| 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 |
2,811.6 |
2,823.8 |
12.2 |
0.4% |
2,760.2 |
| High |
2,826.3 |
2,826.0 |
-0.3 |
0.0% |
2,796.4 |
| Low |
2,807.4 |
2,766.6 |
-40.8 |
-1.5% |
2,746.4 |
| Close |
2,825.7 |
2,774.0 |
-51.7 |
-1.8% |
2,779.1 |
| Range |
18.9 |
59.4 |
40.5 |
214.3% |
50.0 |
| ATR |
30.4 |
32.4 |
2.1 |
6.8% |
0.0 |
| Volume |
16,157 |
22,125 |
5,968 |
36.9% |
49,714 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,967.1 |
2,929.9 |
2,806.7 |
|
| R3 |
2,907.7 |
2,870.5 |
2,790.3 |
|
| R2 |
2,848.3 |
2,848.3 |
2,784.9 |
|
| R1 |
2,811.1 |
2,811.1 |
2,779.4 |
2,800.0 |
| PP |
2,788.9 |
2,788.9 |
2,788.9 |
2,783.3 |
| S1 |
2,751.7 |
2,751.7 |
2,768.6 |
2,740.6 |
| S2 |
2,729.5 |
2,729.5 |
2,763.1 |
|
| S3 |
2,670.1 |
2,692.3 |
2,757.7 |
|
| S4 |
2,610.7 |
2,632.9 |
2,741.3 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.0 |
2,901.5 |
2,806.6 |
|
| R3 |
2,874.0 |
2,851.5 |
2,792.9 |
|
| R2 |
2,824.0 |
2,824.0 |
2,788.3 |
|
| R1 |
2,801.5 |
2,801.5 |
2,783.7 |
2,812.8 |
| PP |
2,774.0 |
2,774.0 |
2,774.0 |
2,779.6 |
| S1 |
2,751.5 |
2,751.5 |
2,774.5 |
2,762.8 |
| S2 |
2,724.0 |
2,724.0 |
2,769.9 |
|
| S3 |
2,674.0 |
2,701.5 |
2,765.4 |
|
| S4 |
2,624.0 |
2,651.5 |
2,751.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,826.3 |
2,754.0 |
72.3 |
2.6% |
33.1 |
1.2% |
28% |
False |
False |
14,024 |
| 10 |
2,826.3 |
2,731.4 |
94.9 |
3.4% |
32.9 |
1.2% |
45% |
False |
False |
12,746 |
| 20 |
2,826.3 |
2,642.5 |
183.8 |
6.6% |
31.2 |
1.1% |
72% |
False |
False |
11,648 |
| 40 |
2,826.3 |
2,536.1 |
290.2 |
10.5% |
31.6 |
1.1% |
82% |
False |
False |
8,251 |
| 60 |
2,826.3 |
2,442.3 |
384.0 |
13.8% |
31.9 |
1.1% |
86% |
False |
False |
6,308 |
| 80 |
2,826.3 |
2,421.2 |
405.1 |
14.6% |
33.7 |
1.2% |
87% |
False |
False |
5,284 |
| 100 |
2,826.3 |
2,372.6 |
453.7 |
16.4% |
32.5 |
1.2% |
88% |
False |
False |
4,481 |
| 120 |
2,826.3 |
2,372.6 |
453.7 |
16.4% |
33.0 |
1.2% |
88% |
False |
False |
3,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,078.5 |
|
2.618 |
2,981.5 |
|
1.618 |
2,922.1 |
|
1.000 |
2,885.4 |
|
0.618 |
2,862.7 |
|
HIGH |
2,826.0 |
|
0.618 |
2,803.3 |
|
0.500 |
2,796.3 |
|
0.382 |
2,789.3 |
|
LOW |
2,766.6 |
|
0.618 |
2,729.9 |
|
1.000 |
2,707.2 |
|
1.618 |
2,670.5 |
|
2.618 |
2,611.1 |
|
4.250 |
2,514.2 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.3 |
2,796.5 |
| PP |
2,788.9 |
2,789.0 |
| S1 |
2,781.4 |
2,781.5 |
|