Trading Metrics calculated at close of trading on 23-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
20,536.50 |
20,521.00 |
-15.50 |
-0.1% |
20,432.50 |
High |
20,602.25 |
20,542.50 |
-59.75 |
-0.3% |
20,680.00 |
Low |
20,360.25 |
20,079.00 |
-281.25 |
-1.4% |
20,206.25 |
Close |
20,542.00 |
20,220.50 |
-321.50 |
-1.6% |
20,483.50 |
Range |
242.00 |
463.50 |
221.50 |
91.5% |
473.75 |
ATR |
296.28 |
308.22 |
11.94 |
4.0% |
0.00 |
Volume |
476,324 |
619,162 |
142,838 |
30.0% |
2,256,770 |
|
Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,671.25 |
21,409.25 |
20,475.50 |
|
R3 |
21,207.75 |
20,945.75 |
20,348.00 |
|
R2 |
20,744.25 |
20,744.25 |
20,305.50 |
|
R1 |
20,482.25 |
20,482.25 |
20,263.00 |
20,381.50 |
PP |
20,280.75 |
20,280.75 |
20,280.75 |
20,230.25 |
S1 |
20,018.75 |
20,018.75 |
20,178.00 |
19,918.00 |
S2 |
19,817.25 |
19,817.25 |
20,135.50 |
|
S3 |
19,353.75 |
19,555.25 |
20,093.00 |
|
S4 |
18,890.25 |
19,091.75 |
19,965.50 |
|
|
Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,877.75 |
21,654.50 |
20,744.00 |
|
R3 |
21,404.00 |
21,180.75 |
20,613.75 |
|
R2 |
20,930.25 |
20,930.25 |
20,570.25 |
|
R1 |
20,707.00 |
20,707.00 |
20,527.00 |
20,818.50 |
PP |
20,456.50 |
20,456.50 |
20,456.50 |
20,512.50 |
S1 |
20,233.25 |
20,233.25 |
20,440.00 |
20,345.00 |
S2 |
19,982.75 |
19,982.75 |
20,396.75 |
|
S3 |
19,509.00 |
19,759.50 |
20,353.25 |
|
S4 |
19,035.25 |
19,285.75 |
20,223.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,602.25 |
20,079.00 |
523.25 |
2.6% |
288.75 |
1.4% |
27% |
False |
True |
494,523 |
10 |
20,680.00 |
20,079.00 |
601.00 |
3.0% |
272.50 |
1.3% |
24% |
False |
True |
464,421 |
20 |
20,680.00 |
19,818.00 |
862.00 |
4.3% |
295.75 |
1.5% |
47% |
False |
False |
482,080 |
40 |
20,680.00 |
18,562.00 |
2,118.00 |
10.5% |
336.25 |
1.7% |
78% |
False |
False |
341,861 |
60 |
20,680.00 |
17,552.75 |
3,127.25 |
15.5% |
383.75 |
1.9% |
85% |
False |
False |
228,540 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
377.25 |
1.9% |
72% |
False |
False |
171,800 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
351.75 |
1.7% |
72% |
False |
False |
137,531 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
324.75 |
1.6% |
72% |
False |
False |
114,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,512.50 |
2.618 |
21,756.00 |
1.618 |
21,292.50 |
1.000 |
21,006.00 |
0.618 |
20,829.00 |
HIGH |
20,542.50 |
0.618 |
20,365.50 |
0.500 |
20,310.75 |
0.382 |
20,256.00 |
LOW |
20,079.00 |
0.618 |
19,792.50 |
1.000 |
19,615.50 |
1.618 |
19,329.00 |
2.618 |
18,865.50 |
4.250 |
18,109.00 |
|
|
Fisher Pivots for day following 23-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
20,310.75 |
20,340.50 |
PP |
20,280.75 |
20,300.50 |
S1 |
20,250.50 |
20,260.50 |
|