| 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 |
2,719.6 |
2,721.9 |
2.3 |
0.1% |
2,655.0 |
| High |
2,719.6 |
2,738.4 |
18.8 |
0.7% |
2,719.6 |
| Low |
2,713.7 |
2,719.5 |
5.8 |
0.2% |
2,647.8 |
| Close |
2,713.7 |
2,723.1 |
9.4 |
0.3% |
2,713.7 |
| Range |
5.9 |
18.9 |
13.0 |
220.3% |
71.8 |
| ATR |
26.2 |
26.0 |
-0.1 |
-0.4% |
0.0 |
| Volume |
29 |
52 |
23 |
79.3% |
144 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,783.7 |
2,772.3 |
2,733.5 |
|
| R3 |
2,764.8 |
2,753.4 |
2,728.3 |
|
| R2 |
2,745.9 |
2,745.9 |
2,726.6 |
|
| R1 |
2,734.5 |
2,734.5 |
2,724.8 |
2,740.2 |
| PP |
2,727.0 |
2,727.0 |
2,727.0 |
2,729.9 |
| S1 |
2,715.6 |
2,715.6 |
2,721.4 |
2,721.3 |
| S2 |
2,708.1 |
2,708.1 |
2,719.6 |
|
| S3 |
2,689.2 |
2,696.7 |
2,717.9 |
|
| S4 |
2,670.3 |
2,677.8 |
2,712.7 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.1 |
2,883.2 |
2,753.2 |
|
| R3 |
2,837.3 |
2,811.4 |
2,733.4 |
|
| R2 |
2,765.5 |
2,765.5 |
2,726.9 |
|
| R1 |
2,739.6 |
2,739.6 |
2,720.3 |
2,752.6 |
| PP |
2,693.7 |
2,693.7 |
2,693.7 |
2,700.2 |
| S1 |
2,667.8 |
2,667.8 |
2,707.1 |
2,680.8 |
| S2 |
2,621.9 |
2,621.9 |
2,700.5 |
|
| S3 |
2,550.1 |
2,596.0 |
2,694.0 |
|
| S4 |
2,478.3 |
2,524.2 |
2,674.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,738.4 |
2,661.4 |
77.0 |
2.8% |
7.9 |
0.3% |
80% |
True |
False |
31 |
| 10 |
2,738.4 |
2,602.5 |
135.9 |
5.0% |
12.7 |
0.5% |
89% |
True |
False |
136 |
| 20 |
2,738.4 |
2,602.5 |
135.9 |
5.0% |
20.5 |
0.8% |
89% |
True |
False |
2,980 |
| 40 |
2,738.4 |
2,479.8 |
258.6 |
9.5% |
25.7 |
0.9% |
94% |
True |
False |
5,286 |
| 60 |
2,738.4 |
2,382.8 |
355.6 |
13.1% |
30.8 |
1.1% |
96% |
True |
False |
7,273 |
| 80 |
2,738.4 |
2,350.8 |
387.6 |
14.2% |
31.7 |
1.2% |
96% |
True |
False |
7,877 |
| 100 |
2,738.4 |
2,326.9 |
411.5 |
15.1% |
32.3 |
1.2% |
96% |
True |
False |
6,748 |
| 120 |
2,738.4 |
2,326.9 |
411.5 |
15.1% |
32.7 |
1.2% |
96% |
True |
False |
5,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,818.7 |
|
2.618 |
2,787.9 |
|
1.618 |
2,769.0 |
|
1.000 |
2,757.3 |
|
0.618 |
2,750.1 |
|
HIGH |
2,738.4 |
|
0.618 |
2,731.2 |
|
0.500 |
2,729.0 |
|
0.382 |
2,726.7 |
|
LOW |
2,719.5 |
|
0.618 |
2,707.8 |
|
1.000 |
2,700.6 |
|
1.618 |
2,688.9 |
|
2.618 |
2,670.0 |
|
4.250 |
2,639.2 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.0 |
2,718.0 |
| PP |
2,727.0 |
2,712.9 |
| S1 |
2,725.1 |
2,707.8 |
|