| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,715.2 |
2,758.3 |
43.1 |
1.6% |
2,784.6 |
| High |
2,762.8 |
2,761.6 |
-1.2 |
0.0% |
2,804.8 |
| Low |
2,696.4 |
2,734.2 |
37.8 |
1.4% |
2,696.4 |
| Close |
2,751.1 |
2,740.1 |
-11.0 |
-0.4% |
2,740.1 |
| Range |
66.4 |
27.4 |
-39.0 |
-58.7% |
108.4 |
| ATR |
37.0 |
36.3 |
-0.7 |
-1.9% |
0.0 |
| Volume |
7,231 |
7,439 |
208 |
2.9% |
28,778 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.5 |
2,811.2 |
2,755.2 |
|
| R3 |
2,800.1 |
2,783.8 |
2,747.6 |
|
| R2 |
2,772.7 |
2,772.7 |
2,745.1 |
|
| R1 |
2,756.4 |
2,756.4 |
2,742.6 |
2,750.9 |
| PP |
2,745.3 |
2,745.3 |
2,745.3 |
2,742.5 |
| S1 |
2,729.0 |
2,729.0 |
2,737.6 |
2,723.5 |
| S2 |
2,717.9 |
2,717.9 |
2,735.1 |
|
| S3 |
2,690.5 |
2,701.6 |
2,732.6 |
|
| S4 |
2,663.1 |
2,674.2 |
2,725.0 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.3 |
3,014.6 |
2,799.7 |
|
| R3 |
2,963.9 |
2,906.2 |
2,769.9 |
|
| R2 |
2,855.5 |
2,855.5 |
2,760.0 |
|
| R1 |
2,797.8 |
2,797.8 |
2,750.0 |
2,772.5 |
| PP |
2,747.1 |
2,747.1 |
2,747.1 |
2,734.4 |
| S1 |
2,689.4 |
2,689.4 |
2,730.2 |
2,664.1 |
| S2 |
2,638.7 |
2,638.7 |
2,720.2 |
|
| S3 |
2,530.3 |
2,581.0 |
2,710.3 |
|
| S4 |
2,421.9 |
2,472.6 |
2,680.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,804.8 |
2,696.4 |
108.4 |
4.0% |
46.7 |
1.7% |
40% |
False |
False |
5,755 |
| 10 |
2,846.6 |
2,696.4 |
150.2 |
5.5% |
39.0 |
1.4% |
29% |
False |
False |
5,298 |
| 20 |
2,846.6 |
2,696.4 |
150.2 |
5.5% |
34.1 |
1.2% |
29% |
False |
False |
3,712 |
| 40 |
2,846.6 |
2,613.2 |
233.4 |
8.5% |
32.5 |
1.2% |
54% |
False |
False |
2,756 |
| 60 |
2,846.6 |
2,530.6 |
316.0 |
11.5% |
31.6 |
1.2% |
66% |
False |
False |
2,239 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
14.8% |
33.4 |
1.2% |
74% |
False |
False |
1,917 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
16.6% |
32.7 |
1.2% |
77% |
False |
False |
1,675 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
16.6% |
32.7 |
1.2% |
77% |
False |
False |
1,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,878.1 |
|
2.618 |
2,833.3 |
|
1.618 |
2,805.9 |
|
1.000 |
2,789.0 |
|
0.618 |
2,778.5 |
|
HIGH |
2,761.6 |
|
0.618 |
2,751.1 |
|
0.500 |
2,747.9 |
|
0.382 |
2,744.7 |
|
LOW |
2,734.2 |
|
0.618 |
2,717.3 |
|
1.000 |
2,706.8 |
|
1.618 |
2,689.9 |
|
2.618 |
2,662.5 |
|
4.250 |
2,617.8 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.9 |
2,750.0 |
| PP |
2,745.3 |
2,746.7 |
| S1 |
2,742.7 |
2,743.4 |
|