| 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 |
2,721.54 |
2,719.68 |
-1.86 |
-0.1% |
2,655.75 |
| High |
2,739.66 |
2,748.64 |
8.98 |
0.3% |
2,722.00 |
| Low |
2,715.39 |
2,719.51 |
4.12 |
0.2% |
2,639.35 |
| Close |
2,719.69 |
2,748.64 |
28.95 |
1.1% |
2,721.84 |
| Range |
24.27 |
29.13 |
4.86 |
20.0% |
82.65 |
| ATR |
27.44 |
27.56 |
0.12 |
0.4% |
0.00 |
| Volume |
5,192 |
5,457 |
265 |
5.1% |
26,829 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,826.32 |
2,816.61 |
2,764.66 |
|
| R3 |
2,797.19 |
2,787.48 |
2,756.65 |
|
| R2 |
2,768.06 |
2,768.06 |
2,753.98 |
|
| R1 |
2,758.35 |
2,758.35 |
2,751.31 |
2,763.21 |
| PP |
2,738.93 |
2,738.93 |
2,738.93 |
2,741.36 |
| S1 |
2,729.22 |
2,729.22 |
2,745.97 |
2,734.08 |
| S2 |
2,709.80 |
2,709.80 |
2,743.30 |
|
| S3 |
2,680.67 |
2,700.09 |
2,740.63 |
|
| S4 |
2,651.54 |
2,670.96 |
2,732.62 |
|
|
| 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 |
2,748.64 |
2,659.20 |
89.44 |
3.3% |
26.00 |
0.9% |
100% |
True |
False |
5,368 |
| 10 |
2,748.64 |
2,606.62 |
142.02 |
5.2% |
25.32 |
0.9% |
100% |
True |
False |
5,377 |
| 20 |
2,748.64 |
2,606.62 |
142.02 |
5.2% |
26.68 |
1.0% |
100% |
True |
False |
5,348 |
| 40 |
2,748.64 |
2,474.08 |
274.56 |
10.0% |
27.84 |
1.0% |
100% |
True |
False |
5,343 |
| 60 |
2,748.64 |
2,369.10 |
379.54 |
13.8% |
30.50 |
1.1% |
100% |
True |
False |
5,276 |
| 80 |
2,748.64 |
2,319.98 |
428.66 |
15.6% |
30.78 |
1.1% |
100% |
True |
False |
5,258 |
| 100 |
2,748.64 |
2,287.64 |
461.00 |
16.8% |
30.96 |
1.1% |
100% |
True |
False |
5,262 |
| 120 |
2,748.64 |
2,285.07 |
463.57 |
16.9% |
30.87 |
1.1% |
100% |
True |
False |
5,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,872.44 |
|
2.618 |
2,824.90 |
|
1.618 |
2,795.77 |
|
1.000 |
2,777.77 |
|
0.618 |
2,766.64 |
|
HIGH |
2,748.64 |
|
0.618 |
2,737.51 |
|
0.500 |
2,734.08 |
|
0.382 |
2,730.64 |
|
LOW |
2,719.51 |
|
0.618 |
2,701.51 |
|
1.000 |
2,690.38 |
|
1.618 |
2,672.38 |
|
2.618 |
2,643.25 |
|
4.250 |
2,595.71 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.79 |
2,739.28 |
| PP |
2,738.93 |
2,729.92 |
| S1 |
2,734.08 |
2,720.57 |
|