Trading Metrics calculated at close of trading on 24-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
4,960.0 |
4,929.0 |
-31.0 |
-0.6% |
5,018.0 |
High |
4,965.0 |
4,986.0 |
21.0 |
0.4% |
5,084.0 |
Low |
4,915.0 |
4,926.0 |
11.0 |
0.2% |
4,914.0 |
Close |
4,939.0 |
4,952.0 |
13.0 |
0.3% |
5,001.0 |
Range |
50.0 |
60.0 |
10.0 |
20.0% |
170.0 |
ATR |
66.7 |
66.2 |
-0.5 |
-0.7% |
0.0 |
Volume |
518,004 |
512,435 |
-5,569 |
-1.1% |
3,394,798 |
|
Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,134.7 |
5,103.3 |
4,985.0 |
|
R3 |
5,074.7 |
5,043.3 |
4,968.5 |
|
R2 |
5,014.7 |
5,014.7 |
4,963.0 |
|
R1 |
4,983.3 |
4,983.3 |
4,957.5 |
4,999.0 |
PP |
4,954.7 |
4,954.7 |
4,954.7 |
4,962.5 |
S1 |
4,923.3 |
4,923.3 |
4,946.5 |
4,939.0 |
S2 |
4,894.7 |
4,894.7 |
4,941.0 |
|
S3 |
4,834.7 |
4,863.3 |
4,935.5 |
|
S4 |
4,774.7 |
4,803.3 |
4,919.0 |
|
|
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% |
57.0 |
1.2% |
40% |
False |
False |
504,376 |
10 |
5,084.0 |
4,914.0 |
170.0 |
3.4% |
66.7 |
1.3% |
22% |
False |
False |
580,822 |
20 |
5,106.0 |
4,914.0 |
192.0 |
3.9% |
65.2 |
1.3% |
20% |
False |
False |
610,329 |
40 |
5,106.0 |
4,757.0 |
349.0 |
7.0% |
65.8 |
1.3% |
56% |
False |
False |
501,686 |
60 |
5,106.0 |
4,525.0 |
581.0 |
11.7% |
62.3 |
1.3% |
73% |
False |
False |
334,803 |
80 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
58.7 |
1.2% |
72% |
False |
False |
251,148 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
52.6 |
1.1% |
55% |
False |
False |
200,999 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
44.3 |
0.9% |
55% |
False |
False |
167,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,241.0 |
2.618 |
5,143.1 |
1.618 |
5,083.1 |
1.000 |
5,046.0 |
0.618 |
5,023.1 |
HIGH |
4,986.0 |
0.618 |
4,963.1 |
0.500 |
4,956.0 |
0.382 |
4,948.9 |
LOW |
4,926.0 |
0.618 |
4,888.9 |
1.000 |
4,866.0 |
1.618 |
4,828.9 |
2.618 |
4,768.9 |
4.250 |
4,671.0 |
|
|
Fisher Pivots for day following 24-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
4,956.0 |
4,951.5 |
PP |
4,954.7 |
4,951.0 |
S1 |
4,953.3 |
4,950.5 |
|