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 |
4,950.0 |
4,966.0 |
16.0 |
0.3% |
5,007.0 |
High |
4,969.0 |
4,998.0 |
29.0 |
0.6% |
5,008.0 |
Low |
4,927.0 |
4,946.0 |
19.0 |
0.4% |
4,915.0 |
Close |
4,955.0 |
4,987.0 |
32.0 |
0.6% |
4,955.0 |
Range |
42.0 |
52.0 |
10.0 |
23.8% |
93.0 |
ATR |
64.5 |
63.6 |
-0.9 |
-1.4% |
0.0 |
Volume |
510,858 |
525,347 |
14,489 |
2.8% |
2,492,690 |
|
Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,133.0 |
5,112.0 |
5,015.6 |
|
R3 |
5,081.0 |
5,060.0 |
5,001.3 |
|
R2 |
5,029.0 |
5,029.0 |
4,996.5 |
|
R1 |
5,008.0 |
5,008.0 |
4,991.8 |
5,018.5 |
PP |
4,977.0 |
4,977.0 |
4,977.0 |
4,982.3 |
S1 |
4,956.0 |
4,956.0 |
4,982.2 |
4,966.5 |
S2 |
4,925.0 |
4,925.0 |
4,977.5 |
|
S3 |
4,873.0 |
4,904.0 |
4,972.7 |
|
S4 |
4,821.0 |
4,852.0 |
4,958.4 |
|
|
Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,238.3 |
5,189.7 |
5,006.2 |
|
R3 |
5,145.3 |
5,096.7 |
4,980.6 |
|
R2 |
5,052.3 |
5,052.3 |
4,972.1 |
|
R1 |
5,003.7 |
5,003.7 |
4,963.5 |
4,981.5 |
PP |
4,959.3 |
4,959.3 |
4,959.3 |
4,948.3 |
S1 |
4,910.7 |
4,910.7 |
4,946.5 |
4,888.5 |
S2 |
4,866.3 |
4,866.3 |
4,938.0 |
|
S3 |
4,773.3 |
4,817.7 |
4,929.4 |
|
S4 |
4,680.3 |
4,724.7 |
4,903.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,998.0 |
4,915.0 |
83.0 |
1.7% |
52.2 |
1.0% |
87% |
True |
False |
511,461 |
10 |
5,084.0 |
4,914.0 |
170.0 |
3.4% |
64.0 |
1.3% |
43% |
False |
False |
594,220 |
20 |
5,084.0 |
4,914.0 |
170.0 |
3.4% |
63.0 |
1.3% |
43% |
False |
False |
582,685 |
40 |
5,106.0 |
4,757.0 |
349.0 |
7.0% |
65.3 |
1.3% |
66% |
False |
False |
527,515 |
60 |
5,106.0 |
4,525.0 |
581.0 |
11.7% |
60.3 |
1.2% |
80% |
False |
False |
352,068 |
80 |
5,114.0 |
4,525.0 |
589.0 |
11.8% |
59.4 |
1.2% |
78% |
False |
False |
264,100 |
100 |
5,119.0 |
4,525.0 |
594.0 |
11.9% |
52.0 |
1.0% |
78% |
False |
False |
211,361 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
45.1 |
0.9% |
59% |
False |
False |
176,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,219.0 |
2.618 |
5,134.1 |
1.618 |
5,082.1 |
1.000 |
5,050.0 |
0.618 |
5,030.1 |
HIGH |
4,998.0 |
0.618 |
4,978.1 |
0.500 |
4,972.0 |
0.382 |
4,965.9 |
LOW |
4,946.0 |
0.618 |
4,913.9 |
1.000 |
4,894.0 |
1.618 |
4,861.9 |
2.618 |
4,809.9 |
4.250 |
4,725.0 |
|
|
Fisher Pivots for day following 28-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
4,982.0 |
4,978.7 |
PP |
4,977.0 |
4,970.3 |
S1 |
4,972.0 |
4,962.0 |
|