| 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 |
2,719.68 |
2,748.67 |
28.99 |
1.1% |
2,655.75 |
| High |
2,748.64 |
2,757.95 |
9.31 |
0.3% |
2,722.00 |
| Low |
2,719.51 |
2,711.17 |
-8.34 |
-0.3% |
2,639.35 |
| Close |
2,748.64 |
2,715.78 |
-32.86 |
-1.2% |
2,721.84 |
| Range |
29.13 |
46.78 |
17.65 |
60.6% |
82.65 |
| ATR |
27.56 |
28.94 |
1.37 |
5.0% |
0.00 |
| Volume |
5,457 |
5,340 |
-117 |
-2.1% |
26,829 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,868.64 |
2,838.99 |
2,741.51 |
|
| R3 |
2,821.86 |
2,792.21 |
2,728.64 |
|
| R2 |
2,775.08 |
2,775.08 |
2,724.36 |
|
| R1 |
2,745.43 |
2,745.43 |
2,720.07 |
2,736.87 |
| PP |
2,728.30 |
2,728.30 |
2,728.30 |
2,724.02 |
| S1 |
2,698.65 |
2,698.65 |
2,711.49 |
2,690.09 |
| S2 |
2,681.52 |
2,681.52 |
2,707.20 |
|
| S3 |
2,634.74 |
2,651.87 |
2,702.92 |
|
| S4 |
2,587.96 |
2,605.09 |
2,690.05 |
|
|
| 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 |
2,757.95 |
2,673.42 |
84.53 |
3.1% |
30.41 |
1.1% |
50% |
True |
False |
5,351 |
| 10 |
2,757.95 |
2,606.62 |
151.33 |
5.6% |
28.34 |
1.0% |
72% |
True |
False |
5,371 |
| 20 |
2,757.95 |
2,606.62 |
151.33 |
5.6% |
28.26 |
1.0% |
72% |
True |
False |
5,347 |
| 40 |
2,757.95 |
2,474.08 |
283.87 |
10.5% |
28.53 |
1.1% |
85% |
True |
False |
5,342 |
| 60 |
2,757.95 |
2,369.10 |
388.85 |
14.3% |
30.72 |
1.1% |
89% |
True |
False |
5,277 |
| 80 |
2,757.95 |
2,320.72 |
437.23 |
16.1% |
31.14 |
1.1% |
90% |
True |
False |
5,259 |
| 100 |
2,757.95 |
2,287.64 |
470.31 |
17.3% |
31.07 |
1.1% |
91% |
True |
False |
5,263 |
| 120 |
2,757.95 |
2,285.07 |
472.88 |
17.4% |
30.95 |
1.1% |
91% |
True |
False |
5,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.77 |
|
2.618 |
2,880.42 |
|
1.618 |
2,833.64 |
|
1.000 |
2,804.73 |
|
0.618 |
2,786.86 |
|
HIGH |
2,757.95 |
|
0.618 |
2,740.08 |
|
0.500 |
2,734.56 |
|
0.382 |
2,729.04 |
|
LOW |
2,711.17 |
|
0.618 |
2,682.26 |
|
1.000 |
2,664.39 |
|
1.618 |
2,635.48 |
|
2.618 |
2,588.70 |
|
4.250 |
2,512.36 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,734.56 |
2,734.56 |
| PP |
2,728.30 |
2,728.30 |
| S1 |
2,722.04 |
2,722.04 |
|