| 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 |
2,707.8 |
2,736.3 |
28.5 |
1.1% |
2,673.1 |
| High |
2,737.8 |
2,755.4 |
17.6 |
0.6% |
2,737.8 |
| Low |
2,707.3 |
2,728.5 |
21.2 |
0.8% |
2,654.4 |
| Close |
2,730.0 |
2,738.9 |
8.9 |
0.3% |
2,730.0 |
| Range |
30.5 |
26.9 |
-3.6 |
-11.8% |
83.4 |
| ATR |
31.8 |
31.4 |
-0.3 |
-1.1% |
0.0 |
| Volume |
178,959 |
210,450 |
31,491 |
17.6% |
801,577 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,821.6 |
2,807.2 |
2,753.7 |
|
| R3 |
2,794.7 |
2,780.3 |
2,746.3 |
|
| R2 |
2,767.8 |
2,767.8 |
2,743.8 |
|
| R1 |
2,753.4 |
2,753.4 |
2,741.4 |
2,760.6 |
| PP |
2,740.9 |
2,740.9 |
2,740.9 |
2,744.6 |
| S1 |
2,726.5 |
2,726.5 |
2,736.4 |
2,733.7 |
| S2 |
2,714.0 |
2,714.0 |
2,734.0 |
|
| S3 |
2,687.1 |
2,699.6 |
2,731.5 |
|
| S4 |
2,660.2 |
2,672.7 |
2,724.1 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.6 |
2,927.2 |
2,775.9 |
|
| R3 |
2,874.2 |
2,843.8 |
2,752.9 |
|
| R2 |
2,790.8 |
2,790.8 |
2,745.3 |
|
| R1 |
2,760.4 |
2,760.4 |
2,737.6 |
2,775.6 |
| PP |
2,707.4 |
2,707.4 |
2,707.4 |
2,715.0 |
| S1 |
2,677.0 |
2,677.0 |
2,722.4 |
2,692.2 |
| S2 |
2,624.0 |
2,624.0 |
2,714.7 |
|
| S3 |
2,540.6 |
2,593.6 |
2,707.1 |
|
| S4 |
2,457.2 |
2,510.2 |
2,684.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,755.4 |
2,654.4 |
101.0 |
3.7% |
28.2 |
1.0% |
84% |
True |
False |
177,733 |
| 10 |
2,755.4 |
2,618.8 |
136.6 |
5.0% |
29.8 |
1.1% |
88% |
True |
False |
175,305 |
| 20 |
2,755.4 |
2,618.8 |
136.6 |
5.0% |
30.8 |
1.1% |
88% |
True |
False |
177,026 |
| 40 |
2,755.4 |
2,502.7 |
252.7 |
9.2% |
31.2 |
1.1% |
93% |
True |
False |
178,470 |
| 60 |
2,755.4 |
2,403.8 |
351.6 |
12.8% |
34.7 |
1.3% |
95% |
True |
False |
182,450 |
| 80 |
2,755.4 |
2,374.0 |
381.4 |
13.9% |
34.8 |
1.3% |
96% |
True |
False |
150,992 |
| 100 |
2,755.4 |
2,349.8 |
405.6 |
14.8% |
34.8 |
1.3% |
96% |
True |
False |
121,680 |
| 120 |
2,755.4 |
2,349.8 |
405.6 |
14.8% |
34.9 |
1.3% |
96% |
True |
False |
101,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.7 |
|
2.618 |
2,825.8 |
|
1.618 |
2,798.9 |
|
1.000 |
2,782.3 |
|
0.618 |
2,772.0 |
|
HIGH |
2,755.4 |
|
0.618 |
2,745.1 |
|
0.500 |
2,742.0 |
|
0.382 |
2,738.8 |
|
LOW |
2,728.5 |
|
0.618 |
2,711.9 |
|
1.000 |
2,701.6 |
|
1.618 |
2,685.0 |
|
2.618 |
2,658.1 |
|
4.250 |
2,614.2 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,742.0 |
2,733.2 |
| PP |
2,740.9 |
2,727.5 |
| S1 |
2,739.9 |
2,721.8 |
|