| 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 |
2,799.1 |
2,754.0 |
-45.1 |
-1.6% |
2,749.2 |
| High |
2,801.2 |
2,772.4 |
-28.8 |
-1.0% |
2,801.8 |
| Low |
2,741.8 |
2,742.6 |
0.8 |
0.0% |
2,736.9 |
| Close |
2,749.3 |
2,749.2 |
-0.1 |
0.0% |
2,749.2 |
| Range |
59.4 |
29.8 |
-29.6 |
-49.8% |
64.9 |
| ATR |
33.0 |
32.8 |
-0.2 |
-0.7% |
0.0 |
| Volume |
242,571 |
180,660 |
-61,911 |
-25.5% |
984,111 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.1 |
2,826.5 |
2,765.6 |
|
| R3 |
2,814.3 |
2,796.7 |
2,757.4 |
|
| R2 |
2,784.5 |
2,784.5 |
2,754.7 |
|
| R1 |
2,766.9 |
2,766.9 |
2,751.9 |
2,760.8 |
| PP |
2,754.7 |
2,754.7 |
2,754.7 |
2,751.7 |
| S1 |
2,737.1 |
2,737.1 |
2,746.5 |
2,731.0 |
| S2 |
2,724.9 |
2,724.9 |
2,743.7 |
|
| S3 |
2,695.1 |
2,707.3 |
2,741.0 |
|
| S4 |
2,665.3 |
2,677.5 |
2,732.8 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.3 |
2,918.2 |
2,784.9 |
|
| R3 |
2,892.4 |
2,853.3 |
2,767.0 |
|
| R2 |
2,827.5 |
2,827.5 |
2,761.1 |
|
| R1 |
2,788.4 |
2,788.4 |
2,755.1 |
2,781.7 |
| PP |
2,762.6 |
2,762.6 |
2,762.6 |
2,759.3 |
| S1 |
2,723.5 |
2,723.5 |
2,743.3 |
2,716.8 |
| S2 |
2,697.7 |
2,697.7 |
2,737.3 |
|
| S3 |
2,632.8 |
2,658.6 |
2,731.4 |
|
| S4 |
2,567.9 |
2,593.7 |
2,713.5 |
|
|
| 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 |
2,736.9 |
64.9 |
2.4% |
33.1 |
1.2% |
19% |
False |
False |
196,822 |
| 10 |
2,801.8 |
2,722.1 |
79.7 |
2.9% |
33.2 |
1.2% |
34% |
False |
False |
191,213 |
| 20 |
2,801.8 |
2,618.8 |
183.0 |
6.7% |
31.3 |
1.1% |
71% |
False |
False |
179,271 |
| 40 |
2,801.8 |
2,514.2 |
287.6 |
10.5% |
31.9 |
1.2% |
82% |
False |
False |
181,093 |
| 60 |
2,801.8 |
2,456.1 |
345.7 |
12.6% |
32.6 |
1.2% |
85% |
False |
False |
178,961 |
| 80 |
2,801.8 |
2,398.2 |
403.6 |
14.7% |
35.1 |
1.3% |
87% |
False |
False |
166,816 |
| 100 |
2,801.8 |
2,350.5 |
451.3 |
16.4% |
34.3 |
1.2% |
88% |
False |
False |
138,348 |
| 120 |
2,801.8 |
2,349.8 |
452.0 |
16.4% |
34.9 |
1.3% |
88% |
False |
False |
115,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,899.1 |
|
2.618 |
2,850.4 |
|
1.618 |
2,820.6 |
|
1.000 |
2,802.2 |
|
0.618 |
2,790.8 |
|
HIGH |
2,772.4 |
|
0.618 |
2,761.0 |
|
0.500 |
2,757.5 |
|
0.382 |
2,754.0 |
|
LOW |
2,742.6 |
|
0.618 |
2,724.2 |
|
1.000 |
2,712.8 |
|
1.618 |
2,694.4 |
|
2.618 |
2,664.6 |
|
4.250 |
2,616.0 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,757.5 |
2,771.8 |
| PP |
2,754.7 |
2,764.3 |
| S1 |
2,752.0 |
2,756.7 |
|