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 |
5,853.25 |
5,857.00 |
3.75 |
0.1% |
5,911.50 |
High |
5,900.75 |
5,884.50 |
-16.25 |
-0.3% |
5,915.50 |
Low |
5,835.00 |
5,857.00 |
22.00 |
0.4% |
5,801.00 |
Close |
5,846.00 |
5,861.50 |
15.50 |
0.3% |
5,846.00 |
Range |
65.75 |
27.50 |
-38.25 |
-58.2% |
114.50 |
ATR |
60.40 |
58.84 |
-1.56 |
-2.6% |
0.00 |
Volume |
1,368,245 |
1,017,440 |
-350,805 |
-25.6% |
6,093,038 |
|
Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,950.25 |
5,933.25 |
5,876.50 |
|
R3 |
5,922.75 |
5,905.75 |
5,869.00 |
|
R2 |
5,895.25 |
5,895.25 |
5,866.50 |
|
R1 |
5,878.25 |
5,878.25 |
5,864.00 |
5,886.75 |
PP |
5,867.75 |
5,867.75 |
5,867.75 |
5,872.00 |
S1 |
5,850.75 |
5,850.75 |
5,859.00 |
5,859.25 |
S2 |
5,840.25 |
5,840.25 |
5,856.50 |
|
S3 |
5,812.75 |
5,823.25 |
5,854.00 |
|
S4 |
5,785.25 |
5,795.75 |
5,846.50 |
|
|
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 |
5,904.25 |
5,801.00 |
103.25 |
1.8% |
55.25 |
0.9% |
59% |
False |
False |
1,209,339 |
10 |
5,927.25 |
5,801.00 |
126.25 |
2.2% |
52.75 |
0.9% |
48% |
False |
False |
1,160,020 |
20 |
5,927.25 |
5,724.00 |
203.25 |
3.5% |
57.50 |
1.0% |
68% |
False |
False |
1,212,062 |
40 |
5,927.25 |
5,451.25 |
476.00 |
8.1% |
64.25 |
1.1% |
86% |
False |
False |
1,046,621 |
60 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
71.75 |
1.2% |
91% |
False |
False |
700,094 |
80 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
73.75 |
1.3% |
91% |
False |
False |
525,793 |
100 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
68.25 |
1.2% |
91% |
False |
False |
420,804 |
120 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
64.25 |
1.1% |
91% |
False |
False |
350,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,001.50 |
2.618 |
5,956.50 |
1.618 |
5,929.00 |
1.000 |
5,912.00 |
0.618 |
5,901.50 |
HIGH |
5,884.50 |
0.618 |
5,874.00 |
0.500 |
5,870.75 |
0.382 |
5,867.50 |
LOW |
5,857.00 |
0.618 |
5,840.00 |
1.000 |
5,829.50 |
1.618 |
5,812.50 |
2.618 |
5,785.00 |
4.250 |
5,740.00 |
|
|
Fisher Pivots for day following 28-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,870.75 |
5,861.50 |
PP |
5,867.75 |
5,861.50 |
S1 |
5,864.50 |
5,861.50 |
|