| 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 |
2,725.5 |
2,736.1 |
10.6 |
0.4% |
2,721.9 |
| High |
2,742.4 |
2,742.9 |
0.5 |
0.0% |
2,750.8 |
| Low |
2,725.5 |
2,729.5 |
4.0 |
0.1% |
2,714.2 |
| Close |
2,740.9 |
2,742.9 |
2.0 |
0.1% |
2,740.9 |
| Range |
16.9 |
13.4 |
-3.5 |
-20.7% |
36.6 |
| ATR |
25.6 |
24.7 |
-0.9 |
-3.4% |
0.0 |
| Volume |
29 |
56 |
27 |
93.1% |
219 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.6 |
2,774.2 |
2,750.3 |
|
| R3 |
2,765.2 |
2,760.8 |
2,746.6 |
|
| R2 |
2,751.8 |
2,751.8 |
2,745.4 |
|
| R1 |
2,747.4 |
2,747.4 |
2,744.1 |
2,749.6 |
| PP |
2,738.4 |
2,738.4 |
2,738.4 |
2,739.6 |
| S1 |
2,734.0 |
2,734.0 |
2,741.7 |
2,736.2 |
| S2 |
2,725.0 |
2,725.0 |
2,740.4 |
|
| S3 |
2,711.6 |
2,720.6 |
2,739.2 |
|
| S4 |
2,698.2 |
2,707.2 |
2,735.5 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.1 |
2,829.6 |
2,761.0 |
|
| R3 |
2,808.5 |
2,793.0 |
2,751.0 |
|
| R2 |
2,771.9 |
2,771.9 |
2,747.6 |
|
| R1 |
2,756.4 |
2,756.4 |
2,744.3 |
2,764.2 |
| PP |
2,735.3 |
2,735.3 |
2,735.3 |
2,739.2 |
| S1 |
2,719.8 |
2,719.8 |
2,737.5 |
2,727.6 |
| S2 |
2,698.7 |
2,698.7 |
2,734.2 |
|
| S3 |
2,662.1 |
2,683.2 |
2,730.8 |
|
| S4 |
2,625.5 |
2,646.6 |
2,720.8 |
|
|
| 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 |
2,714.2 |
36.6 |
1.3% |
18.3 |
0.7% |
78% |
False |
False |
44 |
| 10 |
2,750.8 |
2,661.4 |
89.4 |
3.3% |
13.1 |
0.5% |
91% |
False |
False |
37 |
| 20 |
2,750.8 |
2,602.5 |
148.3 |
5.4% |
16.9 |
0.6% |
95% |
False |
False |
128 |
| 40 |
2,750.8 |
2,479.8 |
271.0 |
9.9% |
24.7 |
0.9% |
97% |
False |
False |
4,314 |
| 60 |
2,750.8 |
2,382.8 |
368.0 |
13.4% |
28.7 |
1.0% |
98% |
False |
False |
5,753 |
| 80 |
2,750.8 |
2,375.1 |
375.7 |
13.7% |
31.1 |
1.1% |
98% |
False |
False |
7,599 |
| 100 |
2,750.8 |
2,326.9 |
423.9 |
15.5% |
31.4 |
1.1% |
98% |
False |
False |
6,626 |
| 120 |
2,750.8 |
2,326.9 |
423.9 |
15.5% |
31.9 |
1.2% |
98% |
False |
False |
5,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.9 |
|
2.618 |
2,778.0 |
|
1.618 |
2,764.6 |
|
1.000 |
2,756.3 |
|
0.618 |
2,751.2 |
|
HIGH |
2,742.9 |
|
0.618 |
2,737.8 |
|
0.500 |
2,736.2 |
|
0.382 |
2,734.6 |
|
LOW |
2,729.5 |
|
0.618 |
2,721.2 |
|
1.000 |
2,716.1 |
|
1.618 |
2,707.8 |
|
2.618 |
2,694.4 |
|
4.250 |
2,672.6 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,740.7 |
2,740.0 |
| PP |
2,738.4 |
2,737.1 |
| S1 |
2,736.2 |
2,734.2 |
|