Trading Metrics calculated at close of trading on 25-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
5,844.00 |
5,853.25 |
9.25 |
0.2% |
5,911.50 |
High |
5,870.00 |
5,900.75 |
30.75 |
0.5% |
5,915.50 |
Low |
5,822.50 |
5,835.00 |
12.50 |
0.2% |
5,801.00 |
Close |
5,849.00 |
5,846.00 |
-3.00 |
-0.1% |
5,846.00 |
Range |
47.50 |
65.75 |
18.25 |
38.4% |
114.50 |
ATR |
59.99 |
60.40 |
0.41 |
0.7% |
0.00 |
Volume |
1,159,448 |
1,368,245 |
208,797 |
18.0% |
6,093,038 |
|
Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,057.75 |
6,017.75 |
5,882.25 |
|
R3 |
5,992.00 |
5,952.00 |
5,864.00 |
|
R2 |
5,926.25 |
5,926.25 |
5,858.00 |
|
R1 |
5,886.25 |
5,886.25 |
5,852.00 |
5,873.50 |
PP |
5,860.50 |
5,860.50 |
5,860.50 |
5,854.25 |
S1 |
5,820.50 |
5,820.50 |
5,840.00 |
5,807.50 |
S2 |
5,794.75 |
5,794.75 |
5,834.00 |
|
S3 |
5,729.00 |
5,754.75 |
5,828.00 |
|
S4 |
5,663.25 |
5,689.00 |
5,809.75 |
|
|
Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,197.75 |
6,136.25 |
5,909.00 |
|
R3 |
6,083.25 |
6,021.75 |
5,877.50 |
|
R2 |
5,968.75 |
5,968.75 |
5,867.00 |
|
R1 |
5,907.25 |
5,907.25 |
5,856.50 |
5,880.75 |
PP |
5,854.25 |
5,854.25 |
5,854.25 |
5,841.00 |
S1 |
5,792.75 |
5,792.75 |
5,835.50 |
5,766.25 |
S2 |
5,739.75 |
5,739.75 |
5,825.00 |
|
S3 |
5,625.25 |
5,678.25 |
5,814.50 |
|
S4 |
5,510.75 |
5,563.75 |
5,783.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,915.50 |
5,801.00 |
114.50 |
2.0% |
60.00 |
1.0% |
39% |
False |
False |
1,218,607 |
10 |
5,927.25 |
5,801.00 |
126.25 |
2.2% |
56.75 |
1.0% |
36% |
False |
False |
1,150,183 |
20 |
5,927.25 |
5,724.00 |
203.25 |
3.5% |
59.50 |
1.0% |
60% |
False |
False |
1,236,326 |
40 |
5,927.25 |
5,451.25 |
476.00 |
8.1% |
65.50 |
1.1% |
83% |
False |
False |
1,021,547 |
60 |
5,927.25 |
5,168.50 |
758.75 |
13.0% |
73.50 |
1.3% |
89% |
False |
False |
683,345 |
80 |
5,927.25 |
5,168.50 |
758.75 |
13.0% |
74.00 |
1.3% |
89% |
False |
False |
513,088 |
100 |
5,927.25 |
5,168.50 |
758.75 |
13.0% |
68.50 |
1.2% |
89% |
False |
False |
410,632 |
120 |
5,927.25 |
5,168.50 |
758.75 |
13.0% |
64.25 |
1.1% |
89% |
False |
False |
342,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,180.25 |
2.618 |
6,073.00 |
1.618 |
6,007.25 |
1.000 |
5,966.50 |
0.618 |
5,941.50 |
HIGH |
5,900.75 |
0.618 |
5,875.75 |
0.500 |
5,868.00 |
0.382 |
5,860.00 |
LOW |
5,835.00 |
0.618 |
5,794.25 |
1.000 |
5,769.25 |
1.618 |
5,728.50 |
2.618 |
5,662.75 |
4.250 |
5,555.50 |
|
|
Fisher Pivots for day following 25-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,868.00 |
5,851.00 |
PP |
5,860.50 |
5,849.25 |
S1 |
5,853.25 |
5,847.50 |
|