| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,621.1190 |
2,676.6670 |
55.5480 |
2.1% |
2,643.0590 |
| High |
2,718.9770 |
2,681.0130 |
-37.9640 |
-1.4% |
2,764.7060 |
| Low |
2,601.4300 |
2,506.7500 |
-94.6800 |
-3.6% |
2,460.2450 |
| Close |
2,676.6470 |
2,516.6820 |
-159.9650 |
-6.0% |
2,474.3670 |
| Range |
117.5470 |
174.2630 |
56.7160 |
48.2% |
304.4610 |
| ATR |
119.7026 |
123.5998 |
3.8972 |
3.3% |
0.0000 |
| Volume |
62,581 |
55,500 |
-7,081 |
-11.3% |
129,643 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.9373 |
2,978.0727 |
2,612.5267 |
|
| R3 |
2,916.6743 |
2,803.8097 |
2,564.6043 |
|
| R2 |
2,742.4113 |
2,742.4113 |
2,548.6302 |
|
| R1 |
2,629.5467 |
2,629.5467 |
2,532.6561 |
2,598.8475 |
| PP |
2,568.1483 |
2,568.1483 |
2,568.1483 |
2,552.7988 |
| S1 |
2,455.2837 |
2,455.2837 |
2,500.7079 |
2,424.5845 |
| S2 |
2,393.8853 |
2,393.8853 |
2,484.7338 |
|
| S3 |
2,219.6223 |
2,281.0207 |
2,468.7597 |
|
| S4 |
2,045.3593 |
2,106.7577 |
2,420.8374 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,479.8223 |
3,281.5557 |
2,641.8206 |
|
| R3 |
3,175.3613 |
2,977.0947 |
2,558.0938 |
|
| R2 |
2,870.9003 |
2,870.9003 |
2,530.1849 |
|
| R1 |
2,672.6337 |
2,672.6337 |
2,502.2759 |
2,619.5365 |
| PP |
2,566.4393 |
2,566.4393 |
2,566.4393 |
2,539.8908 |
| S1 |
2,368.1727 |
2,368.1727 |
2,446.4581 |
2,315.0755 |
| S2 |
2,261.9783 |
2,261.9783 |
2,418.5492 |
|
| S3 |
1,957.5173 |
2,063.7117 |
2,390.6402 |
|
| S4 |
1,653.0563 |
1,759.2507 |
2,306.9135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,718.9770 |
2,391.3910 |
327.5860 |
13.0% |
141.6726 |
5.6% |
38% |
False |
False |
53,035 |
| 10 |
2,764.7060 |
2,391.3910 |
373.3150 |
14.8% |
122.7623 |
4.9% |
34% |
False |
False |
38,385 |
| 20 |
2,764.7060 |
2,334.1700 |
430.5360 |
17.1% |
115.0340 |
4.6% |
42% |
False |
False |
34,689 |
| 40 |
2,764.7060 |
2,154.2820 |
610.4240 |
24.3% |
122.6665 |
4.9% |
59% |
False |
False |
39,868 |
| 60 |
2,817.6970 |
2,154.2820 |
663.4150 |
26.4% |
126.7745 |
5.0% |
55% |
False |
False |
69,250 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
55.6% |
144.3127 |
5.7% |
26% |
False |
False |
86,106 |
| 100 |
3,676.0130 |
2,154.2820 |
1,521.7310 |
60.5% |
147.9324 |
5.9% |
24% |
False |
False |
91,891 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
71.0% |
150.7017 |
6.0% |
20% |
False |
False |
102,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,421.6308 |
|
2.618 |
3,137.2335 |
|
1.618 |
2,962.9705 |
|
1.000 |
2,855.2760 |
|
0.618 |
2,788.7075 |
|
HIGH |
2,681.0130 |
|
0.618 |
2,614.4445 |
|
0.500 |
2,593.8815 |
|
0.382 |
2,573.3185 |
|
LOW |
2,506.7500 |
|
0.618 |
2,399.0555 |
|
1.000 |
2,332.4870 |
|
1.618 |
2,224.7925 |
|
2.618 |
2,050.5295 |
|
4.250 |
1,766.1323 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,593.8815 |
2,612.8635 |
| PP |
2,568.1483 |
2,580.8030 |
| S1 |
2,542.4152 |
2,548.7425 |
|