| 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 |
2,851.0 |
2,863.7 |
12.7 |
0.4% |
2,801.2 |
| High |
2,866.8 |
2,865.9 |
-0.9 |
0.0% |
2,838.2 |
| Low |
2,849.6 |
2,809.6 |
-40.0 |
-1.4% |
2,788.6 |
| Close |
2,866.8 |
2,815.5 |
-51.3 |
-1.8% |
2,819.8 |
| Range |
17.2 |
56.3 |
39.1 |
227.3% |
49.6 |
| ATR |
28.6 |
30.7 |
2.0 |
7.1% |
0.0 |
| Volume |
2,850 |
6,022 |
3,172 |
111.3% |
9,178 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,999.2 |
2,963.7 |
2,846.5 |
|
| R3 |
2,942.9 |
2,907.4 |
2,831.0 |
|
| R2 |
2,886.6 |
2,886.6 |
2,825.8 |
|
| R1 |
2,851.1 |
2,851.1 |
2,820.7 |
2,840.7 |
| PP |
2,830.3 |
2,830.3 |
2,830.3 |
2,825.2 |
| S1 |
2,794.8 |
2,794.8 |
2,810.3 |
2,784.4 |
| S2 |
2,774.0 |
2,774.0 |
2,805.2 |
|
| S3 |
2,717.7 |
2,738.5 |
2,800.0 |
|
| S4 |
2,661.4 |
2,682.2 |
2,784.5 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.3 |
2,941.7 |
2,847.1 |
|
| R3 |
2,914.7 |
2,892.1 |
2,833.4 |
|
| R2 |
2,865.1 |
2,865.1 |
2,828.9 |
|
| R1 |
2,842.5 |
2,842.5 |
2,824.3 |
2,853.8 |
| PP |
2,815.5 |
2,815.5 |
2,815.5 |
2,821.2 |
| S1 |
2,792.9 |
2,792.9 |
2,815.3 |
2,804.2 |
| S2 |
2,765.9 |
2,765.9 |
2,810.7 |
|
| S3 |
2,716.3 |
2,743.3 |
2,806.2 |
|
| S4 |
2,666.7 |
2,693.7 |
2,792.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,866.8 |
2,795.0 |
71.8 |
2.6% |
31.0 |
1.1% |
29% |
False |
False |
3,057 |
| 10 |
2,866.8 |
2,773.9 |
92.9 |
3.3% |
31.0 |
1.1% |
45% |
False |
False |
2,406 |
| 20 |
2,866.8 |
2,686.6 |
180.2 |
6.4% |
29.2 |
1.0% |
72% |
False |
False |
1,954 |
| 40 |
2,866.8 |
2,570.0 |
296.8 |
10.5% |
29.0 |
1.0% |
83% |
False |
False |
1,288 |
| 60 |
2,866.8 |
2,478.3 |
388.5 |
13.8% |
29.6 |
1.1% |
87% |
False |
False |
1,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,105.2 |
|
2.618 |
3,013.3 |
|
1.618 |
2,957.0 |
|
1.000 |
2,922.2 |
|
0.618 |
2,900.7 |
|
HIGH |
2,865.9 |
|
0.618 |
2,844.4 |
|
0.500 |
2,837.8 |
|
0.382 |
2,831.1 |
|
LOW |
2,809.6 |
|
0.618 |
2,774.8 |
|
1.000 |
2,753.3 |
|
1.618 |
2,718.5 |
|
2.618 |
2,662.2 |
|
4.250 |
2,570.3 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,837.8 |
2,838.2 |
| PP |
2,830.3 |
2,830.6 |
| S1 |
2,822.9 |
2,823.1 |
|