| 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 |
2,257.7 |
2,252.1 |
-5.6 |
-0.2% |
2,293.5 |
| High |
2,262.8 |
2,277.4 |
14.6 |
0.6% |
2,300.8 |
| Low |
2,231.3 |
2,240.0 |
8.7 |
0.4% |
2,206.5 |
| Close |
2,250.3 |
2,247.3 |
-3.0 |
-0.1% |
2,221.5 |
| Range |
31.5 |
37.4 |
5.9 |
18.7% |
94.3 |
| ATR |
37.0 |
37.0 |
0.0 |
0.1% |
0.0 |
| Volume |
128,142 |
147,381 |
19,239 |
15.0% |
586,759 |
|
| Daily Pivots for day following 30-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.1 |
2,344.6 |
2,267.9 |
|
| R3 |
2,329.7 |
2,307.2 |
2,257.6 |
|
| R2 |
2,292.3 |
2,292.3 |
2,254.2 |
|
| R1 |
2,269.8 |
2,269.8 |
2,250.7 |
2,262.4 |
| PP |
2,254.9 |
2,254.9 |
2,254.9 |
2,251.2 |
| S1 |
2,232.4 |
2,232.4 |
2,243.9 |
2,225.0 |
| S2 |
2,217.5 |
2,217.5 |
2,240.4 |
|
| S3 |
2,180.1 |
2,195.0 |
2,237.0 |
|
| S4 |
2,142.7 |
2,157.6 |
2,226.7 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,525.8 |
2,468.0 |
2,273.4 |
|
| R3 |
2,431.5 |
2,373.7 |
2,247.4 |
|
| R2 |
2,337.2 |
2,337.2 |
2,238.8 |
|
| R1 |
2,279.4 |
2,279.4 |
2,230.1 |
2,261.2 |
| PP |
2,242.9 |
2,242.9 |
2,242.9 |
2,233.8 |
| S1 |
2,185.1 |
2,185.1 |
2,212.9 |
2,166.9 |
| S2 |
2,148.6 |
2,148.6 |
2,204.2 |
|
| S3 |
2,054.3 |
2,090.8 |
2,195.6 |
|
| S4 |
1,960.0 |
1,996.5 |
2,169.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,277.4 |
2,216.7 |
60.7 |
2.7% |
33.4 |
1.5% |
50% |
True |
False |
125,652 |
| 10 |
2,311.4 |
2,206.5 |
104.9 |
4.7% |
32.9 |
1.5% |
39% |
False |
False |
123,769 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
35.6 |
1.6% |
51% |
False |
False |
134,724 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.4% |
38.9 |
1.7% |
73% |
False |
False |
136,863 |
| 60 |
2,311.4 |
2,045.4 |
266.0 |
11.8% |
41.1 |
1.8% |
76% |
False |
False |
91,521 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
46.5 |
2.1% |
71% |
False |
False |
68,780 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
41.4 |
1.8% |
71% |
False |
False |
55,037 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
34.5 |
1.5% |
71% |
False |
False |
45,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,436.4 |
|
2.618 |
2,375.3 |
|
1.618 |
2,337.9 |
|
1.000 |
2,314.8 |
|
0.618 |
2,300.5 |
|
HIGH |
2,277.4 |
|
0.618 |
2,263.1 |
|
0.500 |
2,258.7 |
|
0.382 |
2,254.3 |
|
LOW |
2,240.0 |
|
0.618 |
2,216.9 |
|
1.000 |
2,202.6 |
|
1.618 |
2,179.5 |
|
2.618 |
2,142.1 |
|
4.250 |
2,081.1 |
|
|
| Fisher Pivots for day following 30-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,258.7 |
2,251.5 |
| PP |
2,254.9 |
2,250.1 |
| S1 |
2,251.1 |
2,248.7 |
|