| 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 |
2,748.6 |
2,749.2 |
0.6 |
0.0% |
2,736.3 |
| High |
2,760.9 |
2,758.3 |
-2.6 |
-0.1% |
2,772.6 |
| Low |
2,729.1 |
2,736.9 |
7.8 |
0.3% |
2,722.1 |
| Close |
2,754.6 |
2,755.9 |
1.3 |
0.0% |
2,754.6 |
| Range |
31.8 |
21.4 |
-10.4 |
-32.7% |
50.5 |
| ATR |
32.3 |
31.5 |
-0.8 |
-2.4% |
0.0 |
| Volume |
153,487 |
161,907 |
8,420 |
5.5% |
928,019 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.6 |
2,806.6 |
2,767.7 |
|
| R3 |
2,793.2 |
2,785.2 |
2,761.8 |
|
| R2 |
2,771.8 |
2,771.8 |
2,759.8 |
|
| R1 |
2,763.8 |
2,763.8 |
2,757.9 |
2,767.8 |
| PP |
2,750.4 |
2,750.4 |
2,750.4 |
2,752.4 |
| S1 |
2,742.4 |
2,742.4 |
2,753.9 |
2,746.4 |
| S2 |
2,729.0 |
2,729.0 |
2,752.0 |
|
| S3 |
2,707.6 |
2,721.0 |
2,750.0 |
|
| S4 |
2,686.2 |
2,699.6 |
2,744.1 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.3 |
2,878.4 |
2,782.4 |
|
| R3 |
2,850.8 |
2,827.9 |
2,768.5 |
|
| R2 |
2,800.3 |
2,800.3 |
2,763.9 |
|
| R1 |
2,777.4 |
2,777.4 |
2,759.2 |
2,788.9 |
| PP |
2,749.8 |
2,749.8 |
2,749.8 |
2,755.5 |
| S1 |
2,726.9 |
2,726.9 |
2,750.0 |
2,738.4 |
| S2 |
2,699.3 |
2,699.3 |
2,745.3 |
|
| S3 |
2,648.8 |
2,676.4 |
2,740.7 |
|
| S4 |
2,598.3 |
2,625.9 |
2,726.8 |
|
|
| 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 |
2,722.1 |
50.5 |
1.8% |
32.2 |
1.2% |
67% |
False |
False |
175,895 |
| 10 |
2,772.6 |
2,654.4 |
118.2 |
4.3% |
30.2 |
1.1% |
86% |
False |
False |
176,814 |
| 20 |
2,772.6 |
2,618.8 |
153.8 |
5.6% |
30.5 |
1.1% |
89% |
False |
False |
171,293 |
| 40 |
2,772.6 |
2,502.7 |
269.9 |
9.8% |
31.8 |
1.2% |
94% |
False |
False |
181,096 |
| 60 |
2,772.6 |
2,403.8 |
368.8 |
13.4% |
33.7 |
1.2% |
95% |
False |
False |
179,973 |
| 80 |
2,772.6 |
2,398.2 |
374.4 |
13.6% |
35.0 |
1.3% |
96% |
False |
False |
160,497 |
| 100 |
2,772.6 |
2,349.8 |
422.8 |
15.3% |
34.6 |
1.3% |
96% |
False |
False |
130,296 |
| 120 |
2,772.6 |
2,349.8 |
422.8 |
15.3% |
34.7 |
1.3% |
96% |
False |
False |
109,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,849.3 |
|
2.618 |
2,814.3 |
|
1.618 |
2,792.9 |
|
1.000 |
2,779.7 |
|
0.618 |
2,771.5 |
|
HIGH |
2,758.3 |
|
0.618 |
2,750.1 |
|
0.500 |
2,747.6 |
|
0.382 |
2,745.1 |
|
LOW |
2,736.9 |
|
0.618 |
2,723.7 |
|
1.000 |
2,715.5 |
|
1.618 |
2,702.3 |
|
2.618 |
2,680.9 |
|
4.250 |
2,646.0 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.1 |
2,752.2 |
| PP |
2,750.4 |
2,748.5 |
| S1 |
2,747.6 |
2,744.8 |
|