| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,643.0590 |
2,675.4810 |
32.4220 |
1.2% |
2,458.1530 |
| High |
2,764.7060 |
2,682.2750 |
-82.4310 |
-3.0% |
2,681.4480 |
| Low |
2,631.9000 |
2,606.9560 |
-24.9440 |
-0.9% |
2,434.9530 |
| Close |
2,675.0980 |
2,633.5540 |
-41.5440 |
-1.6% |
2,643.0590 |
| Range |
132.8060 |
75.3190 |
-57.4870 |
-43.3% |
246.4950 |
| ATR |
117.7080 |
114.6802 |
-3.0278 |
-2.6% |
0.0000 |
| Volume |
377 |
38,237 |
37,860 |
10,042.4% |
176,074 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,866.8853 |
2,825.5387 |
2,674.9795 |
|
| R3 |
2,791.5663 |
2,750.2197 |
2,654.2667 |
|
| R2 |
2,716.2473 |
2,716.2473 |
2,647.3625 |
|
| R1 |
2,674.9007 |
2,674.9007 |
2,640.4582 |
2,657.9145 |
| PP |
2,640.9283 |
2,640.9283 |
2,640.9283 |
2,632.4353 |
| S1 |
2,599.5817 |
2,599.5817 |
2,626.6498 |
2,582.5955 |
| S2 |
2,565.6093 |
2,565.6093 |
2,619.7455 |
|
| S3 |
2,490.2903 |
2,524.2627 |
2,612.8413 |
|
| S4 |
2,414.9713 |
2,448.9437 |
2,592.1286 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,325.9717 |
3,231.0103 |
2,778.6313 |
|
| R3 |
3,079.4767 |
2,984.5153 |
2,710.8451 |
|
| R2 |
2,832.9817 |
2,832.9817 |
2,688.2498 |
|
| R1 |
2,738.0203 |
2,738.0203 |
2,665.6544 |
2,785.5010 |
| PP |
2,586.4867 |
2,586.4867 |
2,586.4867 |
2,610.2270 |
| S1 |
2,491.5253 |
2,491.5253 |
2,620.4636 |
2,539.0060 |
| S2 |
2,339.9917 |
2,339.9917 |
2,597.8683 |
|
| S3 |
2,093.4967 |
2,245.0303 |
2,575.2729 |
|
| S4 |
1,847.0017 |
1,998.5353 |
2,507.4868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,764.7060 |
2,570.1960 |
194.5100 |
7.4% |
85.3554 |
3.2% |
33% |
False |
False |
30,647 |
| 10 |
2,764.7060 |
2,334.1700 |
430.5360 |
16.3% |
107.2201 |
4.1% |
70% |
False |
False |
31,753 |
| 20 |
2,764.7060 |
2,313.5580 |
451.1480 |
17.1% |
113.1892 |
4.3% |
71% |
False |
False |
30,931 |
| 40 |
2,764.7060 |
2,154.2820 |
610.4240 |
23.2% |
121.4679 |
4.6% |
79% |
False |
False |
56,818 |
| 60 |
3,360.5840 |
2,154.2820 |
1,206.3020 |
45.8% |
141.1418 |
5.4% |
40% |
False |
False |
84,874 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
53.2% |
147.5033 |
5.6% |
34% |
False |
False |
92,098 |
| 100 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
65.7% |
146.2741 |
5.6% |
28% |
False |
False |
94,810 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
67.8% |
150.4385 |
5.7% |
27% |
False |
False |
105,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.3808 |
|
2.618 |
2,879.4601 |
|
1.618 |
2,804.1411 |
|
1.000 |
2,757.5940 |
|
0.618 |
2,728.8221 |
|
HIGH |
2,682.2750 |
|
0.618 |
2,653.5031 |
|
0.500 |
2,644.6155 |
|
0.382 |
2,635.7279 |
|
LOW |
2,606.9560 |
|
0.618 |
2,560.4089 |
|
1.000 |
2,531.6370 |
|
1.618 |
2,485.0899 |
|
2.618 |
2,409.7709 |
|
4.250 |
2,286.8503 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,644.6155 |
2,680.4855 |
| PP |
2,640.9283 |
2,664.8417 |
| S1 |
2,637.2412 |
2,649.1978 |
|