| 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 |
2,786.9 |
2,799.1 |
12.2 |
0.4% |
2,736.3 |
| High |
2,801.8 |
2,801.2 |
-0.6 |
0.0% |
2,772.6 |
| Low |
2,782.4 |
2,741.8 |
-40.6 |
-1.5% |
2,722.1 |
| Close |
2,800.8 |
2,749.3 |
-51.5 |
-1.8% |
2,754.6 |
| Range |
19.4 |
59.4 |
40.0 |
206.2% |
50.5 |
| ATR |
31.0 |
33.0 |
2.0 |
6.5% |
0.0 |
| Volume |
191,549 |
242,571 |
51,022 |
26.6% |
928,019 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.3 |
2,905.2 |
2,782.0 |
|
| R3 |
2,882.9 |
2,845.8 |
2,765.6 |
|
| R2 |
2,823.5 |
2,823.5 |
2,760.2 |
|
| R1 |
2,786.4 |
2,786.4 |
2,754.7 |
2,775.3 |
| PP |
2,764.1 |
2,764.1 |
2,764.1 |
2,758.5 |
| S1 |
2,727.0 |
2,727.0 |
2,743.9 |
2,715.9 |
| S2 |
2,704.7 |
2,704.7 |
2,738.4 |
|
| S3 |
2,645.3 |
2,667.6 |
2,733.0 |
|
| S4 |
2,585.9 |
2,608.2 |
2,716.6 |
|
|
| 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 |
2,729.1 |
72.7 |
2.6% |
33.5 |
1.2% |
28% |
False |
False |
191,387 |
| 10 |
2,801.8 |
2,707.3 |
94.5 |
3.4% |
33.3 |
1.2% |
44% |
False |
False |
191,042 |
| 20 |
2,801.8 |
2,618.8 |
183.0 |
6.7% |
31.7 |
1.2% |
71% |
False |
False |
179,871 |
| 40 |
2,801.8 |
2,513.9 |
287.9 |
10.5% |
32.3 |
1.2% |
82% |
False |
False |
182,279 |
| 60 |
2,801.8 |
2,420.2 |
381.6 |
13.9% |
32.9 |
1.2% |
86% |
False |
False |
178,925 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
14.7% |
35.3 |
1.3% |
87% |
False |
False |
165,673 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
16.4% |
34.2 |
1.2% |
88% |
False |
False |
136,577 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
16.4% |
34.9 |
1.3% |
88% |
False |
False |
114,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,053.7 |
|
2.618 |
2,956.7 |
|
1.618 |
2,897.3 |
|
1.000 |
2,860.6 |
|
0.618 |
2,837.9 |
|
HIGH |
2,801.2 |
|
0.618 |
2,778.5 |
|
0.500 |
2,771.5 |
|
0.382 |
2,764.5 |
|
LOW |
2,741.8 |
|
0.618 |
2,705.1 |
|
1.000 |
2,682.4 |
|
1.618 |
2,645.7 |
|
2.618 |
2,586.3 |
|
4.250 |
2,489.4 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,771.5 |
2,771.8 |
| PP |
2,764.1 |
2,764.3 |
| S1 |
2,756.7 |
2,756.8 |
|