| 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 |
8,305.5 |
8,279.0 |
-26.5 |
-0.3% |
8,410.0 |
| High |
8,316.0 |
8,336.0 |
20.0 |
0.2% |
8,427.0 |
| Low |
8,246.5 |
8,233.5 |
-13.0 |
-0.2% |
8,246.5 |
| Close |
8,277.0 |
8,319.5 |
42.5 |
0.5% |
8,277.0 |
| Range |
69.5 |
102.5 |
33.0 |
47.5% |
180.5 |
| ATR |
82.7 |
84.1 |
1.4 |
1.7% |
0.0 |
| Volume |
58,605 |
80,162 |
21,557 |
36.8% |
331,069 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,604.0 |
8,564.0 |
8,376.0 |
|
| R3 |
8,501.5 |
8,461.5 |
8,347.5 |
|
| R2 |
8,399.0 |
8,399.0 |
8,338.5 |
|
| R1 |
8,359.0 |
8,359.0 |
8,329.0 |
8,379.0 |
| PP |
8,296.5 |
8,296.5 |
8,296.5 |
8,306.0 |
| S1 |
8,256.5 |
8,256.5 |
8,310.0 |
8,276.5 |
| S2 |
8,194.0 |
8,194.0 |
8,300.5 |
|
| S3 |
8,091.5 |
8,154.0 |
8,291.5 |
|
| S4 |
7,989.0 |
8,051.5 |
8,263.0 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,858.5 |
8,748.0 |
8,376.5 |
|
| R3 |
8,678.0 |
8,567.5 |
8,326.5 |
|
| R2 |
8,497.5 |
8,497.5 |
8,310.0 |
|
| R1 |
8,387.0 |
8,387.0 |
8,293.5 |
8,352.0 |
| PP |
8,317.0 |
8,317.0 |
8,317.0 |
8,299.0 |
| S1 |
8,206.5 |
8,206.5 |
8,260.5 |
8,171.5 |
| S2 |
8,136.5 |
8,136.5 |
8,244.0 |
|
| S3 |
7,956.0 |
8,026.0 |
8,227.5 |
|
| S4 |
7,775.5 |
7,845.5 |
8,177.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,367.0 |
8,233.5 |
133.5 |
1.6% |
83.5 |
1.0% |
64% |
False |
True |
70,116 |
| 10 |
8,435.0 |
8,233.5 |
201.5 |
2.4% |
86.5 |
1.0% |
43% |
False |
True |
76,499 |
| 20 |
8,435.0 |
8,225.0 |
210.0 |
2.5% |
84.0 |
1.0% |
45% |
False |
False |
76,422 |
| 40 |
8,435.0 |
8,225.0 |
210.0 |
2.5% |
82.5 |
1.0% |
45% |
False |
False |
73,875 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
69.0 |
0.8% |
67% |
False |
False |
49,257 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
64.5 |
0.8% |
67% |
False |
False |
36,945 |
| 100 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
58.0 |
0.7% |
67% |
False |
False |
29,558 |
| 120 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
48.5 |
0.6% |
61% |
False |
False |
24,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,771.5 |
|
2.618 |
8,604.5 |
|
1.618 |
8,502.0 |
|
1.000 |
8,438.5 |
|
0.618 |
8,399.5 |
|
HIGH |
8,336.0 |
|
0.618 |
8,297.0 |
|
0.500 |
8,285.0 |
|
0.382 |
8,272.5 |
|
LOW |
8,233.5 |
|
0.618 |
8,170.0 |
|
1.000 |
8,131.0 |
|
1.618 |
8,067.5 |
|
2.618 |
7,965.0 |
|
4.250 |
7,798.0 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,308.0 |
8,313.0 |
| PP |
8,296.5 |
8,306.5 |
| S1 |
8,285.0 |
8,300.0 |
|