| 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 |
2,808.6 |
2,809.8 |
1.2 |
0.0% |
2,814.3 |
| High |
2,822.0 |
2,824.8 |
2.8 |
0.1% |
2,866.8 |
| Low |
2,807.4 |
2,800.1 |
-7.3 |
-0.3% |
2,803.8 |
| Close |
2,812.8 |
2,816.8 |
4.0 |
0.1% |
2,815.7 |
| Range |
14.6 |
24.7 |
10.1 |
69.2% |
63.0 |
| ATR |
29.3 |
28.9 |
-0.3 |
-1.1% |
0.0 |
| Volume |
1,159 |
3,583 |
2,424 |
209.1% |
16,970 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.0 |
2,877.1 |
2,830.4 |
|
| R3 |
2,863.3 |
2,852.4 |
2,823.6 |
|
| R2 |
2,838.6 |
2,838.6 |
2,821.3 |
|
| R1 |
2,827.7 |
2,827.7 |
2,819.1 |
2,833.2 |
| PP |
2,813.9 |
2,813.9 |
2,813.9 |
2,816.6 |
| S1 |
2,803.0 |
2,803.0 |
2,814.5 |
2,808.5 |
| S2 |
2,789.2 |
2,789.2 |
2,812.3 |
|
| S3 |
2,764.5 |
2,778.3 |
2,810.0 |
|
| S4 |
2,739.8 |
2,753.6 |
2,803.2 |
|
|
| 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 |
2,800.1 |
66.7 |
2.4% |
27.9 |
1.0% |
25% |
False |
True |
3,313 |
| 10 |
2,866.8 |
2,788.6 |
78.2 |
2.8% |
29.5 |
1.0% |
36% |
False |
False |
2,723 |
| 20 |
2,866.8 |
2,686.6 |
180.2 |
6.4% |
27.3 |
1.0% |
72% |
False |
False |
2,038 |
| 40 |
2,866.8 |
2,592.6 |
274.2 |
9.7% |
28.8 |
1.0% |
82% |
False |
False |
1,437 |
| 60 |
2,866.8 |
2,530.1 |
336.7 |
12.0% |
28.9 |
1.0% |
85% |
False |
False |
1,165 |
| 80 |
2,866.8 |
2,452.6 |
414.2 |
14.7% |
31.6 |
1.1% |
88% |
False |
False |
1,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,929.8 |
|
2.618 |
2,889.5 |
|
1.618 |
2,864.8 |
|
1.000 |
2,849.5 |
|
0.618 |
2,840.1 |
|
HIGH |
2,824.8 |
|
0.618 |
2,815.4 |
|
0.500 |
2,812.5 |
|
0.382 |
2,809.5 |
|
LOW |
2,800.1 |
|
0.618 |
2,784.8 |
|
1.000 |
2,775.4 |
|
1.618 |
2,760.1 |
|
2.618 |
2,735.4 |
|
4.250 |
2,695.1 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,815.4 |
2,818.5 |
| PP |
2,813.9 |
2,817.9 |
| S1 |
2,812.5 |
2,817.4 |
|