| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,633.5540 |
2,514.4040 |
-119.1500 |
-4.5% |
2,458.1530 |
| High |
2,641.5850 |
2,559.1300 |
-82.4550 |
-3.1% |
2,681.4480 |
| Low |
2,463.4390 |
2,502.2640 |
38.8250 |
1.6% |
2,434.9530 |
| Close |
2,514.4040 |
2,535.4830 |
21.0790 |
0.8% |
2,643.0590 |
| Range |
178.1460 |
56.8660 |
-121.2800 |
-68.1% |
246.4950 |
| ATR |
119.2135 |
114.7601 |
-4.4534 |
-3.7% |
0.0000 |
| Volume |
500 |
39,962 |
39,462 |
7,892.4% |
176,074 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.8903 |
2,676.0527 |
2,566.7593 |
|
| R3 |
2,646.0243 |
2,619.1867 |
2,551.1212 |
|
| R2 |
2,589.1583 |
2,589.1583 |
2,545.9084 |
|
| R1 |
2,562.3207 |
2,562.3207 |
2,540.6957 |
2,575.7395 |
| PP |
2,532.2923 |
2,532.2923 |
2,532.2923 |
2,539.0018 |
| S1 |
2,505.4547 |
2,505.4547 |
2,530.2703 |
2,518.8735 |
| S2 |
2,475.4263 |
2,475.4263 |
2,525.0576 |
|
| S3 |
2,418.5603 |
2,448.5887 |
2,519.8449 |
|
| S4 |
2,361.6943 |
2,391.7227 |
2,504.2067 |
|
|
| 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 |
11.9% |
103.8520 |
4.1% |
24% |
False |
False |
23,735 |
| 10 |
2,764.7060 |
2,362.1370 |
402.5690 |
15.9% |
111.2376 |
4.4% |
43% |
False |
False |
28,605 |
| 20 |
2,764.7060 |
2,313.5580 |
451.1480 |
17.8% |
114.6685 |
4.5% |
49% |
False |
False |
29,389 |
| 40 |
2,764.7060 |
2,154.2820 |
610.4240 |
24.1% |
119.9458 |
4.7% |
62% |
False |
False |
48,827 |
| 60 |
3,243.8370 |
2,154.2820 |
1,089.5550 |
43.0% |
141.0040 |
5.6% |
35% |
False |
False |
81,340 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
55.2% |
147.6507 |
5.8% |
27% |
False |
False |
91,723 |
| 100 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
68.2% |
146.5357 |
5.8% |
22% |
False |
False |
93,870 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
70.4% |
150.0732 |
5.9% |
21% |
False |
False |
103,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.8105 |
|
2.618 |
2,708.0052 |
|
1.618 |
2,651.1392 |
|
1.000 |
2,615.9960 |
|
0.618 |
2,594.2732 |
|
HIGH |
2,559.1300 |
|
0.618 |
2,537.4072 |
|
0.500 |
2,530.6970 |
|
0.382 |
2,523.9868 |
|
LOW |
2,502.2640 |
|
0.618 |
2,467.1208 |
|
1.000 |
2,445.3980 |
|
1.618 |
2,410.2548 |
|
2.618 |
2,353.3888 |
|
4.250 |
2,260.5835 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,533.8877 |
2,572.8570 |
| PP |
2,532.2923 |
2,560.3990 |
| S1 |
2,530.6970 |
2,547.9410 |
|