| 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 |
2,749.2 |
2,754.3 |
5.1 |
0.2% |
2,736.3 |
| High |
2,758.3 |
2,787.7 |
29.4 |
1.1% |
2,772.6 |
| Low |
2,736.9 |
2,752.0 |
15.1 |
0.6% |
2,722.1 |
| Close |
2,755.9 |
2,781.1 |
25.2 |
0.9% |
2,754.6 |
| Range |
21.4 |
35.7 |
14.3 |
66.8% |
50.5 |
| ATR |
31.5 |
31.8 |
0.3 |
1.0% |
0.0 |
| Volume |
161,907 |
207,424 |
45,517 |
28.1% |
928,019 |
|
| Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.7 |
2,866.6 |
2,800.7 |
|
| R3 |
2,845.0 |
2,830.9 |
2,790.9 |
|
| R2 |
2,809.3 |
2,809.3 |
2,787.6 |
|
| R1 |
2,795.2 |
2,795.2 |
2,784.4 |
2,802.3 |
| PP |
2,773.6 |
2,773.6 |
2,773.6 |
2,777.1 |
| S1 |
2,759.5 |
2,759.5 |
2,777.8 |
2,766.6 |
| S2 |
2,737.9 |
2,737.9 |
2,774.6 |
|
| S3 |
2,702.2 |
2,723.8 |
2,771.3 |
|
| S4 |
2,666.5 |
2,688.1 |
2,761.5 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.3 |
2,878.4 |
2,782.4 |
|
| R3 |
2,850.8 |
2,827.9 |
2,768.5 |
|
| R2 |
2,800.3 |
2,800.3 |
2,763.9 |
|
| R1 |
2,777.4 |
2,777.4 |
2,759.2 |
2,788.9 |
| PP |
2,749.8 |
2,749.8 |
2,749.8 |
2,755.5 |
| S1 |
2,726.9 |
2,726.9 |
2,750.0 |
2,738.4 |
| S2 |
2,699.3 |
2,699.3 |
2,745.3 |
|
| S3 |
2,648.8 |
2,676.4 |
2,740.7 |
|
| S4 |
2,598.3 |
2,625.9 |
2,726.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,787.7 |
2,722.1 |
65.6 |
2.4% |
33.4 |
1.2% |
90% |
True |
False |
182,641 |
| 10 |
2,787.7 |
2,674.9 |
112.8 |
4.1% |
30.6 |
1.1% |
94% |
True |
False |
181,500 |
| 20 |
2,787.7 |
2,618.8 |
168.9 |
6.1% |
30.2 |
1.1% |
96% |
True |
False |
171,527 |
| 40 |
2,787.7 |
2,502.7 |
285.0 |
10.2% |
31.8 |
1.1% |
98% |
True |
False |
179,443 |
| 60 |
2,787.7 |
2,418.8 |
368.9 |
13.3% |
32.7 |
1.2% |
98% |
True |
False |
177,559 |
| 80 |
2,787.7 |
2,398.2 |
389.5 |
14.0% |
34.9 |
1.3% |
98% |
True |
False |
162,101 |
| 100 |
2,787.7 |
2,349.8 |
437.9 |
15.7% |
34.7 |
1.2% |
98% |
True |
False |
132,345 |
| 120 |
2,787.7 |
2,349.8 |
437.9 |
15.7% |
34.8 |
1.3% |
98% |
True |
False |
110,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.4 |
|
2.618 |
2,881.2 |
|
1.618 |
2,845.5 |
|
1.000 |
2,823.4 |
|
0.618 |
2,809.8 |
|
HIGH |
2,787.7 |
|
0.618 |
2,774.1 |
|
0.500 |
2,769.9 |
|
0.382 |
2,765.6 |
|
LOW |
2,752.0 |
|
0.618 |
2,729.9 |
|
1.000 |
2,716.3 |
|
1.618 |
2,694.2 |
|
2.618 |
2,658.5 |
|
4.250 |
2,600.3 |
|
|
| Fisher Pivots for day following 29-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.4 |
2,773.5 |
| PP |
2,773.6 |
2,766.0 |
| S1 |
2,769.9 |
2,758.4 |
|