| 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 |
2,293.5 |
2,256.3 |
-37.2 |
-1.6% |
2,249.3 |
| High |
2,300.8 |
2,256.8 |
-44.0 |
-1.9% |
2,311.4 |
| Low |
2,249.4 |
2,234.1 |
-15.3 |
-0.7% |
2,240.2 |
| Close |
2,255.5 |
2,246.2 |
-9.3 |
-0.4% |
2,291.2 |
| Range |
51.4 |
22.7 |
-28.7 |
-55.8% |
71.2 |
| ATR |
39.1 |
37.9 |
-1.2 |
-3.0% |
0.0 |
| Volume |
119,438 |
110,744 |
-8,694 |
-7.3% |
684,063 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.8 |
2,302.7 |
2,258.7 |
|
| R3 |
2,291.1 |
2,280.0 |
2,252.4 |
|
| R2 |
2,268.4 |
2,268.4 |
2,250.4 |
|
| R1 |
2,257.3 |
2,257.3 |
2,248.3 |
2,251.5 |
| PP |
2,245.7 |
2,245.7 |
2,245.7 |
2,242.8 |
| S1 |
2,234.6 |
2,234.6 |
2,244.1 |
2,228.8 |
| S2 |
2,223.0 |
2,223.0 |
2,242.0 |
|
| S3 |
2,200.3 |
2,211.9 |
2,240.0 |
|
| S4 |
2,177.6 |
2,189.2 |
2,233.7 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.5 |
2,464.1 |
2,330.4 |
|
| R3 |
2,423.3 |
2,392.9 |
2,310.8 |
|
| R2 |
2,352.1 |
2,352.1 |
2,304.3 |
|
| R1 |
2,321.7 |
2,321.7 |
2,297.7 |
2,336.9 |
| PP |
2,280.9 |
2,280.9 |
2,280.9 |
2,288.6 |
| S1 |
2,250.5 |
2,250.5 |
2,284.7 |
2,265.7 |
| S2 |
2,209.7 |
2,209.7 |
2,278.1 |
|
| S3 |
2,138.5 |
2,179.3 |
2,271.6 |
|
| S4 |
2,067.3 |
2,108.1 |
2,252.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,311.4 |
2,234.1 |
77.3 |
3.4% |
33.1 |
1.5% |
16% |
False |
True |
125,283 |
| 10 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
36.5 |
1.6% |
50% |
False |
False |
136,933 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
36.5 |
1.6% |
50% |
False |
False |
142,139 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.4% |
40.0 |
1.8% |
72% |
False |
False |
118,209 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
45.8 |
2.0% |
71% |
False |
False |
79,039 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
45.9 |
2.0% |
71% |
False |
False |
59,347 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
39.3 |
1.7% |
71% |
False |
False |
47,484 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
32.8 |
1.5% |
71% |
False |
False |
39,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,353.3 |
|
2.618 |
2,316.2 |
|
1.618 |
2,293.5 |
|
1.000 |
2,279.5 |
|
0.618 |
2,270.8 |
|
HIGH |
2,256.8 |
|
0.618 |
2,248.1 |
|
0.500 |
2,245.5 |
|
0.382 |
2,242.8 |
|
LOW |
2,234.1 |
|
0.618 |
2,220.1 |
|
1.000 |
2,211.4 |
|
1.618 |
2,197.4 |
|
2.618 |
2,174.7 |
|
4.250 |
2,137.6 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,246.0 |
2,272.2 |
| PP |
2,245.7 |
2,263.5 |
| S1 |
2,245.5 |
2,254.9 |
|