| 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 |
2,247.3 |
2,206.2 |
-41.1 |
-1.8% |
2,225.7 |
| High |
2,256.0 |
2,240.0 |
-16.0 |
-0.7% |
2,277.4 |
| Low |
2,202.9 |
2,198.4 |
-4.5 |
-0.2% |
2,198.4 |
| Close |
2,208.6 |
2,220.6 |
12.0 |
0.5% |
2,220.6 |
| Range |
53.1 |
41.6 |
-11.5 |
-21.7% |
79.0 |
| ATR |
38.2 |
38.4 |
0.2 |
0.6% |
0.0 |
| Volume |
177,534 |
142,641 |
-34,893 |
-19.7% |
718,855 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.5 |
2,324.1 |
2,243.5 |
|
| R3 |
2,302.9 |
2,282.5 |
2,232.0 |
|
| R2 |
2,261.3 |
2,261.3 |
2,228.2 |
|
| R1 |
2,240.9 |
2,240.9 |
2,224.4 |
2,251.1 |
| PP |
2,219.7 |
2,219.7 |
2,219.7 |
2,224.8 |
| S1 |
2,199.3 |
2,199.3 |
2,216.8 |
2,209.5 |
| S2 |
2,178.1 |
2,178.1 |
2,213.0 |
|
| S3 |
2,136.5 |
2,157.7 |
2,209.2 |
|
| S4 |
2,094.9 |
2,116.1 |
2,197.7 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.1 |
2,423.9 |
2,264.1 |
|
| R3 |
2,390.1 |
2,344.9 |
2,242.3 |
|
| R2 |
2,311.1 |
2,311.1 |
2,235.1 |
|
| R1 |
2,265.9 |
2,265.9 |
2,227.8 |
2,249.0 |
| PP |
2,232.1 |
2,232.1 |
2,232.1 |
2,223.7 |
| S1 |
2,186.9 |
2,186.9 |
2,213.4 |
2,170.0 |
| S2 |
2,153.1 |
2,153.1 |
2,206.1 |
|
| S3 |
2,074.1 |
2,107.9 |
2,198.9 |
|
| S4 |
1,995.1 |
2,028.9 |
2,177.2 |
|
|
| 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 |
2,198.4 |
79.0 |
3.6% |
40.1 |
1.8% |
28% |
False |
True |
143,771 |
| 10 |
2,300.8 |
2,198.4 |
102.4 |
4.6% |
37.7 |
1.7% |
22% |
False |
True |
130,561 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
36.5 |
1.6% |
30% |
False |
False |
133,859 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.5% |
38.8 |
1.7% |
61% |
False |
False |
144,731 |
| 60 |
2,311.4 |
2,077.7 |
233.7 |
10.5% |
40.2 |
1.8% |
61% |
False |
False |
96,829 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
46.3 |
2.1% |
63% |
False |
False |
72,775 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
42.3 |
1.9% |
63% |
False |
False |
58,238 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
35.3 |
1.6% |
63% |
False |
False |
48,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,416.8 |
|
2.618 |
2,348.9 |
|
1.618 |
2,307.3 |
|
1.000 |
2,281.6 |
|
0.618 |
2,265.7 |
|
HIGH |
2,240.0 |
|
0.618 |
2,224.1 |
|
0.500 |
2,219.2 |
|
0.382 |
2,214.3 |
|
LOW |
2,198.4 |
|
0.618 |
2,172.7 |
|
1.000 |
2,156.8 |
|
1.618 |
2,131.1 |
|
2.618 |
2,089.5 |
|
4.250 |
2,021.6 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.1 |
2,237.9 |
| PP |
2,219.7 |
2,232.1 |
| S1 |
2,219.2 |
2,226.4 |
|