| 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 |
2,863.7 |
2,822.1 |
-41.6 |
-1.5% |
2,814.3 |
| High |
2,865.9 |
2,836.8 |
-29.1 |
-1.0% |
2,866.8 |
| Low |
2,809.6 |
2,810.0 |
0.4 |
0.0% |
2,803.8 |
| Close |
2,815.5 |
2,815.7 |
0.2 |
0.0% |
2,815.7 |
| Range |
56.3 |
26.8 |
-29.5 |
-52.4% |
63.0 |
| ATR |
30.7 |
30.4 |
-0.3 |
-0.9% |
0.0 |
| Volume |
6,022 |
2,952 |
-3,070 |
-51.0% |
16,970 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.2 |
2,885.3 |
2,830.4 |
|
| R3 |
2,874.4 |
2,858.5 |
2,823.1 |
|
| R2 |
2,847.6 |
2,847.6 |
2,820.6 |
|
| R1 |
2,831.7 |
2,831.7 |
2,818.2 |
2,826.3 |
| PP |
2,820.8 |
2,820.8 |
2,820.8 |
2,818.1 |
| S1 |
2,804.9 |
2,804.9 |
2,813.2 |
2,799.5 |
| S2 |
2,794.0 |
2,794.0 |
2,810.8 |
|
| S3 |
2,767.2 |
2,778.1 |
2,808.3 |
|
| S4 |
2,740.4 |
2,751.3 |
2,801.0 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,017.8 |
2,979.7 |
2,850.4 |
|
| R3 |
2,954.8 |
2,916.7 |
2,833.0 |
|
| R2 |
2,891.8 |
2,891.8 |
2,827.3 |
|
| R1 |
2,853.7 |
2,853.7 |
2,821.5 |
2,872.8 |
| PP |
2,828.8 |
2,828.8 |
2,828.8 |
2,838.3 |
| S1 |
2,790.7 |
2,790.7 |
2,809.9 |
2,809.8 |
| S2 |
2,765.8 |
2,765.8 |
2,804.2 |
|
| S3 |
2,702.8 |
2,727.7 |
2,798.4 |
|
| S4 |
2,639.8 |
2,664.7 |
2,781.1 |
|
|
| 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 |
2,803.8 |
63.0 |
2.2% |
30.5 |
1.1% |
19% |
False |
False |
3,394 |
| 10 |
2,866.8 |
2,788.6 |
78.2 |
2.8% |
30.9 |
1.1% |
35% |
False |
False |
2,614 |
| 20 |
2,866.8 |
2,686.6 |
180.2 |
6.4% |
28.7 |
1.0% |
72% |
False |
False |
1,994 |
| 40 |
2,866.8 |
2,574.2 |
292.6 |
10.4% |
28.6 |
1.0% |
83% |
False |
False |
1,350 |
| 60 |
2,866.8 |
2,513.1 |
353.7 |
12.6% |
29.3 |
1.0% |
86% |
False |
False |
1,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,950.7 |
|
2.618 |
2,907.0 |
|
1.618 |
2,880.2 |
|
1.000 |
2,863.6 |
|
0.618 |
2,853.4 |
|
HIGH |
2,836.8 |
|
0.618 |
2,826.6 |
|
0.500 |
2,823.4 |
|
0.382 |
2,820.2 |
|
LOW |
2,810.0 |
|
0.618 |
2,793.4 |
|
1.000 |
2,783.2 |
|
1.618 |
2,766.6 |
|
2.618 |
2,739.8 |
|
4.250 |
2,696.1 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,823.4 |
2,838.2 |
| PP |
2,820.8 |
2,830.7 |
| S1 |
2,818.3 |
2,823.2 |
|