| 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 |
2,793.2 |
2,798.8 |
5.6 |
0.2% |
2,780.2 |
| High |
2,802.8 |
2,832.1 |
29.3 |
1.0% |
2,816.4 |
| Low |
2,782.4 |
2,798.4 |
16.0 |
0.6% |
2,767.9 |
| Close |
2,800.6 |
2,826.0 |
25.4 |
0.9% |
2,799.4 |
| Range |
20.4 |
33.7 |
13.3 |
65.2% |
48.5 |
| ATR |
30.0 |
30.3 |
0.3 |
0.9% |
0.0 |
| Volume |
2,986 |
4,424 |
1,438 |
48.2% |
13,211 |
|
| Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.9 |
2,906.7 |
2,844.5 |
|
| R3 |
2,886.2 |
2,873.0 |
2,835.3 |
|
| R2 |
2,852.5 |
2,852.5 |
2,832.2 |
|
| R1 |
2,839.3 |
2,839.3 |
2,829.1 |
2,845.9 |
| PP |
2,818.8 |
2,818.8 |
2,818.8 |
2,822.2 |
| S1 |
2,805.6 |
2,805.6 |
2,822.9 |
2,812.2 |
| S2 |
2,785.1 |
2,785.1 |
2,819.8 |
|
| S3 |
2,751.4 |
2,771.9 |
2,816.7 |
|
| S4 |
2,717.7 |
2,738.2 |
2,807.5 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.1 |
2,918.2 |
2,826.1 |
|
| R3 |
2,891.6 |
2,869.7 |
2,812.7 |
|
| R2 |
2,843.1 |
2,843.1 |
2,808.3 |
|
| R1 |
2,821.2 |
2,821.2 |
2,803.8 |
2,832.2 |
| PP |
2,794.6 |
2,794.6 |
2,794.6 |
2,800.0 |
| S1 |
2,772.7 |
2,772.7 |
2,795.0 |
2,783.7 |
| S2 |
2,746.1 |
2,746.1 |
2,790.5 |
|
| S3 |
2,697.6 |
2,724.2 |
2,786.1 |
|
| S4 |
2,649.1 |
2,675.7 |
2,772.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,832.1 |
2,767.9 |
64.2 |
2.3% |
31.7 |
1.1% |
90% |
True |
False |
3,218 |
| 10 |
2,832.1 |
2,718.8 |
113.3 |
4.0% |
29.2 |
1.0% |
95% |
True |
False |
2,528 |
| 20 |
2,832.1 |
2,663.1 |
169.0 |
6.0% |
28.8 |
1.0% |
96% |
True |
False |
2,586 |
| 40 |
2,832.1 |
2,543.4 |
288.7 |
10.2% |
29.9 |
1.1% |
98% |
True |
False |
1,882 |
| 60 |
2,832.1 |
2,458.2 |
373.9 |
13.2% |
30.4 |
1.1% |
98% |
True |
False |
1,654 |
| 80 |
2,832.1 |
2,440.4 |
391.7 |
13.9% |
32.3 |
1.1% |
98% |
True |
False |
1,445 |
| 100 |
2,832.1 |
2,392.2 |
439.9 |
15.6% |
32.1 |
1.1% |
99% |
True |
False |
1,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.3 |
|
2.618 |
2,920.3 |
|
1.618 |
2,886.6 |
|
1.000 |
2,865.8 |
|
0.618 |
2,852.9 |
|
HIGH |
2,832.1 |
|
0.618 |
2,819.2 |
|
0.500 |
2,815.3 |
|
0.382 |
2,811.3 |
|
LOW |
2,798.4 |
|
0.618 |
2,777.6 |
|
1.000 |
2,764.7 |
|
1.618 |
2,743.9 |
|
2.618 |
2,710.2 |
|
4.250 |
2,655.2 |
|
|
| Fisher Pivots for day following 29-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.4 |
2,818.4 |
| PP |
2,818.8 |
2,810.8 |
| S1 |
2,815.3 |
2,803.3 |
|