| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,734.7 |
2,762.6 |
27.9 |
1.0% |
2,673.1 |
| High |
2,763.3 |
2,772.6 |
9.3 |
0.3% |
2,737.8 |
| Low |
2,733.5 |
2,722.1 |
-11.4 |
-0.4% |
2,654.4 |
| Close |
2,759.8 |
2,729.4 |
-30.4 |
-1.1% |
2,730.0 |
| Range |
29.8 |
50.5 |
20.7 |
69.5% |
83.4 |
| ATR |
31.3 |
32.7 |
1.4 |
4.4% |
0.0 |
| Volume |
173,695 |
214,515 |
40,820 |
23.5% |
801,577 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.9 |
2,861.6 |
2,757.2 |
|
| R3 |
2,842.4 |
2,811.1 |
2,743.3 |
|
| R2 |
2,791.9 |
2,791.9 |
2,738.7 |
|
| R1 |
2,760.6 |
2,760.6 |
2,734.0 |
2,751.0 |
| PP |
2,741.4 |
2,741.4 |
2,741.4 |
2,736.6 |
| S1 |
2,710.1 |
2,710.1 |
2,724.8 |
2,700.5 |
| S2 |
2,690.9 |
2,690.9 |
2,720.1 |
|
| S3 |
2,640.4 |
2,659.6 |
2,715.5 |
|
| S4 |
2,589.9 |
2,609.1 |
2,701.6 |
|
|
| 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 |
2,772.6 |
2,688.2 |
84.4 |
3.1% |
32.4 |
1.2% |
49% |
True |
False |
191,887 |
| 10 |
2,772.6 |
2,618.8 |
153.8 |
5.6% |
30.9 |
1.1% |
72% |
True |
False |
176,441 |
| 20 |
2,772.6 |
2,618.8 |
153.8 |
5.6% |
31.6 |
1.2% |
72% |
True |
False |
176,111 |
| 40 |
2,772.6 |
2,502.7 |
269.9 |
9.9% |
32.2 |
1.2% |
84% |
True |
False |
181,333 |
| 60 |
2,772.6 |
2,403.8 |
368.8 |
13.5% |
34.9 |
1.3% |
88% |
True |
False |
183,552 |
| 80 |
2,772.6 |
2,374.0 |
398.6 |
14.6% |
35.3 |
1.3% |
89% |
True |
False |
155,637 |
| 100 |
2,772.6 |
2,349.8 |
422.8 |
15.5% |
34.9 |
1.3% |
90% |
True |
False |
125,485 |
| 120 |
2,772.6 |
2,349.8 |
422.8 |
15.5% |
34.9 |
1.3% |
90% |
True |
False |
105,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,987.2 |
|
2.618 |
2,904.8 |
|
1.618 |
2,854.3 |
|
1.000 |
2,823.1 |
|
0.618 |
2,803.8 |
|
HIGH |
2,772.6 |
|
0.618 |
2,753.3 |
|
0.500 |
2,747.4 |
|
0.382 |
2,741.4 |
|
LOW |
2,722.1 |
|
0.618 |
2,690.9 |
|
1.000 |
2,671.6 |
|
1.618 |
2,640.4 |
|
2.618 |
2,589.9 |
|
4.250 |
2,507.5 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.4 |
2,747.4 |
| PP |
2,741.4 |
2,741.4 |
| S1 |
2,735.4 |
2,735.4 |
|