| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,832.0 |
2,845.5 |
13.5 |
0.5% |
2,780.2 |
| High |
2,846.6 |
2,845.5 |
-1.1 |
0.0% |
2,816.4 |
| Low |
2,828.5 |
2,788.4 |
-40.1 |
-1.4% |
2,767.9 |
| Close |
2,846.0 |
2,794.5 |
-51.5 |
-1.8% |
2,799.4 |
| Range |
18.1 |
57.1 |
39.0 |
215.5% |
48.5 |
| ATR |
29.6 |
31.6 |
2.0 |
6.8% |
0.0 |
| Volume |
4,541 |
7,522 |
2,981 |
65.6% |
13,211 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.8 |
2,944.7 |
2,825.9 |
|
| R3 |
2,923.7 |
2,887.6 |
2,810.2 |
|
| R2 |
2,866.6 |
2,866.6 |
2,805.0 |
|
| R1 |
2,830.5 |
2,830.5 |
2,799.7 |
2,820.0 |
| PP |
2,809.5 |
2,809.5 |
2,809.5 |
2,804.2 |
| S1 |
2,773.4 |
2,773.4 |
2,789.3 |
2,762.9 |
| S2 |
2,752.4 |
2,752.4 |
2,784.0 |
|
| S3 |
2,695.3 |
2,716.3 |
2,778.8 |
|
| S4 |
2,638.2 |
2,659.2 |
2,763.1 |
|
|
| 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 |
2,846.6 |
2,774.4 |
72.2 |
2.6% |
31.8 |
1.1% |
28% |
False |
False |
4,300 |
| 10 |
2,846.6 |
2,753.1 |
93.5 |
3.3% |
31.7 |
1.1% |
44% |
False |
False |
3,378 |
| 20 |
2,846.6 |
2,663.1 |
183.5 |
6.6% |
30.3 |
1.1% |
72% |
False |
False |
3,075 |
| 40 |
2,846.6 |
2,554.4 |
292.2 |
10.5% |
30.5 |
1.1% |
82% |
False |
False |
2,147 |
| 60 |
2,846.6 |
2,461.2 |
385.4 |
13.8% |
30.7 |
1.1% |
86% |
False |
False |
1,812 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
14.5% |
32.8 |
1.2% |
87% |
False |
False |
1,563 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
16.3% |
31.7 |
1.1% |
89% |
False |
False |
1,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,088.2 |
|
2.618 |
2,995.0 |
|
1.618 |
2,937.9 |
|
1.000 |
2,902.6 |
|
0.618 |
2,880.8 |
|
HIGH |
2,845.5 |
|
0.618 |
2,823.7 |
|
0.500 |
2,817.0 |
|
0.382 |
2,810.2 |
|
LOW |
2,788.4 |
|
0.618 |
2,753.1 |
|
1.000 |
2,731.3 |
|
1.618 |
2,696.0 |
|
2.618 |
2,638.9 |
|
4.250 |
2,545.7 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,817.0 |
2,817.5 |
| PP |
2,809.5 |
2,809.8 |
| S1 |
2,802.0 |
2,802.2 |
|