| 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 |
2,721.9 |
2,731.7 |
9.8 |
0.4% |
2,655.0 |
| High |
2,738.4 |
2,746.0 |
7.6 |
0.3% |
2,719.6 |
| Low |
2,719.5 |
2,728.6 |
9.1 |
0.3% |
2,647.8 |
| Close |
2,723.1 |
2,744.2 |
21.1 |
0.8% |
2,713.7 |
| Range |
18.9 |
17.4 |
-1.5 |
-7.9% |
71.8 |
| ATR |
26.0 |
25.8 |
-0.2 |
-0.9% |
0.0 |
| Volume |
52 |
93 |
41 |
78.8% |
144 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.8 |
2,785.4 |
2,753.8 |
|
| R3 |
2,774.4 |
2,768.0 |
2,749.0 |
|
| R2 |
2,757.0 |
2,757.0 |
2,747.4 |
|
| R1 |
2,750.6 |
2,750.6 |
2,745.8 |
2,753.8 |
| PP |
2,739.6 |
2,739.6 |
2,739.6 |
2,741.2 |
| S1 |
2,733.2 |
2,733.2 |
2,742.6 |
2,736.4 |
| S2 |
2,722.2 |
2,722.2 |
2,741.0 |
|
| S3 |
2,704.8 |
2,715.8 |
2,739.4 |
|
| S4 |
2,687.4 |
2,698.4 |
2,734.6 |
|
|
| 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 |
2,746.0 |
2,674.0 |
72.0 |
2.6% |
11.3 |
0.4% |
98% |
True |
False |
42 |
| 10 |
2,746.0 |
2,602.5 |
143.5 |
5.2% |
11.5 |
0.4% |
99% |
True |
False |
77 |
| 20 |
2,746.0 |
2,602.5 |
143.5 |
5.2% |
19.3 |
0.7% |
99% |
True |
False |
2,330 |
| 40 |
2,746.0 |
2,479.8 |
266.2 |
9.7% |
25.7 |
0.9% |
99% |
True |
False |
5,137 |
| 60 |
2,746.0 |
2,382.8 |
363.2 |
13.2% |
30.6 |
1.1% |
100% |
True |
False |
6,839 |
| 80 |
2,746.0 |
2,350.8 |
395.2 |
14.4% |
31.7 |
1.2% |
100% |
True |
False |
7,841 |
| 100 |
2,746.0 |
2,326.9 |
419.1 |
15.3% |
32.2 |
1.2% |
100% |
True |
False |
6,716 |
| 120 |
2,746.0 |
2,326.9 |
419.1 |
15.3% |
32.4 |
1.2% |
100% |
True |
False |
5,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.0 |
|
2.618 |
2,791.6 |
|
1.618 |
2,774.2 |
|
1.000 |
2,763.4 |
|
0.618 |
2,756.8 |
|
HIGH |
2,746.0 |
|
0.618 |
2,739.4 |
|
0.500 |
2,737.3 |
|
0.382 |
2,735.2 |
|
LOW |
2,728.6 |
|
0.618 |
2,717.8 |
|
1.000 |
2,711.2 |
|
1.618 |
2,700.4 |
|
2.618 |
2,683.0 |
|
4.250 |
2,654.7 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,741.9 |
2,739.4 |
| PP |
2,739.6 |
2,734.6 |
| S1 |
2,737.3 |
2,729.9 |
|