| 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 |
2,845.5 |
2,801.3 |
-44.2 |
-1.6% |
2,793.2 |
| High |
2,845.5 |
2,815.6 |
-29.9 |
-1.1% |
2,846.6 |
| Low |
2,788.4 |
2,788.5 |
0.1 |
0.0% |
2,782.4 |
| Close |
2,794.5 |
2,794.5 |
0.0 |
0.0% |
2,794.5 |
| Range |
57.1 |
27.1 |
-30.0 |
-52.5% |
64.2 |
| ATR |
31.6 |
31.3 |
-0.3 |
-1.0% |
0.0 |
| Volume |
7,522 |
4,737 |
-2,785 |
-37.0% |
24,210 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.8 |
2,864.8 |
2,809.4 |
|
| R3 |
2,853.7 |
2,837.7 |
2,802.0 |
|
| R2 |
2,826.6 |
2,826.6 |
2,799.5 |
|
| R1 |
2,810.6 |
2,810.6 |
2,797.0 |
2,805.1 |
| PP |
2,799.5 |
2,799.5 |
2,799.5 |
2,796.8 |
| S1 |
2,783.5 |
2,783.5 |
2,792.0 |
2,778.0 |
| S2 |
2,772.4 |
2,772.4 |
2,789.5 |
|
| S3 |
2,745.3 |
2,756.4 |
2,787.0 |
|
| S4 |
2,718.2 |
2,729.3 |
2,779.6 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.4 |
2,961.7 |
2,829.8 |
|
| R3 |
2,936.2 |
2,897.5 |
2,812.2 |
|
| R2 |
2,872.0 |
2,872.0 |
2,806.3 |
|
| R1 |
2,833.3 |
2,833.3 |
2,800.4 |
2,852.7 |
| PP |
2,807.8 |
2,807.8 |
2,807.8 |
2,817.5 |
| S1 |
2,769.1 |
2,769.1 |
2,788.6 |
2,788.5 |
| S2 |
2,743.6 |
2,743.6 |
2,782.7 |
|
| S3 |
2,679.4 |
2,704.9 |
2,776.8 |
|
| S4 |
2,615.2 |
2,640.7 |
2,759.2 |
|
|
| 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 |
2,782.4 |
64.2 |
2.3% |
31.3 |
1.1% |
19% |
False |
False |
4,842 |
| 10 |
2,846.6 |
2,767.9 |
78.7 |
2.8% |
31.6 |
1.1% |
34% |
False |
False |
3,742 |
| 20 |
2,846.6 |
2,663.1 |
183.5 |
6.6% |
29.8 |
1.1% |
72% |
False |
False |
3,140 |
| 40 |
2,846.6 |
2,554.4 |
292.2 |
10.5% |
30.1 |
1.1% |
82% |
False |
False |
2,244 |
| 60 |
2,846.6 |
2,497.2 |
349.4 |
12.5% |
30.3 |
1.1% |
85% |
False |
False |
1,861 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
14.5% |
32.5 |
1.2% |
87% |
False |
False |
1,599 |
| 100 |
2,846.6 |
2,392.2 |
454.4 |
16.3% |
31.7 |
1.1% |
89% |
False |
False |
1,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,930.8 |
|
2.618 |
2,886.5 |
|
1.618 |
2,859.4 |
|
1.000 |
2,842.7 |
|
0.618 |
2,832.3 |
|
HIGH |
2,815.6 |
|
0.618 |
2,805.2 |
|
0.500 |
2,802.1 |
|
0.382 |
2,798.9 |
|
LOW |
2,788.5 |
|
0.618 |
2,771.8 |
|
1.000 |
2,761.4 |
|
1.618 |
2,744.7 |
|
2.618 |
2,717.6 |
|
4.250 |
2,673.3 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.1 |
2,817.5 |
| PP |
2,799.5 |
2,809.8 |
| S1 |
2,797.0 |
2,802.2 |
|