| 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 |
2,809.8 |
2,821.2 |
11.4 |
0.4% |
2,814.3 |
| High |
2,824.8 |
2,823.6 |
-1.2 |
0.0% |
2,866.8 |
| Low |
2,800.1 |
2,728.0 |
-72.1 |
-2.6% |
2,803.8 |
| Close |
2,816.8 |
2,742.5 |
-74.3 |
-2.6% |
2,815.7 |
| Range |
24.7 |
95.6 |
70.9 |
287.0% |
63.0 |
| ATR |
28.9 |
33.7 |
4.8 |
16.5% |
0.0 |
| Volume |
3,583 |
6,580 |
2,997 |
83.6% |
16,970 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.5 |
2,992.6 |
2,795.1 |
|
| R3 |
2,955.9 |
2,897.0 |
2,768.8 |
|
| R2 |
2,860.3 |
2,860.3 |
2,760.0 |
|
| R1 |
2,801.4 |
2,801.4 |
2,751.3 |
2,783.1 |
| PP |
2,764.7 |
2,764.7 |
2,764.7 |
2,755.5 |
| S1 |
2,705.8 |
2,705.8 |
2,733.7 |
2,687.5 |
| S2 |
2,669.1 |
2,669.1 |
2,725.0 |
|
| S3 |
2,573.5 |
2,610.2 |
2,716.2 |
|
| S4 |
2,477.9 |
2,514.6 |
2,689.9 |
|
|
| 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 |
2,865.9 |
2,728.0 |
137.9 |
5.0% |
43.6 |
1.6% |
11% |
False |
True |
4,059 |
| 10 |
2,866.8 |
2,728.0 |
138.8 |
5.1% |
34.1 |
1.2% |
10% |
False |
True |
3,232 |
| 20 |
2,866.8 |
2,686.7 |
180.1 |
6.6% |
31.2 |
1.1% |
31% |
False |
False |
2,332 |
| 40 |
2,866.8 |
2,596.8 |
270.0 |
9.8% |
30.7 |
1.1% |
54% |
False |
False |
1,582 |
| 60 |
2,866.8 |
2,530.1 |
336.7 |
12.3% |
30.2 |
1.1% |
63% |
False |
False |
1,260 |
| 80 |
2,866.8 |
2,452.6 |
414.2 |
15.1% |
32.2 |
1.2% |
70% |
False |
False |
1,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,229.9 |
|
2.618 |
3,073.9 |
|
1.618 |
2,978.3 |
|
1.000 |
2,919.2 |
|
0.618 |
2,882.7 |
|
HIGH |
2,823.6 |
|
0.618 |
2,787.1 |
|
0.500 |
2,775.8 |
|
0.382 |
2,764.5 |
|
LOW |
2,728.0 |
|
0.618 |
2,668.9 |
|
1.000 |
2,632.4 |
|
1.618 |
2,573.3 |
|
2.618 |
2,477.7 |
|
4.250 |
2,321.7 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,775.8 |
2,776.4 |
| PP |
2,764.7 |
2,765.1 |
| S1 |
2,753.6 |
2,753.8 |
|