| 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 |
2,822.1 |
2,808.6 |
-13.5 |
-0.5% |
2,814.3 |
| High |
2,836.8 |
2,822.0 |
-14.8 |
-0.5% |
2,866.8 |
| Low |
2,810.0 |
2,807.4 |
-2.6 |
-0.1% |
2,803.8 |
| Close |
2,815.7 |
2,812.8 |
-2.9 |
-0.1% |
2,815.7 |
| Range |
26.8 |
14.6 |
-12.2 |
-45.5% |
63.0 |
| ATR |
30.4 |
29.3 |
-1.1 |
-3.7% |
0.0 |
| Volume |
2,952 |
1,159 |
-1,793 |
-60.7% |
16,970 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.9 |
2,849.9 |
2,820.8 |
|
| R3 |
2,843.3 |
2,835.3 |
2,816.8 |
|
| R2 |
2,828.7 |
2,828.7 |
2,815.5 |
|
| R1 |
2,820.7 |
2,820.7 |
2,814.1 |
2,824.7 |
| PP |
2,814.1 |
2,814.1 |
2,814.1 |
2,816.1 |
| S1 |
2,806.1 |
2,806.1 |
2,811.5 |
2,810.1 |
| S2 |
2,799.5 |
2,799.5 |
2,810.1 |
|
| S3 |
2,784.9 |
2,791.5 |
2,808.8 |
|
| S4 |
2,770.3 |
2,776.9 |
2,804.8 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,017.8 |
2,979.7 |
2,850.4 |
|
| R3 |
2,954.8 |
2,916.7 |
2,833.0 |
|
| R2 |
2,891.8 |
2,891.8 |
2,827.3 |
|
| R1 |
2,853.7 |
2,853.7 |
2,821.5 |
2,872.8 |
| PP |
2,828.8 |
2,828.8 |
2,828.8 |
2,838.3 |
| S1 |
2,790.7 |
2,790.7 |
2,809.9 |
2,809.8 |
| S2 |
2,765.8 |
2,765.8 |
2,804.2 |
|
| S3 |
2,702.8 |
2,727.7 |
2,798.4 |
|
| S4 |
2,639.8 |
2,664.7 |
2,781.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,866.8 |
2,807.4 |
59.4 |
2.1% |
29.7 |
1.1% |
9% |
False |
True |
3,307 |
| 10 |
2,866.8 |
2,788.6 |
78.2 |
2.8% |
29.9 |
1.1% |
31% |
False |
False |
2,552 |
| 20 |
2,866.8 |
2,686.6 |
180.2 |
6.4% |
28.5 |
1.0% |
70% |
False |
False |
2,010 |
| 40 |
2,866.8 |
2,588.0 |
278.8 |
9.9% |
28.5 |
1.0% |
81% |
False |
False |
1,367 |
| 60 |
2,866.8 |
2,522.3 |
344.5 |
12.2% |
29.2 |
1.0% |
84% |
False |
False |
1,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,884.1 |
|
2.618 |
2,860.2 |
|
1.618 |
2,845.6 |
|
1.000 |
2,836.6 |
|
0.618 |
2,831.0 |
|
HIGH |
2,822.0 |
|
0.618 |
2,816.4 |
|
0.500 |
2,814.7 |
|
0.382 |
2,813.0 |
|
LOW |
2,807.4 |
|
0.618 |
2,798.4 |
|
1.000 |
2,792.8 |
|
1.618 |
2,783.8 |
|
2.618 |
2,769.2 |
|
4.250 |
2,745.4 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.7 |
2,836.7 |
| PP |
2,814.1 |
2,828.7 |
| S1 |
2,813.4 |
2,820.8 |
|