| 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 |
2,786.99 |
2,744.00 |
-42.99 |
-1.5% |
2,747.95 |
| High |
2,789.08 |
2,760.53 |
-28.55 |
-1.0% |
2,789.68 |
| Low |
2,734.75 |
2,733.66 |
-1.09 |
0.0% |
2,725.94 |
| Close |
2,743.97 |
2,736.02 |
-7.95 |
-0.3% |
2,736.02 |
| Range |
54.33 |
26.87 |
-27.46 |
-50.5% |
63.74 |
| ATR |
29.76 |
29.55 |
-0.21 |
-0.7% |
0.00 |
| Volume |
5,368 |
5,350 |
-18 |
-0.3% |
26,864 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.01 |
2,806.89 |
2,750.80 |
|
| R3 |
2,797.14 |
2,780.02 |
2,743.41 |
|
| R2 |
2,770.27 |
2,770.27 |
2,740.95 |
|
| R1 |
2,753.15 |
2,753.15 |
2,738.48 |
2,748.28 |
| PP |
2,743.40 |
2,743.40 |
2,743.40 |
2,740.97 |
| S1 |
2,726.28 |
2,726.28 |
2,733.56 |
2,721.41 |
| S2 |
2,716.53 |
2,716.53 |
2,731.09 |
|
| S3 |
2,689.66 |
2,699.41 |
2,728.63 |
|
| S4 |
2,662.79 |
2,672.54 |
2,721.24 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.77 |
2,902.63 |
2,771.08 |
|
| R3 |
2,878.03 |
2,838.89 |
2,753.55 |
|
| R2 |
2,814.29 |
2,814.29 |
2,747.71 |
|
| R1 |
2,775.15 |
2,775.15 |
2,741.86 |
2,762.85 |
| PP |
2,750.55 |
2,750.55 |
2,750.55 |
2,744.40 |
| S1 |
2,711.41 |
2,711.41 |
2,730.18 |
2,699.11 |
| S2 |
2,686.81 |
2,686.81 |
2,724.33 |
|
| S3 |
2,623.07 |
2,647.67 |
2,718.49 |
|
| S4 |
2,559.33 |
2,583.93 |
2,700.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,789.68 |
2,725.94 |
63.74 |
2.3% |
30.73 |
1.1% |
16% |
False |
False |
5,372 |
| 10 |
2,789.68 |
2,711.17 |
78.51 |
2.9% |
31.01 |
1.1% |
32% |
False |
False |
5,374 |
| 20 |
2,789.68 |
2,606.62 |
183.06 |
6.7% |
28.71 |
1.0% |
71% |
False |
False |
5,363 |
| 40 |
2,789.68 |
2,487.11 |
302.57 |
11.1% |
28.63 |
1.0% |
82% |
False |
False |
5,348 |
| 60 |
2,789.68 |
2,417.83 |
371.85 |
13.6% |
28.98 |
1.1% |
86% |
False |
False |
5,335 |
| 80 |
2,789.68 |
2,354.48 |
435.20 |
15.9% |
31.10 |
1.1% |
88% |
False |
False |
5,265 |
| 100 |
2,789.68 |
2,295.86 |
493.82 |
18.0% |
30.51 |
1.1% |
89% |
False |
False |
5,279 |
| 120 |
2,789.68 |
2,287.64 |
502.04 |
18.3% |
31.06 |
1.1% |
89% |
False |
False |
5,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,874.73 |
|
2.618 |
2,830.88 |
|
1.618 |
2,804.01 |
|
1.000 |
2,787.40 |
|
0.618 |
2,777.14 |
|
HIGH |
2,760.53 |
|
0.618 |
2,750.27 |
|
0.500 |
2,747.10 |
|
0.382 |
2,743.92 |
|
LOW |
2,733.66 |
|
0.618 |
2,717.05 |
|
1.000 |
2,706.79 |
|
1.618 |
2,690.18 |
|
2.618 |
2,663.31 |
|
4.250 |
2,619.46 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.10 |
2,761.67 |
| PP |
2,743.40 |
2,753.12 |
| S1 |
2,739.71 |
2,744.57 |
|