| Trading Metrics calculated at close of trading on 29-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2024 |
29-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,775.5 |
2,778.3 |
2.8 |
0.1% |
2,760.2 |
| High |
2,782.8 |
2,812.4 |
29.6 |
1.1% |
2,796.4 |
| Low |
2,761.9 |
2,777.3 |
15.4 |
0.6% |
2,746.4 |
| Close |
2,780.5 |
2,805.8 |
25.3 |
0.9% |
2,779.1 |
| Range |
20.9 |
35.1 |
14.2 |
67.9% |
50.0 |
| ATR |
30.8 |
31.1 |
0.3 |
1.0% |
0.0 |
| Volume |
6,926 |
18,190 |
11,264 |
162.6% |
49,714 |
|
| Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,903.8 |
2,889.9 |
2,825.1 |
|
| R3 |
2,868.7 |
2,854.8 |
2,815.5 |
|
| R2 |
2,833.6 |
2,833.6 |
2,812.2 |
|
| R1 |
2,819.7 |
2,819.7 |
2,809.0 |
2,826.7 |
| PP |
2,798.5 |
2,798.5 |
2,798.5 |
2,802.0 |
| S1 |
2,784.6 |
2,784.6 |
2,802.6 |
2,791.6 |
| S2 |
2,763.4 |
2,763.4 |
2,799.4 |
|
| S3 |
2,728.3 |
2,749.5 |
2,796.1 |
|
| S4 |
2,693.2 |
2,714.4 |
2,786.5 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.0 |
2,901.5 |
2,806.6 |
|
| R3 |
2,874.0 |
2,851.5 |
2,792.9 |
|
| R2 |
2,824.0 |
2,824.0 |
2,788.3 |
|
| R1 |
2,801.5 |
2,801.5 |
2,783.7 |
2,812.8 |
| PP |
2,774.0 |
2,774.0 |
2,774.0 |
2,779.6 |
| S1 |
2,751.5 |
2,751.5 |
2,774.5 |
2,762.8 |
| S2 |
2,724.0 |
2,724.0 |
2,769.9 |
|
| S3 |
2,674.0 |
2,701.5 |
2,765.4 |
|
| S4 |
2,624.0 |
2,651.5 |
2,751.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,812.4 |
2,746.4 |
66.0 |
2.4% |
32.9 |
1.2% |
90% |
True |
False |
11,298 |
| 10 |
2,812.4 |
2,698.8 |
113.6 |
4.0% |
30.2 |
1.1% |
94% |
True |
False |
10,703 |
| 20 |
2,812.4 |
2,642.5 |
169.9 |
6.1% |
29.6 |
1.1% |
96% |
True |
False |
10,026 |
| 40 |
2,812.4 |
2,525.4 |
287.0 |
10.2% |
31.0 |
1.1% |
98% |
True |
False |
7,426 |
| 60 |
2,812.4 |
2,440.2 |
372.2 |
13.3% |
31.6 |
1.1% |
98% |
True |
False |
5,733 |
| 80 |
2,812.4 |
2,421.2 |
391.2 |
13.9% |
33.2 |
1.2% |
98% |
True |
False |
4,867 |
| 100 |
2,812.4 |
2,372.6 |
439.8 |
15.7% |
33.0 |
1.2% |
98% |
True |
False |
4,097 |
| 120 |
2,812.4 |
2,372.6 |
439.8 |
15.7% |
32.9 |
1.2% |
98% |
True |
False |
3,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.6 |
|
2.618 |
2,904.3 |
|
1.618 |
2,869.2 |
|
1.000 |
2,847.5 |
|
0.618 |
2,834.1 |
|
HIGH |
2,812.4 |
|
0.618 |
2,799.0 |
|
0.500 |
2,794.9 |
|
0.382 |
2,790.7 |
|
LOW |
2,777.3 |
|
0.618 |
2,755.6 |
|
1.000 |
2,742.2 |
|
1.618 |
2,720.5 |
|
2.618 |
2,685.4 |
|
4.250 |
2,628.1 |
|
|
| Fisher Pivots for day following 29-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.2 |
2,798.3 |
| PP |
2,798.5 |
2,790.7 |
| S1 |
2,794.9 |
2,783.2 |
|