| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,692.82 |
2,721.54 |
28.72 |
1.1% |
2,655.75 |
| High |
2,722.00 |
2,739.66 |
17.66 |
0.6% |
2,722.00 |
| Low |
2,692.49 |
2,715.39 |
22.90 |
0.9% |
2,639.35 |
| Close |
2,721.84 |
2,719.69 |
-2.15 |
-0.1% |
2,721.84 |
| Range |
29.51 |
24.27 |
-5.24 |
-17.8% |
82.65 |
| ATR |
27.69 |
27.44 |
-0.24 |
-0.9% |
0.00 |
| Volume |
5,375 |
5,192 |
-183 |
-3.4% |
26,829 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.72 |
2,782.98 |
2,733.04 |
|
| R3 |
2,773.45 |
2,758.71 |
2,726.36 |
|
| R2 |
2,749.18 |
2,749.18 |
2,724.14 |
|
| R1 |
2,734.44 |
2,734.44 |
2,721.91 |
2,729.68 |
| PP |
2,724.91 |
2,724.91 |
2,724.91 |
2,722.53 |
| S1 |
2,710.17 |
2,710.17 |
2,717.47 |
2,705.41 |
| S2 |
2,700.64 |
2,700.64 |
2,715.24 |
|
| S3 |
2,676.37 |
2,685.90 |
2,713.02 |
|
| S4 |
2,652.10 |
2,661.63 |
2,706.34 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.35 |
2,914.74 |
2,767.30 |
|
| R3 |
2,859.70 |
2,832.09 |
2,744.57 |
|
| R2 |
2,777.05 |
2,777.05 |
2,736.99 |
|
| R1 |
2,749.44 |
2,749.44 |
2,729.42 |
2,763.25 |
| PP |
2,694.40 |
2,694.40 |
2,694.40 |
2,701.30 |
| S1 |
2,666.79 |
2,666.79 |
2,714.26 |
2,680.60 |
| S2 |
2,611.75 |
2,611.75 |
2,706.69 |
|
| S3 |
2,529.10 |
2,584.14 |
2,699.11 |
|
| S4 |
2,446.45 |
2,501.49 |
2,676.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,739.66 |
2,639.35 |
100.31 |
3.7% |
25.96 |
1.0% |
80% |
True |
False |
5,349 |
| 10 |
2,739.66 |
2,606.62 |
133.04 |
4.9% |
26.90 |
1.0% |
85% |
True |
False |
5,339 |
| 20 |
2,739.66 |
2,606.62 |
133.04 |
4.9% |
27.16 |
1.0% |
85% |
True |
False |
5,341 |
| 40 |
2,739.66 |
2,474.08 |
265.58 |
9.8% |
27.54 |
1.0% |
92% |
True |
False |
5,340 |
| 60 |
2,739.66 |
2,369.10 |
370.56 |
13.6% |
30.45 |
1.1% |
95% |
True |
False |
5,268 |
| 80 |
2,739.66 |
2,319.85 |
419.81 |
15.4% |
30.65 |
1.1% |
95% |
True |
False |
5,258 |
| 100 |
2,739.66 |
2,287.64 |
452.02 |
16.6% |
30.92 |
1.1% |
96% |
True |
False |
5,259 |
| 120 |
2,739.66 |
2,281.97 |
457.69 |
16.8% |
30.99 |
1.1% |
96% |
True |
False |
5,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.81 |
|
2.618 |
2,803.20 |
|
1.618 |
2,778.93 |
|
1.000 |
2,763.93 |
|
0.618 |
2,754.66 |
|
HIGH |
2,739.66 |
|
0.618 |
2,730.39 |
|
0.500 |
2,727.53 |
|
0.382 |
2,724.66 |
|
LOW |
2,715.39 |
|
0.618 |
2,700.39 |
|
1.000 |
2,691.12 |
|
1.618 |
2,676.12 |
|
2.618 |
2,651.85 |
|
4.250 |
2,612.24 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,727.53 |
2,715.31 |
| PP |
2,724.91 |
2,710.92 |
| S1 |
2,722.30 |
2,706.54 |
|