| 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 |
2,736.00 |
2,747.95 |
11.95 |
0.4% |
2,721.54 |
| High |
2,747.38 |
2,748.17 |
0.79 |
0.0% |
2,757.95 |
| Low |
2,717.88 |
2,725.94 |
8.06 |
0.3% |
2,711.17 |
| Close |
2,747.38 |
2,742.36 |
-5.02 |
-0.2% |
2,747.38 |
| Range |
29.50 |
22.23 |
-7.27 |
-24.6% |
46.78 |
| ATR |
28.83 |
28.36 |
-0.47 |
-1.6% |
0.00 |
| Volume |
5,456 |
5,251 |
-205 |
-3.8% |
26,884 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.51 |
2,796.17 |
2,754.59 |
|
| R3 |
2,783.28 |
2,773.94 |
2,748.47 |
|
| R2 |
2,761.05 |
2,761.05 |
2,746.44 |
|
| R1 |
2,751.71 |
2,751.71 |
2,744.40 |
2,745.27 |
| PP |
2,738.82 |
2,738.82 |
2,738.82 |
2,735.60 |
| S1 |
2,729.48 |
2,729.48 |
2,740.32 |
2,723.04 |
| S2 |
2,716.59 |
2,716.59 |
2,738.28 |
|
| S3 |
2,694.36 |
2,707.25 |
2,736.25 |
|
| S4 |
2,672.13 |
2,685.02 |
2,730.13 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.17 |
2,860.06 |
2,773.11 |
|
| R3 |
2,832.39 |
2,813.28 |
2,760.24 |
|
| R2 |
2,785.61 |
2,785.61 |
2,755.96 |
|
| R1 |
2,766.50 |
2,766.50 |
2,751.67 |
2,776.06 |
| PP |
2,738.83 |
2,738.83 |
2,738.83 |
2,743.61 |
| S1 |
2,719.72 |
2,719.72 |
2,743.09 |
2,729.28 |
| S2 |
2,692.05 |
2,692.05 |
2,738.80 |
|
| S3 |
2,645.27 |
2,672.94 |
2,734.52 |
|
| S4 |
2,598.49 |
2,626.16 |
2,721.65 |
|
|
| 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 |
2,711.17 |
46.78 |
1.7% |
30.88 |
1.1% |
67% |
False |
False |
5,388 |
| 10 |
2,757.95 |
2,639.35 |
118.60 |
4.3% |
28.42 |
1.0% |
87% |
False |
False |
5,368 |
| 20 |
2,757.95 |
2,606.62 |
151.33 |
5.5% |
27.41 |
1.0% |
90% |
False |
False |
5,367 |
| 40 |
2,757.95 |
2,474.08 |
283.87 |
10.4% |
28.31 |
1.0% |
95% |
False |
False |
5,342 |
| 60 |
2,757.95 |
2,369.10 |
388.85 |
14.2% |
29.94 |
1.1% |
96% |
False |
False |
5,299 |
| 80 |
2,757.95 |
2,352.28 |
405.67 |
14.8% |
31.03 |
1.1% |
96% |
False |
False |
5,265 |
| 100 |
2,757.95 |
2,287.64 |
470.31 |
17.1% |
30.86 |
1.1% |
97% |
False |
False |
5,269 |
| 120 |
2,757.95 |
2,287.64 |
470.31 |
17.1% |
30.93 |
1.1% |
97% |
False |
False |
5,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.65 |
|
2.618 |
2,806.37 |
|
1.618 |
2,784.14 |
|
1.000 |
2,770.40 |
|
0.618 |
2,761.91 |
|
HIGH |
2,748.17 |
|
0.618 |
2,739.68 |
|
0.500 |
2,737.06 |
|
0.382 |
2,734.43 |
|
LOW |
2,725.94 |
|
0.618 |
2,712.20 |
|
1.000 |
2,703.71 |
|
1.618 |
2,689.97 |
|
2.618 |
2,667.74 |
|
4.250 |
2,631.46 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,740.59 |
2,738.85 |
| PP |
2,738.82 |
2,735.35 |
| S1 |
2,737.06 |
2,731.84 |
|