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 |
19,675.0 |
19,783.0 |
108.0 |
0.5% |
19,479.0 |
High |
19,791.0 |
19,783.0 |
-8.0 |
0.0% |
19,802.0 |
Low |
19,598.0 |
19,569.0 |
-29.0 |
-0.1% |
19,472.0 |
Close |
19,779.0 |
19,574.0 |
-205.0 |
-1.0% |
19,779.0 |
Range |
193.0 |
214.0 |
21.0 |
10.9% |
330.0 |
ATR |
214.3 |
214.3 |
0.0 |
0.0% |
0.0 |
Volume |
30,553 |
37,237 |
6,684 |
21.9% |
180,324 |
|
Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,284.0 |
20,143.0 |
19,691.7 |
|
R3 |
20,070.0 |
19,929.0 |
19,632.9 |
|
R2 |
19,856.0 |
19,856.0 |
19,613.2 |
|
R1 |
19,715.0 |
19,715.0 |
19,593.6 |
19,678.5 |
PP |
19,642.0 |
19,642.0 |
19,642.0 |
19,623.8 |
S1 |
19,501.0 |
19,501.0 |
19,554.4 |
19,464.5 |
S2 |
19,428.0 |
19,428.0 |
19,534.8 |
|
S3 |
19,214.0 |
19,287.0 |
19,515.2 |
|
S4 |
19,000.0 |
19,073.0 |
19,456.3 |
|
|
Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,674.3 |
20,556.7 |
19,960.5 |
|
R3 |
20,344.3 |
20,226.7 |
19,869.8 |
|
R2 |
20,014.3 |
20,014.3 |
19,839.5 |
|
R1 |
19,896.7 |
19,896.7 |
19,809.3 |
19,955.5 |
PP |
19,684.3 |
19,684.3 |
19,684.3 |
19,713.8 |
S1 |
19,566.7 |
19,566.7 |
19,748.8 |
19,625.5 |
S2 |
19,354.3 |
19,354.3 |
19,718.5 |
|
S3 |
19,024.3 |
19,236.7 |
19,688.3 |
|
S4 |
18,694.3 |
18,906.7 |
19,597.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,802.0 |
19,530.0 |
272.0 |
1.4% |
188.6 |
1.0% |
16% |
False |
False |
37,405 |
10 |
19,802.0 |
19,049.0 |
753.0 |
3.8% |
203.6 |
1.0% |
70% |
False |
False |
35,005 |
20 |
19,802.0 |
19,008.0 |
794.0 |
4.1% |
220.1 |
1.1% |
71% |
False |
False |
39,029 |
40 |
19,802.0 |
18,388.0 |
1,414.0 |
7.2% |
198.3 |
1.0% |
84% |
False |
False |
25,055 |
60 |
19,802.0 |
17,265.0 |
2,537.0 |
13.0% |
171.1 |
0.9% |
91% |
False |
False |
16,712 |
80 |
19,802.0 |
17,265.0 |
2,537.0 |
13.0% |
149.7 |
0.8% |
91% |
False |
False |
12,536 |
100 |
19,802.0 |
17,265.0 |
2,537.0 |
13.0% |
122.7 |
0.6% |
91% |
False |
False |
10,029 |
120 |
19,802.0 |
17,265.0 |
2,537.0 |
13.0% |
102.9 |
0.5% |
91% |
False |
False |
8,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,692.5 |
2.618 |
20,343.3 |
1.618 |
20,129.3 |
1.000 |
19,997.0 |
0.618 |
19,915.3 |
HIGH |
19,783.0 |
0.618 |
19,701.3 |
0.500 |
19,676.0 |
0.382 |
19,650.7 |
LOW |
19,569.0 |
0.618 |
19,436.7 |
1.000 |
19,355.0 |
1.618 |
19,222.7 |
2.618 |
19,008.7 |
4.250 |
18,659.5 |
|
|
Fisher Pivots for day following 21-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
19,676.0 |
19,681.0 |
PP |
19,642.0 |
19,645.3 |
S1 |
19,608.0 |
19,609.7 |
|