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 |
5,888.25 |
5,911.50 |
23.25 |
0.4% |
5,854.50 |
High |
5,915.50 |
5,915.50 |
0.00 |
0.0% |
5,927.25 |
Low |
5,876.25 |
5,865.00 |
-11.25 |
-0.2% |
5,850.00 |
Close |
5,906.00 |
5,896.25 |
-9.75 |
-0.2% |
5,906.00 |
Range |
39.25 |
50.50 |
11.25 |
28.7% |
77.25 |
ATR |
60.41 |
59.70 |
-0.71 |
-1.2% |
0.00 |
Volume |
952,612 |
1,063,780 |
111,168 |
11.7% |
5,408,798 |
|
Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,043.75 |
6,020.50 |
5,924.00 |
|
R3 |
5,993.25 |
5,970.00 |
5,910.25 |
|
R2 |
5,942.75 |
5,942.75 |
5,905.50 |
|
R1 |
5,919.50 |
5,919.50 |
5,901.00 |
5,906.00 |
PP |
5,892.25 |
5,892.25 |
5,892.25 |
5,885.50 |
S1 |
5,869.00 |
5,869.00 |
5,891.50 |
5,855.50 |
S2 |
5,841.75 |
5,841.75 |
5,887.00 |
|
S3 |
5,791.25 |
5,818.50 |
5,882.25 |
|
S4 |
5,740.75 |
5,768.00 |
5,868.50 |
|
|
Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,126.25 |
6,093.25 |
5,948.50 |
|
R3 |
6,049.00 |
6,016.00 |
5,927.25 |
|
R2 |
5,971.75 |
5,971.75 |
5,920.25 |
|
R1 |
5,938.75 |
5,938.75 |
5,913.00 |
5,955.25 |
PP |
5,894.50 |
5,894.50 |
5,894.50 |
5,902.50 |
S1 |
5,861.50 |
5,861.50 |
5,899.00 |
5,878.00 |
S2 |
5,817.25 |
5,817.25 |
5,891.75 |
|
S3 |
5,740.00 |
5,784.25 |
5,884.75 |
|
S4 |
5,662.75 |
5,707.00 |
5,863.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,927.25 |
5,850.00 |
77.25 |
1.3% |
50.25 |
0.9% |
60% |
False |
False |
1,110,701 |
10 |
5,927.25 |
5,725.25 |
202.00 |
3.4% |
55.00 |
0.9% |
85% |
False |
False |
1,090,357 |
20 |
5,927.25 |
5,724.00 |
203.25 |
3.4% |
55.00 |
0.9% |
85% |
False |
False |
1,228,123 |
40 |
5,927.25 |
5,451.25 |
476.00 |
8.1% |
65.75 |
1.1% |
93% |
False |
False |
896,739 |
60 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
76.75 |
1.3% |
96% |
False |
False |
599,724 |
80 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
73.50 |
1.2% |
96% |
False |
False |
450,300 |
100 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
68.75 |
1.2% |
96% |
False |
False |
360,348 |
120 |
5,927.25 |
5,148.25 |
779.00 |
13.2% |
64.50 |
1.1% |
96% |
False |
False |
300,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,130.00 |
2.618 |
6,047.75 |
1.618 |
5,997.25 |
1.000 |
5,966.00 |
0.618 |
5,946.75 |
HIGH |
5,915.50 |
0.618 |
5,896.25 |
0.500 |
5,890.25 |
0.382 |
5,884.25 |
LOW |
5,865.00 |
0.618 |
5,833.75 |
1.000 |
5,814.50 |
1.618 |
5,783.25 |
2.618 |
5,732.75 |
4.250 |
5,650.50 |
|
|
Fisher Pivots for day following 21-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,894.25 |
5,896.25 |
PP |
5,892.25 |
5,896.25 |
S1 |
5,890.25 |
5,896.00 |
|