| 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 |
2,752.6 |
2,667.7 |
-84.9 |
-3.1% |
2,749.2 |
| High |
2,758.8 |
2,718.3 |
-40.5 |
-1.5% |
2,801.8 |
| Low |
2,660.7 |
2,650.3 |
-10.4 |
-0.4% |
2,736.9 |
| Close |
2,676.3 |
2,705.8 |
29.5 |
1.1% |
2,749.2 |
| Range |
98.1 |
68.0 |
-30.1 |
-30.7% |
64.9 |
| ATR |
36.1 |
38.4 |
2.3 |
6.3% |
0.0 |
| Volume |
361,313 |
292,924 |
-68,389 |
-18.9% |
984,111 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.5 |
2,868.6 |
2,743.2 |
|
| R3 |
2,827.5 |
2,800.6 |
2,724.5 |
|
| R2 |
2,759.5 |
2,759.5 |
2,718.3 |
|
| R1 |
2,732.6 |
2,732.6 |
2,712.0 |
2,746.1 |
| PP |
2,691.5 |
2,691.5 |
2,691.5 |
2,698.2 |
| S1 |
2,664.6 |
2,664.6 |
2,699.6 |
2,678.1 |
| S2 |
2,623.5 |
2,623.5 |
2,693.3 |
|
| S3 |
2,555.5 |
2,596.6 |
2,687.1 |
|
| S4 |
2,487.5 |
2,528.6 |
2,668.4 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.3 |
2,918.2 |
2,784.9 |
|
| R3 |
2,892.4 |
2,853.3 |
2,767.0 |
|
| R2 |
2,827.5 |
2,827.5 |
2,761.1 |
|
| R1 |
2,788.4 |
2,788.4 |
2,755.1 |
2,781.7 |
| PP |
2,762.6 |
2,762.6 |
2,762.6 |
2,759.3 |
| S1 |
2,723.5 |
2,723.5 |
2,743.3 |
2,716.8 |
| S2 |
2,697.7 |
2,697.7 |
2,737.3 |
|
| S3 |
2,632.8 |
2,658.6 |
2,731.4 |
|
| S4 |
2,567.9 |
2,593.7 |
2,713.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,772.4 |
2,650.3 |
122.1 |
4.5% |
48.0 |
1.8% |
45% |
False |
True |
226,315 |
| 10 |
2,801.8 |
2,650.3 |
151.5 |
5.6% |
40.8 |
1.5% |
37% |
False |
True |
208,851 |
| 20 |
2,801.8 |
2,645.3 |
156.5 |
5.8% |
35.7 |
1.3% |
39% |
False |
False |
191,661 |
| 40 |
2,801.8 |
2,572.5 |
229.3 |
8.5% |
34.2 |
1.3% |
58% |
False |
False |
186,755 |
| 60 |
2,801.8 |
2,469.2 |
332.6 |
12.3% |
33.9 |
1.3% |
71% |
False |
False |
183,712 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
14.9% |
35.8 |
1.3% |
76% |
False |
False |
176,129 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
16.7% |
35.2 |
1.3% |
79% |
False |
False |
147,713 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
16.7% |
35.4 |
1.3% |
79% |
False |
False |
123,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,007.3 |
|
2.618 |
2,896.3 |
|
1.618 |
2,828.3 |
|
1.000 |
2,786.3 |
|
0.618 |
2,760.3 |
|
HIGH |
2,718.3 |
|
0.618 |
2,692.3 |
|
0.500 |
2,684.3 |
|
0.382 |
2,676.3 |
|
LOW |
2,650.3 |
|
0.618 |
2,608.3 |
|
1.000 |
2,582.3 |
|
1.618 |
2,540.3 |
|
2.618 |
2,472.3 |
|
4.250 |
2,361.3 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.6 |
2,705.5 |
| PP |
2,691.5 |
2,705.2 |
| S1 |
2,684.3 |
2,704.9 |
|