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 |
19,319.0 |
19,171.0 |
-148.0 |
-0.8% |
19,591.0 |
High |
19,323.0 |
19,389.0 |
66.0 |
0.3% |
19,747.0 |
Low |
19,097.0 |
19,137.0 |
40.0 |
0.2% |
19,097.0 |
Close |
19,152.0 |
19,344.0 |
192.0 |
1.0% |
19,344.0 |
Range |
226.0 |
252.0 |
26.0 |
11.5% |
650.0 |
ATR |
217.6 |
220.1 |
2.5 |
1.1% |
0.0 |
Volume |
48,916 |
36,015 |
-12,901 |
-26.4% |
210,965 |
|
Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,046.0 |
19,947.0 |
19,482.6 |
|
R3 |
19,794.0 |
19,695.0 |
19,413.3 |
|
R2 |
19,542.0 |
19,542.0 |
19,390.2 |
|
R1 |
19,443.0 |
19,443.0 |
19,367.1 |
19,492.5 |
PP |
19,290.0 |
19,290.0 |
19,290.0 |
19,314.8 |
S1 |
19,191.0 |
19,191.0 |
19,320.9 |
19,240.5 |
S2 |
19,038.0 |
19,038.0 |
19,297.8 |
|
S3 |
18,786.0 |
18,939.0 |
19,274.7 |
|
S4 |
18,534.0 |
18,687.0 |
19,205.4 |
|
|
Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,346.0 |
20,995.0 |
19,701.5 |
|
R3 |
20,696.0 |
20,345.0 |
19,522.8 |
|
R2 |
20,046.0 |
20,046.0 |
19,463.2 |
|
R1 |
19,695.0 |
19,695.0 |
19,403.6 |
19,545.5 |
PP |
19,396.0 |
19,396.0 |
19,396.0 |
19,321.3 |
S1 |
19,045.0 |
19,045.0 |
19,284.4 |
18,895.5 |
S2 |
18,746.0 |
18,746.0 |
19,224.8 |
|
S3 |
18,096.0 |
18,395.0 |
19,165.3 |
|
S4 |
17,446.0 |
17,745.0 |
18,986.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,747.0 |
19,097.0 |
650.0 |
3.4% |
232.0 |
1.2% |
38% |
False |
False |
42,193 |
10 |
19,783.0 |
19,097.0 |
686.0 |
3.5% |
216.5 |
1.1% |
36% |
False |
False |
39,389 |
20 |
19,802.0 |
19,049.0 |
753.0 |
3.9% |
211.9 |
1.1% |
39% |
False |
False |
37,181 |
40 |
19,802.0 |
18,388.0 |
1,414.0 |
7.3% |
218.4 |
1.1% |
68% |
False |
False |
33,915 |
60 |
19,802.0 |
17,939.0 |
1,863.0 |
9.6% |
177.3 |
0.9% |
75% |
False |
False |
22,652 |
80 |
19,802.0 |
17,265.0 |
2,537.0 |
13.1% |
167.1 |
0.9% |
82% |
False |
False |
16,993 |
100 |
19,802.0 |
17,265.0 |
2,537.0 |
13.1% |
140.0 |
0.7% |
82% |
False |
False |
13,596 |
120 |
19,802.0 |
17,265.0 |
2,537.0 |
13.1% |
118.5 |
0.6% |
82% |
False |
False |
11,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,460.0 |
2.618 |
20,048.7 |
1.618 |
19,796.7 |
1.000 |
19,641.0 |
0.618 |
19,544.7 |
HIGH |
19,389.0 |
0.618 |
19,292.7 |
0.500 |
19,263.0 |
0.382 |
19,233.3 |
LOW |
19,137.0 |
0.618 |
18,981.3 |
1.000 |
18,885.0 |
1.618 |
18,729.3 |
2.618 |
18,477.3 |
4.250 |
18,066.0 |
|
|
Fisher Pivots for day following 01-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
19,317.0 |
19,351.0 |
PP |
19,290.0 |
19,348.7 |
S1 |
19,263.0 |
19,346.3 |
|