| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
8,410.0 |
8,362.0 |
-48.0 |
-0.6% |
8,291.5 |
| High |
8,427.0 |
8,362.0 |
-65.0 |
-0.8% |
8,435.0 |
| Low |
8,348.5 |
8,282.0 |
-66.5 |
-0.8% |
8,270.5 |
| Close |
8,357.0 |
8,342.5 |
-14.5 |
-0.2% |
8,391.0 |
| Range |
78.5 |
80.0 |
1.5 |
1.9% |
164.5 |
| ATR |
84.1 |
83.8 |
-0.3 |
-0.3% |
0.0 |
| Volume |
60,649 |
77,478 |
16,829 |
27.7% |
414,108 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,569.0 |
8,535.5 |
8,386.5 |
|
| R3 |
8,489.0 |
8,455.5 |
8,364.5 |
|
| R2 |
8,409.0 |
8,409.0 |
8,357.0 |
|
| R1 |
8,375.5 |
8,375.5 |
8,350.0 |
8,352.0 |
| PP |
8,329.0 |
8,329.0 |
8,329.0 |
8,317.0 |
| S1 |
8,295.5 |
8,295.5 |
8,335.0 |
8,272.0 |
| S2 |
8,249.0 |
8,249.0 |
8,328.0 |
|
| S3 |
8,169.0 |
8,215.5 |
8,320.5 |
|
| S4 |
8,089.0 |
8,135.5 |
8,298.5 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,859.0 |
8,789.5 |
8,481.5 |
|
| R3 |
8,694.5 |
8,625.0 |
8,436.0 |
|
| R2 |
8,530.0 |
8,530.0 |
8,421.0 |
|
| R1 |
8,460.5 |
8,460.5 |
8,406.0 |
8,495.0 |
| PP |
8,365.5 |
8,365.5 |
8,365.5 |
8,383.0 |
| S1 |
8,296.0 |
8,296.0 |
8,376.0 |
8,331.0 |
| S2 |
8,201.0 |
8,201.0 |
8,361.0 |
|
| S3 |
8,036.5 |
8,131.5 |
8,346.0 |
|
| S4 |
7,872.0 |
7,967.0 |
8,300.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,435.0 |
8,273.0 |
162.0 |
1.9% |
85.5 |
1.0% |
43% |
False |
False |
81,193 |
| 10 |
8,435.0 |
8,231.5 |
203.5 |
2.4% |
82.0 |
1.0% |
55% |
False |
False |
74,954 |
| 20 |
8,435.0 |
8,225.0 |
210.0 |
2.5% |
84.0 |
1.0% |
56% |
False |
False |
79,067 |
| 40 |
8,497.5 |
8,225.0 |
272.5 |
3.3% |
76.5 |
0.9% |
43% |
False |
False |
67,051 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
68.0 |
0.8% |
71% |
False |
False |
44,706 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
62.5 |
0.7% |
71% |
False |
False |
33,532 |
| 100 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
55.0 |
0.7% |
71% |
False |
False |
26,827 |
| 120 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
45.5 |
0.5% |
65% |
False |
False |
22,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,702.0 |
|
2.618 |
8,571.5 |
|
1.618 |
8,491.5 |
|
1.000 |
8,442.0 |
|
0.618 |
8,411.5 |
|
HIGH |
8,362.0 |
|
0.618 |
8,331.5 |
|
0.500 |
8,322.0 |
|
0.382 |
8,312.5 |
|
LOW |
8,282.0 |
|
0.618 |
8,232.5 |
|
1.000 |
8,202.0 |
|
1.618 |
8,152.5 |
|
2.618 |
8,072.5 |
|
4.250 |
7,942.0 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,335.5 |
8,354.5 |
| PP |
8,329.0 |
8,350.5 |
| S1 |
8,322.0 |
8,346.5 |
|