| 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 |
2,748.67 |
2,715.74 |
-32.93 |
-1.2% |
2,655.75 |
| High |
2,757.95 |
2,742.27 |
-15.68 |
-0.6% |
2,722.00 |
| Low |
2,711.17 |
2,715.51 |
4.34 |
0.2% |
2,639.35 |
| Close |
2,715.78 |
2,736.00 |
20.22 |
0.7% |
2,721.84 |
| Range |
46.78 |
26.76 |
-20.02 |
-42.8% |
82.65 |
| ATR |
28.94 |
28.78 |
-0.16 |
-0.5% |
0.00 |
| Volume |
5,340 |
5,439 |
99 |
1.9% |
26,829 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.54 |
2,800.53 |
2,750.72 |
|
| R3 |
2,784.78 |
2,773.77 |
2,743.36 |
|
| R2 |
2,758.02 |
2,758.02 |
2,740.91 |
|
| R1 |
2,747.01 |
2,747.01 |
2,738.45 |
2,752.52 |
| PP |
2,731.26 |
2,731.26 |
2,731.26 |
2,734.01 |
| S1 |
2,720.25 |
2,720.25 |
2,733.55 |
2,725.76 |
| S2 |
2,704.50 |
2,704.50 |
2,731.09 |
|
| S3 |
2,677.74 |
2,693.49 |
2,728.64 |
|
| S4 |
2,650.98 |
2,666.73 |
2,721.28 |
|
|
| 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 |
2,692.49 |
65.46 |
2.4% |
31.29 |
1.1% |
66% |
False |
False |
5,360 |
| 10 |
2,757.95 |
2,628.36 |
129.59 |
4.7% |
28.56 |
1.0% |
83% |
False |
False |
5,374 |
| 20 |
2,757.95 |
2,606.62 |
151.33 |
5.5% |
28.20 |
1.0% |
85% |
False |
False |
5,356 |
| 40 |
2,757.95 |
2,474.08 |
283.87 |
10.4% |
28.37 |
1.0% |
92% |
False |
False |
5,343 |
| 60 |
2,757.95 |
2,369.10 |
388.85 |
14.2% |
30.42 |
1.1% |
94% |
False |
False |
5,283 |
| 80 |
2,757.95 |
2,327.87 |
430.08 |
15.7% |
31.30 |
1.1% |
95% |
False |
False |
5,258 |
| 100 |
2,757.95 |
2,287.64 |
470.31 |
17.2% |
30.97 |
1.1% |
95% |
False |
False |
5,267 |
| 120 |
2,757.95 |
2,287.64 |
470.31 |
17.2% |
30.95 |
1.1% |
95% |
False |
False |
5,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.00 |
|
2.618 |
2,812.33 |
|
1.618 |
2,785.57 |
|
1.000 |
2,769.03 |
|
0.618 |
2,758.81 |
|
HIGH |
2,742.27 |
|
0.618 |
2,732.05 |
|
0.500 |
2,728.89 |
|
0.382 |
2,725.73 |
|
LOW |
2,715.51 |
|
0.618 |
2,698.97 |
|
1.000 |
2,688.75 |
|
1.618 |
2,672.21 |
|
2.618 |
2,645.45 |
|
4.250 |
2,601.78 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.63 |
2,735.52 |
| PP |
2,731.26 |
2,735.04 |
| S1 |
2,728.89 |
2,734.56 |
|