Trading Metrics calculated at close of trading on 29-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2024 |
29-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
5,857.00 |
5,867.00 |
10.00 |
0.2% |
5,911.50 |
High |
5,884.50 |
5,883.75 |
-0.75 |
0.0% |
5,915.50 |
Low |
5,857.00 |
5,837.50 |
-19.50 |
-0.3% |
5,801.00 |
Close |
5,861.50 |
5,871.00 |
9.50 |
0.2% |
5,846.00 |
Range |
27.50 |
46.25 |
18.75 |
68.2% |
114.50 |
ATR |
58.84 |
57.94 |
-0.90 |
-1.5% |
0.00 |
Volume |
1,017,440 |
1,195,753 |
178,313 |
17.5% |
6,093,038 |
|
Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,002.75 |
5,983.25 |
5,896.50 |
|
R3 |
5,956.50 |
5,937.00 |
5,883.75 |
|
R2 |
5,910.25 |
5,910.25 |
5,879.50 |
|
R1 |
5,890.75 |
5,890.75 |
5,875.25 |
5,900.50 |
PP |
5,864.00 |
5,864.00 |
5,864.00 |
5,869.00 |
S1 |
5,844.50 |
5,844.50 |
5,866.75 |
5,854.25 |
S2 |
5,817.75 |
5,817.75 |
5,862.50 |
|
S3 |
5,771.50 |
5,798.25 |
5,858.25 |
|
S4 |
5,725.25 |
5,752.00 |
5,845.50 |
|
|
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 |
5,900.75 |
5,801.00 |
99.75 |
1.7% |
56.00 |
1.0% |
70% |
False |
False |
1,241,831 |
10 |
5,927.25 |
5,801.00 |
126.25 |
2.2% |
50.75 |
0.9% |
55% |
False |
False |
1,143,064 |
20 |
5,927.25 |
5,724.00 |
203.25 |
3.5% |
55.50 |
0.9% |
72% |
False |
False |
1,174,491 |
40 |
5,927.25 |
5,451.25 |
476.00 |
8.1% |
61.75 |
1.0% |
88% |
False |
False |
1,076,147 |
60 |
5,927.25 |
5,234.50 |
692.75 |
11.8% |
68.50 |
1.2% |
92% |
False |
False |
719,750 |
80 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
74.00 |
1.3% |
93% |
False |
False |
540,719 |
100 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
68.50 |
1.2% |
93% |
False |
False |
432,761 |
120 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
64.50 |
1.1% |
93% |
False |
False |
360,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,080.25 |
2.618 |
6,004.75 |
1.618 |
5,958.50 |
1.000 |
5,930.00 |
0.618 |
5,912.25 |
HIGH |
5,883.75 |
0.618 |
5,866.00 |
0.500 |
5,860.50 |
0.382 |
5,855.25 |
LOW |
5,837.50 |
0.618 |
5,809.00 |
1.000 |
5,791.25 |
1.618 |
5,762.75 |
2.618 |
5,716.50 |
4.250 |
5,641.00 |
|
|
Fisher Pivots for day following 29-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,867.50 |
5,870.00 |
PP |
5,864.00 |
5,869.00 |
S1 |
5,860.50 |
5,868.00 |
|