| 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 |
2,736.3 |
2,734.7 |
-1.6 |
-0.1% |
2,673.1 |
| High |
2,755.4 |
2,763.3 |
7.9 |
0.3% |
2,737.8 |
| Low |
2,728.5 |
2,733.5 |
5.0 |
0.2% |
2,654.4 |
| Close |
2,738.9 |
2,759.8 |
20.9 |
0.8% |
2,730.0 |
| Range |
26.9 |
29.8 |
2.9 |
10.8% |
83.4 |
| ATR |
31.4 |
31.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
210,450 |
173,695 |
-36,755 |
-17.5% |
801,577 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.6 |
2,830.5 |
2,776.2 |
|
| R3 |
2,811.8 |
2,800.7 |
2,768.0 |
|
| R2 |
2,782.0 |
2,782.0 |
2,765.3 |
|
| R1 |
2,770.9 |
2,770.9 |
2,762.5 |
2,776.5 |
| PP |
2,752.2 |
2,752.2 |
2,752.2 |
2,755.0 |
| S1 |
2,741.1 |
2,741.1 |
2,757.1 |
2,746.7 |
| S2 |
2,722.4 |
2,722.4 |
2,754.3 |
|
| S3 |
2,692.6 |
2,711.3 |
2,751.6 |
|
| S4 |
2,662.8 |
2,681.5 |
2,743.4 |
|
|
| 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 |
2,763.3 |
2,674.9 |
88.4 |
3.2% |
27.9 |
1.0% |
96% |
True |
False |
180,359 |
| 10 |
2,763.3 |
2,618.8 |
144.5 |
5.2% |
27.9 |
1.0% |
98% |
True |
False |
169,290 |
| 20 |
2,763.3 |
2,618.8 |
144.5 |
5.2% |
30.2 |
1.1% |
98% |
True |
False |
174,883 |
| 40 |
2,763.3 |
2,502.7 |
260.6 |
9.4% |
31.5 |
1.1% |
99% |
True |
False |
179,625 |
| 60 |
2,763.3 |
2,403.8 |
359.5 |
13.0% |
34.6 |
1.3% |
99% |
True |
False |
182,860 |
| 80 |
2,763.3 |
2,374.0 |
389.3 |
14.1% |
34.9 |
1.3% |
99% |
True |
False |
153,085 |
| 100 |
2,763.3 |
2,349.8 |
413.5 |
15.0% |
34.8 |
1.3% |
99% |
True |
False |
123,366 |
| 120 |
2,763.3 |
2,349.8 |
413.5 |
15.0% |
34.8 |
1.3% |
99% |
True |
False |
103,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.0 |
|
2.618 |
2,841.3 |
|
1.618 |
2,811.5 |
|
1.000 |
2,793.1 |
|
0.618 |
2,781.7 |
|
HIGH |
2,763.3 |
|
0.618 |
2,751.9 |
|
0.500 |
2,748.4 |
|
0.382 |
2,744.9 |
|
LOW |
2,733.5 |
|
0.618 |
2,715.1 |
|
1.000 |
2,703.7 |
|
1.618 |
2,685.3 |
|
2.618 |
2,655.5 |
|
4.250 |
2,606.9 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,756.0 |
2,751.6 |
| PP |
2,752.2 |
2,743.5 |
| S1 |
2,748.4 |
2,735.3 |
|