| 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 |
2,821.2 |
2,729.8 |
-91.4 |
-3.2% |
2,814.3 |
| High |
2,823.6 |
2,782.8 |
-40.8 |
-1.4% |
2,866.8 |
| Low |
2,728.0 |
2,717.5 |
-10.5 |
-0.4% |
2,803.8 |
| Close |
2,742.5 |
2,772.5 |
30.0 |
1.1% |
2,815.7 |
| Range |
95.6 |
65.3 |
-30.3 |
-31.7% |
63.0 |
| ATR |
33.7 |
36.0 |
2.3 |
6.7% |
0.0 |
| Volume |
6,580 |
4,198 |
-2,382 |
-36.2% |
16,970 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.5 |
2,928.3 |
2,808.4 |
|
| R3 |
2,888.2 |
2,863.0 |
2,790.5 |
|
| R2 |
2,822.9 |
2,822.9 |
2,784.5 |
|
| R1 |
2,797.7 |
2,797.7 |
2,778.5 |
2,810.3 |
| PP |
2,757.6 |
2,757.6 |
2,757.6 |
2,763.9 |
| S1 |
2,732.4 |
2,732.4 |
2,766.5 |
2,745.0 |
| S2 |
2,692.3 |
2,692.3 |
2,760.5 |
|
| S3 |
2,627.0 |
2,667.1 |
2,754.5 |
|
| S4 |
2,561.7 |
2,601.8 |
2,736.6 |
|
|
| 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 |
2,836.8 |
2,717.5 |
119.3 |
4.3% |
45.4 |
1.6% |
46% |
False |
True |
3,694 |
| 10 |
2,866.8 |
2,717.5 |
149.3 |
5.4% |
38.2 |
1.4% |
37% |
False |
True |
3,375 |
| 20 |
2,866.8 |
2,708.7 |
158.1 |
5.7% |
33.3 |
1.2% |
40% |
False |
False |
2,410 |
| 40 |
2,866.8 |
2,630.0 |
236.8 |
8.5% |
31.2 |
1.1% |
60% |
False |
False |
1,665 |
| 60 |
2,866.8 |
2,530.1 |
336.7 |
12.1% |
30.6 |
1.1% |
72% |
False |
False |
1,318 |
| 80 |
2,866.8 |
2,452.6 |
414.2 |
14.9% |
32.6 |
1.2% |
77% |
False |
False |
1,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,060.3 |
|
2.618 |
2,953.8 |
|
1.618 |
2,888.5 |
|
1.000 |
2,848.1 |
|
0.618 |
2,823.2 |
|
HIGH |
2,782.8 |
|
0.618 |
2,757.9 |
|
0.500 |
2,750.2 |
|
0.382 |
2,742.4 |
|
LOW |
2,717.5 |
|
0.618 |
2,677.1 |
|
1.000 |
2,652.2 |
|
1.618 |
2,611.8 |
|
2.618 |
2,546.5 |
|
4.250 |
2,440.0 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,765.1 |
2,772.1 |
| PP |
2,757.6 |
2,771.6 |
| S1 |
2,750.2 |
2,771.2 |
|