| 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 |
2,272.0 |
2,230.3 |
-41.7 |
-1.8% |
2,250.3 |
| High |
2,276.7 |
2,261.0 |
-15.7 |
-0.7% |
2,298.3 |
| Low |
2,225.3 |
2,219.9 |
-5.4 |
-0.2% |
2,219.9 |
| Close |
2,230.1 |
2,241.9 |
11.8 |
0.5% |
2,241.9 |
| Range |
51.4 |
41.1 |
-10.3 |
-20.0% |
78.4 |
| ATR |
35.5 |
35.9 |
0.4 |
1.1% |
0.0 |
| Volume |
133 |
198 |
65 |
48.9% |
1,311 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.2 |
2,344.2 |
2,264.5 |
|
| R3 |
2,323.1 |
2,303.1 |
2,253.2 |
|
| R2 |
2,282.0 |
2,282.0 |
2,249.4 |
|
| R1 |
2,262.0 |
2,262.0 |
2,245.7 |
2,272.0 |
| PP |
2,240.9 |
2,240.9 |
2,240.9 |
2,246.0 |
| S1 |
2,220.9 |
2,220.9 |
2,238.1 |
2,230.9 |
| S2 |
2,199.8 |
2,199.8 |
2,234.4 |
|
| S3 |
2,158.7 |
2,179.8 |
2,230.6 |
|
| S4 |
2,117.6 |
2,138.7 |
2,219.3 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.6 |
2,443.6 |
2,285.0 |
|
| R3 |
2,410.2 |
2,365.2 |
2,263.5 |
|
| R2 |
2,331.8 |
2,331.8 |
2,256.3 |
|
| R1 |
2,286.8 |
2,286.8 |
2,249.1 |
2,270.1 |
| PP |
2,253.4 |
2,253.4 |
2,253.4 |
2,245.0 |
| S1 |
2,208.4 |
2,208.4 |
2,234.7 |
2,191.7 |
| S2 |
2,175.0 |
2,175.0 |
2,227.5 |
|
| S3 |
2,096.6 |
2,130.0 |
2,220.3 |
|
| S4 |
2,018.2 |
2,051.6 |
2,198.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,298.3 |
2,219.9 |
78.4 |
3.5% |
38.6 |
1.7% |
28% |
False |
True |
262 |
| 10 |
2,321.1 |
2,219.9 |
101.2 |
4.5% |
36.5 |
1.6% |
22% |
False |
True |
183 |
| 20 |
2,331.5 |
2,201.6 |
129.9 |
5.8% |
34.9 |
1.6% |
31% |
False |
False |
165 |
| 40 |
2,331.5 |
2,100.0 |
231.5 |
10.3% |
34.4 |
1.5% |
61% |
False |
False |
138 |
| 60 |
2,331.5 |
2,100.0 |
231.5 |
10.3% |
23.0 |
1.0% |
61% |
False |
False |
92 |
| 80 |
2,331.5 |
2,082.9 |
248.6 |
11.1% |
17.2 |
0.8% |
64% |
False |
False |
69 |
| 100 |
2,331.5 |
2,070.3 |
261.2 |
11.7% |
13.8 |
0.6% |
66% |
False |
False |
55 |
| 120 |
2,331.5 |
2,070.3 |
261.2 |
11.7% |
11.5 |
0.5% |
66% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,435.7 |
|
2.618 |
2,368.6 |
|
1.618 |
2,327.5 |
|
1.000 |
2,302.1 |
|
0.618 |
2,286.4 |
|
HIGH |
2,261.0 |
|
0.618 |
2,245.3 |
|
0.500 |
2,240.5 |
|
0.382 |
2,235.6 |
|
LOW |
2,219.9 |
|
0.618 |
2,194.5 |
|
1.000 |
2,178.8 |
|
1.618 |
2,153.4 |
|
2.618 |
2,112.3 |
|
4.250 |
2,045.2 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.4 |
2,259.1 |
| PP |
2,240.9 |
2,253.4 |
| S1 |
2,240.5 |
2,247.6 |
|