |
1.2% |
59% |
False |
False |
2,617 |
| 60 |
2,846.6 |
2,511.1 |
335.5 |
12.2% |
31.8 |
1.2% |
72% |
False |
False |
2,124 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
14.8% |
33.5 |
1.2% |
76% |
False |
False |
1,831 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
16.5% |
32.7 |
1.2% |
79% |
False |
False |
1,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,045.0 |
|
2.618 |
2,936.6 |
|
1.618 |
2,870.2 |
|
1.000 |
2,829.2 |
|
0.618 |
2,803.8 |
|
HIGH |
2,762.8 |
|
0.618 |
2,737.4 |
|
0.500 |
2,729.6 |
|
0.382 |
2,721.8 |
|
LOW |
2,696.4 |
|
0.618 |
2,655.4 |
|
1.000 |
2,630.0 |
|
1.618 |
2,589.0 |
|
2.618 |
2,522.6 |
|
4.250 |
2,414.2 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.9 |
2,750.9 |
| PP |
2,736.8 |
2,750.8 |
| S1 |
2,729.6 |
2,750.6 |
|