| 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 |
2,252.1 |
2,247.3 |
-4.8 |
-0.2% |
2,293.5 |
| High |
2,277.4 |
2,256.0 |
-21.4 |
-0.9% |
2,300.8 |
| Low |
2,240.0 |
2,202.9 |
-37.1 |
-1.7% |
2,206.5 |
| Close |
2,247.3 |
2,208.6 |
-38.7 |
-1.7% |
2,221.5 |
| Range |
37.4 |
53.1 |
15.7 |
42.0% |
94.3 |
| ATR |
37.0 |
38.2 |
1.1 |
3.1% |
0.0 |
| Volume |
147,381 |
177,534 |
30,153 |
20.5% |
586,759 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.8 |
2,348.3 |
2,237.8 |
|
| R3 |
2,328.7 |
2,295.2 |
2,223.2 |
|
| R2 |
2,275.6 |
2,275.6 |
2,218.3 |
|
| R1 |
2,242.1 |
2,242.1 |
2,213.5 |
2,232.3 |
| PP |
2,222.5 |
2,222.5 |
2,222.5 |
2,217.6 |
| S1 |
2,189.0 |
2,189.0 |
2,203.7 |
2,179.2 |
| S2 |
2,169.4 |
2,169.4 |
2,198.9 |
|
| S3 |
2,116.3 |
2,135.9 |
2,194.0 |
|
| S4 |
2,063.2 |
2,082.8 |
2,179.4 |
|
|
| 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 |
2,202.9 |
74.5 |
3.4% |
38.9 |
1.8% |
8% |
False |
True |
138,990 |
| 10 |
2,310.2 |
2,202.9 |
107.3 |
4.9% |
35.7 |
1.6% |
5% |
False |
True |
127,659 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.9% |
36.6 |
1.7% |
21% |
False |
False |
135,428 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.6% |
39.4 |
1.8% |
56% |
False |
False |
141,273 |
| 60 |
2,311.4 |
2,045.4 |
266.0 |
12.0% |
40.7 |
1.8% |
61% |
False |
False |
94,464 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
46.9 |
2.1% |
59% |
False |
False |
70,998 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
41.9 |
1.9% |
59% |
False |
False |
56,812 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
34.9 |
1.6% |
59% |
False |
False |
47,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.7 |
|
2.618 |
2,395.0 |
|
1.618 |
2,341.9 |
|
1.000 |
2,309.1 |
|
0.618 |
2,288.8 |
|
HIGH |
2,256.0 |
|
0.618 |
2,235.7 |
|
0.500 |
2,229.5 |
|
0.382 |
2,223.2 |
|
LOW |
2,202.9 |
|
0.618 |
2,170.1 |
|
1.000 |
2,149.8 |
|
1.618 |
2,117.0 |
|
2.618 |
2,063.9 |
|
4.250 |
1,977.2 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,229.5 |
2,240.2 |
| PP |
2,222.5 |
2,229.6 |
| S1 |
2,215.6 |
2,219.1 |
|