| 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 |
2,742.5 |
2,729.0 |
-13.5 |
-0.5% |
2,655.0 |
| High |
2,750.8 |
2,736.1 |
-14.7 |
-0.5% |
2,719.6 |
| Low |
2,714.2 |
2,729.0 |
14.8 |
0.5% |
2,647.8 |
| Close |
2,714.4 |
2,734.9 |
20.5 |
0.8% |
2,713.7 |
| Range |
36.6 |
7.1 |
-29.5 |
-80.6% |
71.8 |
| ATR |
26.6 |
26.2 |
-0.3 |
-1.3% |
0.0 |
| Volume |
18 |
27 |
9 |
50.0% |
144 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.6 |
2,751.9 |
2,738.8 |
|
| R3 |
2,747.5 |
2,744.8 |
2,736.9 |
|
| R2 |
2,740.4 |
2,740.4 |
2,736.2 |
|
| R1 |
2,737.7 |
2,737.7 |
2,735.6 |
2,739.1 |
| PP |
2,733.3 |
2,733.3 |
2,733.3 |
2,734.0 |
| S1 |
2,730.6 |
2,730.6 |
2,734.2 |
2,732.0 |
| S2 |
2,726.2 |
2,726.2 |
2,733.6 |
|
| S3 |
2,719.1 |
2,723.5 |
2,732.9 |
|
| S4 |
2,712.0 |
2,716.4 |
2,731.0 |
|
|
| 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 |
2,750.8 |
2,713.7 |
37.1 |
1.4% |
17.2 |
0.6% |
57% |
False |
False |
43 |
| 10 |
2,750.8 |
2,638.2 |
112.6 |
4.1% |
12.8 |
0.5% |
86% |
False |
False |
34 |
| 20 |
2,750.8 |
2,602.5 |
148.3 |
5.4% |
18.9 |
0.7% |
89% |
False |
False |
384 |
| 40 |
2,750.8 |
2,479.8 |
271.0 |
9.9% |
25.3 |
0.9% |
94% |
False |
False |
4,744 |
| 60 |
2,750.8 |
2,382.8 |
368.0 |
13.5% |
29.9 |
1.1% |
96% |
False |
False |
6,262 |
| 80 |
2,750.8 |
2,360.0 |
390.8 |
14.3% |
31.7 |
1.2% |
96% |
False |
False |
7,740 |
| 100 |
2,750.8 |
2,326.9 |
423.9 |
15.5% |
31.8 |
1.2% |
96% |
False |
False |
6,676 |
| 120 |
2,750.8 |
2,326.9 |
423.9 |
15.5% |
32.1 |
1.2% |
96% |
False |
False |
5,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.3 |
|
2.618 |
2,754.7 |
|
1.618 |
2,747.6 |
|
1.000 |
2,743.2 |
|
0.618 |
2,740.5 |
|
HIGH |
2,736.1 |
|
0.618 |
2,733.4 |
|
0.500 |
2,732.6 |
|
0.382 |
2,731.7 |
|
LOW |
2,729.0 |
|
0.618 |
2,724.6 |
|
1.000 |
2,721.9 |
|
1.618 |
2,717.5 |
|
2.618 |
2,710.4 |
|
4.250 |
2,698.8 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,734.1 |
2,734.1 |
| PP |
2,733.3 |
2,733.3 |
| S1 |
2,732.6 |
2,732.5 |
|