| 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 |
5,904.25 |
5,801.00 |
-103.25 |
-1.7% |
5,911.25 |
| High |
5,904.25 |
5,862.75 |
-41.50 |
-0.7% |
5,953.50 |
| Low |
5,794.25 |
5,792.75 |
-1.50 |
0.0% |
5,792.75 |
| Close |
5,798.00 |
5,817.50 |
19.50 |
0.3% |
5,817.50 |
| Range |
110.00 |
70.00 |
-40.00 |
-36.4% |
160.75 |
| ATR |
61.50 |
62.11 |
0.61 |
1.0% |
0.00 |
| Volume |
2,186 |
1,874 |
-312 |
-14.3% |
10,231 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,034.25 |
5,996.00 |
5,856.00 |
|
| R3 |
5,964.25 |
5,926.00 |
5,836.75 |
|
| R2 |
5,894.25 |
5,894.25 |
5,830.25 |
|
| R1 |
5,856.00 |
5,856.00 |
5,824.00 |
5,875.00 |
| PP |
5,824.25 |
5,824.25 |
5,824.25 |
5,834.00 |
| S1 |
5,786.00 |
5,786.00 |
5,811.00 |
5,805.00 |
| S2 |
5,754.25 |
5,754.25 |
5,804.75 |
|
| S3 |
5,684.25 |
5,716.00 |
5,798.25 |
|
| S4 |
5,614.25 |
5,646.00 |
5,779.00 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,336.75 |
6,238.00 |
5,906.00 |
|
| R3 |
6,176.00 |
6,077.25 |
5,861.75 |
|
| R2 |
6,015.25 |
6,015.25 |
5,847.00 |
|
| R1 |
5,916.50 |
5,916.50 |
5,832.25 |
5,885.50 |
| PP |
5,854.50 |
5,854.50 |
5,854.50 |
5,839.00 |
| S1 |
5,755.75 |
5,755.75 |
5,802.75 |
5,724.75 |
| S2 |
5,693.75 |
5,693.75 |
5,788.00 |
|
| S3 |
5,533.00 |
5,595.00 |
5,773.25 |
|
| S4 |
5,372.25 |
5,434.25 |
5,729.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,953.50 |
5,792.75 |
160.75 |
2.8% |
62.50 |
1.1% |
15% |
False |
True |
2,046 |
| 10 |
5,975.25 |
5,792.75 |
182.50 |
3.1% |
61.00 |
1.0% |
14% |
False |
True |
1,879 |
| 20 |
5,987.00 |
5,782.00 |
205.00 |
3.5% |
59.00 |
1.0% |
17% |
False |
False |
2,464 |
| 40 |
5,987.00 |
5,499.25 |
487.75 |
8.4% |
60.25 |
1.0% |
65% |
False |
False |
1,801 |
| 60 |
5,987.00 |
5,424.50 |
562.50 |
9.7% |
63.75 |
1.1% |
70% |
False |
False |
1,287 |
| 80 |
5,987.00 |
5,217.75 |
769.25 |
13.2% |
73.75 |
1.3% |
78% |
False |
False |
1,022 |
| 100 |
5,987.00 |
5,217.75 |
769.25 |
13.2% |
66.50 |
1.1% |
78% |
False |
False |
825 |
| 120 |
5,987.00 |
5,217.75 |
769.25 |
13.2% |
58.25 |
1.0% |
78% |
False |
False |
691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,160.25 |
|
2.618 |
6,046.00 |
|
1.618 |
5,976.00 |
|
1.000 |
5,932.75 |
|
0.618 |
5,906.00 |
|
HIGH |
5,862.75 |
|
0.618 |
5,836.00 |
|
0.500 |
5,827.75 |
|
0.382 |
5,819.50 |
|
LOW |
5,792.75 |
|
0.618 |
5,749.50 |
|
1.000 |
5,722.75 |
|
1.618 |
5,679.50 |
|
2.618 |
5,609.50 |
|
4.250 |
5,495.25 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,827.75 |
5,873.00 |
| PP |
5,824.25 |
5,854.50 |
| S1 |
5,821.00 |
5,836.00 |
|