| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,676.6670 |
2,516.6820 |
-159.9850 |
-6.0% |
2,475.2530 |
| High |
2,681.0130 |
2,584.1260 |
-96.8870 |
-3.6% |
2,718.9770 |
| Low |
2,506.7500 |
2,471.6360 |
-35.1140 |
-1.4% |
2,391.3910 |
| Close |
2,516.6820 |
2,519.1310 |
2.4490 |
0.1% |
2,519.1310 |
| Range |
174.2630 |
112.4900 |
-61.7730 |
-35.4% |
327.5860 |
| ATR |
123.5998 |
122.8063 |
-0.7936 |
-0.6% |
0.0000 |
| Volume |
55,500 |
57,928 |
2,428 |
4.4% |
272,538 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.4343 |
2,803.2727 |
2,581.0005 |
|
| R3 |
2,749.9443 |
2,690.7827 |
2,550.0658 |
|
| R2 |
2,637.4543 |
2,637.4543 |
2,539.7542 |
|
| R1 |
2,578.2927 |
2,578.2927 |
2,529.4426 |
2,607.8735 |
| PP |
2,524.9643 |
2,524.9643 |
2,524.9643 |
2,539.7548 |
| S1 |
2,465.8027 |
2,465.8027 |
2,508.8194 |
2,495.3835 |
| S2 |
2,412.4743 |
2,412.4743 |
2,498.5078 |
|
| S3 |
2,299.9843 |
2,353.3127 |
2,488.1963 |
|
| S4 |
2,187.4943 |
2,240.8227 |
2,457.2615 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,525.9243 |
3,350.1137 |
2,699.3033 |
|
| R3 |
3,198.3383 |
3,022.5277 |
2,609.2172 |
|
| R2 |
2,870.7523 |
2,870.7523 |
2,579.1884 |
|
| R1 |
2,694.9417 |
2,694.9417 |
2,549.1597 |
2,782.8470 |
| PP |
2,543.1663 |
2,543.1663 |
2,543.1663 |
2,587.1190 |
| S1 |
2,367.3557 |
2,367.3557 |
2,489.1023 |
2,455.2610 |
| S2 |
2,215.5803 |
2,215.5803 |
2,459.0736 |
|
| S3 |
1,887.9943 |
2,039.7697 |
2,429.0449 |
|
| S4 |
1,560.4083 |
1,712.1837 |
2,338.9587 |
|
|
| 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% |
143.6658 |
5.7% |
39% |
False |
False |
54,507 |
| 10 |
2,764.7060 |
2,391.3910 |
373.3150 |
14.8% |
126.3990 |
5.0% |
34% |
False |
False |
40,218 |
| 20 |
2,764.7060 |
2,334.1700 |
430.5360 |
17.1% |
115.3593 |
4.6% |
43% |
False |
False |
35,789 |
| 40 |
2,764.7060 |
2,154.2820 |
610.4240 |
24.2% |
119.3191 |
4.7% |
60% |
False |
False |
41,316 |
| 60 |
2,817.6970 |
2,154.2820 |
663.4150 |
26.3% |
124.2828 |
4.9% |
55% |
False |
False |
65,714 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
55.6% |
143.9420 |
5.7% |
26% |
False |
False |
85,351 |
| 100 |
3,649.7620 |
2,154.2820 |
1,495.4800 |
59.4% |
146.6721 |
5.8% |
24% |
False |
False |
90,504 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
70.9% |
150.7396 |
6.0% |
20% |
False |
False |
102,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,062.2085 |
|
2.618 |
2,878.6248 |
|
1.618 |
2,766.1348 |
|
1.000 |
2,696.6160 |
|
0.618 |
2,653.6448 |
|
HIGH |
2,584.1260 |
|
0.618 |
2,541.1548 |
|
0.500 |
2,527.8810 |
|
0.382 |
2,514.6072 |
|
LOW |
2,471.6360 |
|
0.618 |
2,402.1172 |
|
1.000 |
2,359.1460 |
|
1.618 |
2,289.6272 |
|
2.618 |
2,177.1372 |
|
4.250 |
1,993.5535 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,527.8810 |
2,595.3065 |
| PP |
2,524.9643 |
2,569.9147 |
| S1 |
2,522.0477 |
2,544.5228 |
|