| Trading Metrics calculated at close of trading on 28-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,535.0870 |
2,475.2530 |
-59.8340 |
-2.4% |
2,643.0590 |
| High |
2,562.7690 |
2,540.3250 |
-22.4440 |
-0.9% |
2,764.7060 |
| Low |
2,460.2450 |
2,391.3910 |
-68.8540 |
-2.8% |
2,460.2450 |
| Close |
2,474.3670 |
2,514.3830 |
40.0160 |
1.6% |
2,474.3670 |
| Range |
102.5240 |
148.9340 |
46.4100 |
45.3% |
304.4610 |
| ATR |
113.8861 |
116.3895 |
2.5034 |
2.2% |
0.0000 |
| Volume |
50,567 |
5 |
-50,562 |
-100.0% |
129,643 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.8350 |
2,870.5430 |
2,596.2967 |
|
| R3 |
2,779.9010 |
2,721.6090 |
2,555.3399 |
|
| R2 |
2,630.9670 |
2,630.9670 |
2,541.6876 |
|
| R1 |
2,572.6750 |
2,572.6750 |
2,528.0353 |
2,601.8210 |
| PP |
2,482.0330 |
2,482.0330 |
2,482.0330 |
2,496.6060 |
| S1 |
2,423.7410 |
2,423.7410 |
2,500.7307 |
2,452.8870 |
| S2 |
2,333.0990 |
2,333.0990 |
2,487.0784 |
|
| S3 |
2,184.1650 |
2,274.8070 |
2,473.4262 |
|
| S4 |
2,035.2310 |
2,125.8730 |
2,432.4693 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,479.8223 |
3,281.5557 |
2,641.8206 |
|
| R3 |
3,175.3613 |
2,977.0947 |
2,558.0938 |
|
| R2 |
2,870.9003 |
2,870.9003 |
2,530.1849 |
|
| R1 |
2,672.6337 |
2,672.6337 |
2,502.2759 |
2,619.5365 |
| PP |
2,566.4393 |
2,566.4393 |
2,566.4393 |
2,539.8908 |
| S1 |
2,368.1727 |
2,368.1727 |
2,446.4581 |
2,315.0755 |
| S2 |
2,261.9783 |
2,261.9783 |
2,418.5492 |
|
| S3 |
1,957.5173 |
2,063.7117 |
2,390.6402 |
|
| S4 |
1,653.0563 |
1,759.2507 |
2,306.9135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,682.2750 |
2,391.3910 |
290.8840 |
11.6% |
112.3578 |
4.5% |
42% |
False |
True |
25,854 |
| 10 |
2,764.7060 |
2,391.3910 |
373.3150 |
14.8% |
105.3607 |
4.2% |
33% |
False |
True |
30,515 |
| 20 |
2,764.7060 |
2,313.5580 |
451.1480 |
17.9% |
115.2563 |
4.6% |
45% |
False |
False |
31,896 |
| 40 |
2,764.7060 |
2,154.2820 |
610.4240 |
24.3% |
121.5444 |
4.8% |
59% |
False |
False |
43,694 |
| 60 |
3,019.5260 |
2,154.2820 |
865.2440 |
34.4% |
138.7307 |
5.5% |
42% |
False |
False |
76,542 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
55.7% |
144.3831 |
5.7% |
26% |
False |
False |
86,074 |
| 100 |
3,877.1480 |
2,154.2820 |
1,722.8660 |
68.5% |
147.2002 |
5.9% |
21% |
False |
False |
92,267 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
71.0% |
149.9843 |
6.0% |
20% |
False |
False |
103,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.2945 |
|
2.618 |
2,930.2342 |
|
1.618 |
2,781.3002 |
|
1.000 |
2,689.2590 |
|
0.618 |
2,632.3662 |
|
HIGH |
2,540.3250 |
|
0.618 |
2,483.4322 |
|
0.500 |
2,465.8580 |
|
0.382 |
2,448.2838 |
|
LOW |
2,391.3910 |
|
0.618 |
2,299.3498 |
|
1.000 |
2,242.4570 |
|
1.618 |
2,150.4158 |
|
2.618 |
2,001.4818 |
|
4.250 |
1,758.4215 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,498.2080 |
2,501.9487 |
| PP |
2,482.0330 |
2,489.5143 |
| S1 |
2,465.8580 |
2,477.0800 |
|