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 |
4,977.0 |
4,960.0 |
-17.0 |
-0.3% |
5,018.0 |
High |
4,983.0 |
4,965.0 |
-18.0 |
-0.4% |
5,084.0 |
Low |
4,926.0 |
4,915.0 |
-11.0 |
-0.2% |
4,914.0 |
Close |
4,957.0 |
4,939.0 |
-18.0 |
-0.4% |
5,001.0 |
Range |
57.0 |
50.0 |
-7.0 |
-12.3% |
170.0 |
ATR |
68.0 |
66.7 |
-1.3 |
-1.9% |
0.0 |
Volume |
490,663 |
518,004 |
27,341 |
5.6% |
3,394,798 |
|
Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,089.7 |
5,064.3 |
4,966.5 |
|
R3 |
5,039.7 |
5,014.3 |
4,952.8 |
|
R2 |
4,989.7 |
4,989.7 |
4,948.2 |
|
R1 |
4,964.3 |
4,964.3 |
4,943.6 |
4,952.0 |
PP |
4,939.7 |
4,939.7 |
4,939.7 |
4,933.5 |
S1 |
4,914.3 |
4,914.3 |
4,934.4 |
4,902.0 |
S2 |
4,889.7 |
4,889.7 |
4,929.8 |
|
S3 |
4,839.7 |
4,864.3 |
4,925.3 |
|
S4 |
4,789.7 |
4,814.3 |
4,911.5 |
|
|
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 |
5,008.0 |
4,915.0 |
93.0 |
1.9% |
59.4 |
1.2% |
26% |
False |
True |
544,050 |
10 |
5,084.0 |
4,914.0 |
170.0 |
3.4% |
65.4 |
1.3% |
15% |
False |
False |
580,268 |
20 |
5,106.0 |
4,914.0 |
192.0 |
3.9% |
68.3 |
1.4% |
13% |
False |
False |
636,492 |
40 |
5,106.0 |
4,757.0 |
349.0 |
7.1% |
65.1 |
1.3% |
52% |
False |
False |
488,902 |
60 |
5,106.0 |
4,525.0 |
581.0 |
11.8% |
62.3 |
1.3% |
71% |
False |
False |
326,263 |
80 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
58.7 |
1.2% |
70% |
False |
False |
244,742 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
52.0 |
1.1% |
53% |
False |
False |
195,874 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
43.8 |
0.9% |
53% |
False |
False |
163,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,177.5 |
2.618 |
5,095.9 |
1.618 |
5,045.9 |
1.000 |
5,015.0 |
0.618 |
4,995.9 |
HIGH |
4,965.0 |
0.618 |
4,945.9 |
0.500 |
4,940.0 |
0.382 |
4,934.1 |
LOW |
4,915.0 |
0.618 |
4,884.1 |
1.000 |
4,865.0 |
1.618 |
4,834.1 |
2.618 |
4,784.1 |
4.250 |
4,702.5 |
|
|
Fisher Pivots for day following 23-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
4,940.0 |
4,961.5 |
PP |
4,939.7 |
4,954.0 |
S1 |
4,939.3 |
4,946.5 |
|