| 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 |
4,861.0 |
4,887.0 |
26.0 |
0.5% |
4,966.0 |
| High |
4,897.0 |
4,961.0 |
64.0 |
1.3% |
5,015.0 |
| Low |
4,851.0 |
4,797.0 |
-54.0 |
-1.1% |
4,818.0 |
| Close |
4,885.0 |
4,807.0 |
-78.0 |
-1.6% |
4,891.0 |
| Range |
46.0 |
164.0 |
118.0 |
256.5% |
197.0 |
| ATR |
64.6 |
71.7 |
7.1 |
11.0% |
0.0 |
| Volume |
484,339 |
1,263,385 |
779,046 |
160.8% |
3,383,479 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,347.0 |
5,241.0 |
4,897.2 |
|
| R3 |
5,183.0 |
5,077.0 |
4,852.1 |
|
| R2 |
5,019.0 |
5,019.0 |
4,837.1 |
|
| R1 |
4,913.0 |
4,913.0 |
4,822.0 |
4,884.0 |
| PP |
4,855.0 |
4,855.0 |
4,855.0 |
4,840.5 |
| S1 |
4,749.0 |
4,749.0 |
4,792.0 |
4,720.0 |
| S2 |
4,691.0 |
4,691.0 |
4,776.9 |
|
| S3 |
4,527.0 |
4,585.0 |
4,761.9 |
|
| S4 |
4,363.0 |
4,421.0 |
4,716.8 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,499.0 |
5,392.0 |
4,999.4 |
|
| R3 |
5,302.0 |
5,195.0 |
4,945.2 |
|
| R2 |
5,105.0 |
5,105.0 |
4,927.1 |
|
| R1 |
4,998.0 |
4,998.0 |
4,909.1 |
4,953.0 |
| PP |
4,908.0 |
4,908.0 |
4,908.0 |
4,885.5 |
| S1 |
4,801.0 |
4,801.0 |
4,872.9 |
4,756.0 |
| S2 |
4,711.0 |
4,711.0 |
4,854.9 |
|
| S3 |
4,514.0 |
4,604.0 |
4,836.8 |
|
| S4 |
4,317.0 |
4,407.0 |
4,782.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,961.0 |
4,797.0 |
164.0 |
3.4% |
83.8 |
1.7% |
6% |
True |
True |
763,599 |
| 10 |
5,015.0 |
4,797.0 |
218.0 |
4.5% |
71.7 |
1.5% |
5% |
False |
True |
665,971 |
| 20 |
5,084.0 |
4,797.0 |
287.0 |
6.0% |
68.6 |
1.4% |
3% |
False |
True |
623,119 |
| 40 |
5,106.0 |
4,797.0 |
309.0 |
6.4% |
66.0 |
1.4% |
3% |
False |
True |
648,592 |
| 60 |
5,106.0 |
4,753.0 |
353.0 |
7.3% |
62.2 |
1.3% |
15% |
False |
False |
437,025 |
| 80 |
5,106.0 |
4,525.0 |
581.0 |
12.1% |
62.7 |
1.3% |
49% |
False |
False |
327,975 |
| 100 |
5,114.0 |
4,525.0 |
589.0 |
12.3% |
57.2 |
1.2% |
48% |
False |
False |
262,439 |
| 120 |
5,307.0 |
4,525.0 |
782.0 |
16.3% |
49.8 |
1.0% |
36% |
False |
False |
218,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,658.0 |
|
2.618 |
5,390.4 |
|
1.618 |
5,226.4 |
|
1.000 |
5,125.0 |
|
0.618 |
5,062.4 |
|
HIGH |
4,961.0 |
|
0.618 |
4,898.4 |
|
0.500 |
4,879.0 |
|
0.382 |
4,859.6 |
|
LOW |
4,797.0 |
|
0.618 |
4,695.6 |
|
1.000 |
4,633.0 |
|
1.618 |
4,531.6 |
|
2.618 |
4,367.6 |
|
4.250 |
4,100.0 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,879.0 |
4,879.0 |
| PP |
4,855.0 |
4,855.0 |
| S1 |
4,831.0 |
4,831.0 |
|