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 |
4,964.0 |
5,007.0 |
43.0 |
0.9% |
5,018.0 |
High |
5,007.0 |
5,008.0 |
1.0 |
0.0% |
5,084.0 |
Low |
4,943.0 |
4,954.0 |
11.0 |
0.2% |
4,914.0 |
Close |
5,001.0 |
4,957.0 |
-44.0 |
-0.9% |
5,001.0 |
Range |
64.0 |
54.0 |
-10.0 |
-15.6% |
170.0 |
ATR |
70.0 |
68.8 |
-1.1 |
-1.6% |
0.0 |
Volume |
540,048 |
460,730 |
-79,318 |
-14.7% |
3,394,798 |
|
Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,135.0 |
5,100.0 |
4,986.7 |
|
R3 |
5,081.0 |
5,046.0 |
4,971.9 |
|
R2 |
5,027.0 |
5,027.0 |
4,966.9 |
|
R1 |
4,992.0 |
4,992.0 |
4,962.0 |
4,982.5 |
PP |
4,973.0 |
4,973.0 |
4,973.0 |
4,968.3 |
S1 |
4,938.0 |
4,938.0 |
4,952.1 |
4,928.5 |
S2 |
4,919.0 |
4,919.0 |
4,947.1 |
|
S3 |
4,865.0 |
4,884.0 |
4,942.2 |
|
S4 |
4,811.0 |
4,830.0 |
4,927.3 |
|
|
Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,509.7 |
5,425.3 |
5,094.5 |
|
R3 |
5,339.7 |
5,255.3 |
5,047.8 |
|
R2 |
5,169.7 |
5,169.7 |
5,032.2 |
|
R1 |
5,085.3 |
5,085.3 |
5,016.6 |
5,042.5 |
PP |
4,999.7 |
4,999.7 |
4,999.7 |
4,978.3 |
S1 |
4,915.3 |
4,915.3 |
4,985.4 |
4,872.5 |
S2 |
4,829.7 |
4,829.7 |
4,969.8 |
|
S3 |
4,659.7 |
4,745.3 |
4,954.3 |
|
S4 |
4,489.7 |
4,575.3 |
4,907.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,084.0 |
4,914.0 |
170.0 |
3.4% |
75.8 |
1.5% |
25% |
False |
False |
676,980 |
10 |
5,084.0 |
4,914.0 |
170.0 |
3.4% |
66.9 |
1.3% |
25% |
False |
False |
581,068 |
20 |
5,106.0 |
4,914.0 |
192.0 |
3.9% |
67.9 |
1.4% |
22% |
False |
False |
644,371 |
40 |
5,106.0 |
4,757.0 |
349.0 |
7.0% |
63.5 |
1.3% |
57% |
False |
False |
463,726 |
60 |
5,106.0 |
4,525.0 |
581.0 |
11.7% |
62.4 |
1.3% |
74% |
False |
False |
309,455 |
80 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
57.9 |
1.2% |
73% |
False |
False |
232,134 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
50.9 |
1.0% |
55% |
False |
False |
185,788 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
43.0 |
0.9% |
55% |
False |
False |
154,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,237.5 |
2.618 |
5,149.4 |
1.618 |
5,095.4 |
1.000 |
5,062.0 |
0.618 |
5,041.4 |
HIGH |
5,008.0 |
0.618 |
4,987.4 |
0.500 |
4,981.0 |
0.382 |
4,974.6 |
LOW |
4,954.0 |
0.618 |
4,920.6 |
1.000 |
4,900.0 |
1.618 |
4,866.6 |
2.618 |
4,812.6 |
4.250 |
4,724.5 |
|
|
Fisher Pivots for day following 21-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
4,981.0 |
4,964.5 |
PP |
4,973.0 |
4,962.0 |
S1 |
4,965.0 |
4,959.5 |
|