| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,675.4810 |
2,633.5540 |
-41.9270 |
-1.6% |
2,458.1530 |
| High |
2,682.2750 |
2,641.5850 |
-40.6900 |
-1.5% |
2,681.4480 |
| Low |
2,606.9560 |
2,463.4390 |
-143.5170 |
-5.5% |
2,434.9530 |
| Close |
2,633.5540 |
2,514.4040 |
-119.1500 |
-4.5% |
2,643.0590 |
| Range |
75.3190 |
178.1460 |
102.8270 |
136.5% |
246.4950 |
| ATR |
114.6802 |
119.2135 |
4.5333 |
4.0% |
0.0000 |
| Volume |
38,237 |
500 |
-37,737 |
-98.7% |
176,074 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,074.2473 |
2,972.4717 |
2,612.3843 |
|
| R3 |
2,896.1013 |
2,794.3257 |
2,563.3942 |
|
| R2 |
2,717.9553 |
2,717.9553 |
2,547.0641 |
|
| R1 |
2,616.1797 |
2,616.1797 |
2,530.7341 |
2,577.9945 |
| PP |
2,539.8093 |
2,539.8093 |
2,539.8093 |
2,520.7168 |
| S1 |
2,438.0337 |
2,438.0337 |
2,498.0740 |
2,399.8485 |
| S2 |
2,361.6633 |
2,361.6633 |
2,481.7439 |
|
| S3 |
2,183.5173 |
2,259.8877 |
2,465.4139 |
|
| S4 |
2,005.3713 |
2,081.7417 |
2,416.4237 |
|
|
| 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 |
2,463.4390 |
301.2670 |
12.0% |
106.0390 |
4.2% |
17% |
False |
True |
22,117 |
| 10 |
2,764.7060 |
2,334.1700 |
430.5360 |
17.1% |
113.6083 |
4.5% |
42% |
False |
False |
28,808 |
| 20 |
2,764.7060 |
2,313.5580 |
451.1480 |
17.9% |
117.0487 |
4.7% |
45% |
False |
False |
29,337 |
| 40 |
2,764.7060 |
2,154.2820 |
610.4240 |
24.3% |
122.6756 |
4.9% |
59% |
False |
False |
53,927 |
| 60 |
3,338.7830 |
2,154.2820 |
1,184.5010 |
47.1% |
142.0601 |
5.6% |
30% |
False |
False |
82,766 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
55.7% |
147.7610 |
5.9% |
26% |
False |
False |
92,091 |
| 100 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
68.8% |
146.9719 |
5.8% |
21% |
False |
False |
93,481 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
71.0% |
150.9827 |
6.0% |
20% |
False |
False |
104,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,398.7055 |
|
2.618 |
3,107.9712 |
|
1.618 |
2,929.8252 |
|
1.000 |
2,819.7310 |
|
0.618 |
2,751.6792 |
|
HIGH |
2,641.5850 |
|
0.618 |
2,573.5332 |
|
0.500 |
2,552.5120 |
|
0.382 |
2,531.4908 |
|
LOW |
2,463.4390 |
|
0.618 |
2,353.3448 |
|
1.000 |
2,285.2930 |
|
1.618 |
2,175.1988 |
|
2.618 |
1,997.0528 |
|
4.250 |
1,706.3185 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,552.5120 |
2,614.0725 |
| PP |
2,539.8093 |
2,580.8497 |
| S1 |
2,527.1067 |
2,547.6268 |
|