| Trading Metrics calculated at close of trading on 30-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2024 |
30-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,754.3 |
2,786.9 |
32.6 |
1.2% |
2,736.3 |
| High |
2,787.7 |
2,801.8 |
14.1 |
0.5% |
2,772.6 |
| Low |
2,752.0 |
2,782.4 |
30.4 |
1.1% |
2,722.1 |
| Close |
2,781.1 |
2,800.8 |
19.7 |
0.7% |
2,754.6 |
| Range |
35.7 |
19.4 |
-16.3 |
-45.7% |
50.5 |
| ATR |
31.8 |
31.0 |
-0.8 |
-2.5% |
0.0 |
| Volume |
207,424 |
191,549 |
-15,875 |
-7.7% |
928,019 |
|
| Daily Pivots for day following 30-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.2 |
2,846.4 |
2,811.5 |
|
| R3 |
2,833.8 |
2,827.0 |
2,806.1 |
|
| R2 |
2,814.4 |
2,814.4 |
2,804.4 |
|
| R1 |
2,807.6 |
2,807.6 |
2,802.6 |
2,811.0 |
| PP |
2,795.0 |
2,795.0 |
2,795.0 |
2,796.7 |
| S1 |
2,788.2 |
2,788.2 |
2,799.0 |
2,791.6 |
| S2 |
2,775.6 |
2,775.6 |
2,797.2 |
|
| S3 |
2,756.2 |
2,768.8 |
2,795.5 |
|
| S4 |
2,736.8 |
2,749.4 |
2,790.1 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.3 |
2,878.4 |
2,782.4 |
|
| R3 |
2,850.8 |
2,827.9 |
2,768.5 |
|
| R2 |
2,800.3 |
2,800.3 |
2,763.9 |
|
| R1 |
2,777.4 |
2,777.4 |
2,759.2 |
2,788.9 |
| PP |
2,749.8 |
2,749.8 |
2,749.8 |
2,755.5 |
| S1 |
2,726.9 |
2,726.9 |
2,750.0 |
2,738.4 |
| S2 |
2,699.3 |
2,699.3 |
2,745.3 |
|
| S3 |
2,648.8 |
2,676.4 |
2,740.7 |
|
| S4 |
2,598.3 |
2,625.9 |
2,726.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,801.8 |
2,728.7 |
73.1 |
2.6% |
27.2 |
1.0% |
99% |
True |
False |
178,047 |
| 10 |
2,801.8 |
2,688.2 |
113.6 |
4.1% |
29.8 |
1.1% |
99% |
True |
False |
184,967 |
| 20 |
2,801.8 |
2,618.8 |
183.0 |
6.5% |
30.0 |
1.1% |
99% |
True |
False |
174,670 |
| 40 |
2,801.8 |
2,513.9 |
287.9 |
10.3% |
31.6 |
1.1% |
100% |
True |
False |
180,033 |
| 60 |
2,801.8 |
2,418.8 |
383.0 |
13.7% |
32.4 |
1.2% |
100% |
True |
False |
177,650 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
14.4% |
34.9 |
1.2% |
100% |
True |
False |
163,266 |
| 100 |
2,801.8 |
2,349.8 |
452.0 |
16.1% |
33.9 |
1.2% |
100% |
True |
False |
134,188 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
16.1% |
34.7 |
1.2% |
100% |
True |
False |
112,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,884.3 |
|
2.618 |
2,852.6 |
|
1.618 |
2,833.2 |
|
1.000 |
2,821.2 |
|
0.618 |
2,813.8 |
|
HIGH |
2,801.8 |
|
0.618 |
2,794.4 |
|
0.500 |
2,792.1 |
|
0.382 |
2,789.8 |
|
LOW |
2,782.4 |
|
0.618 |
2,770.4 |
|
1.000 |
2,763.0 |
|
1.618 |
2,751.0 |
|
2.618 |
2,731.6 |
|
4.250 |
2,700.0 |
|
|
| Fisher Pivots for day following 30-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,797.9 |
2,790.3 |
| PP |
2,795.0 |
2,779.8 |
| S1 |
2,792.1 |
2,769.4 |
|