| 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 |
2,256.3 |
2,242.1 |
-14.2 |
-0.6% |
2,249.3 |
| High |
2,256.8 |
2,247.8 |
-9.0 |
-0.4% |
2,311.4 |
| Low |
2,234.1 |
2,206.5 |
-27.6 |
-1.2% |
2,240.2 |
| Close |
2,246.2 |
2,226.7 |
-19.5 |
-0.9% |
2,291.2 |
| Range |
22.7 |
41.3 |
18.6 |
81.9% |
71.2 |
| ATR |
37.9 |
38.2 |
0.2 |
0.6% |
0.0 |
| Volume |
110,744 |
126,996 |
16,252 |
14.7% |
684,063 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,350.9 |
2,330.1 |
2,249.4 |
|
| R3 |
2,309.6 |
2,288.8 |
2,238.1 |
|
| R2 |
2,268.3 |
2,268.3 |
2,234.3 |
|
| R1 |
2,247.5 |
2,247.5 |
2,230.5 |
2,237.3 |
| PP |
2,227.0 |
2,227.0 |
2,227.0 |
2,221.9 |
| S1 |
2,206.2 |
2,206.2 |
2,222.9 |
2,196.0 |
| S2 |
2,185.7 |
2,185.7 |
2,219.1 |
|
| S3 |
2,144.4 |
2,164.9 |
2,215.3 |
|
| S4 |
2,103.1 |
2,123.6 |
2,204.0 |
|
|
| 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 |
2,206.5 |
104.9 |
4.7% |
32.5 |
1.5% |
19% |
False |
True |
121,886 |
| 10 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
37.3 |
1.7% |
35% |
False |
False |
136,205 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
36.8 |
1.7% |
35% |
False |
False |
141,918 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.5% |
40.2 |
1.8% |
64% |
False |
False |
121,365 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
45.8 |
2.1% |
65% |
False |
False |
81,149 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
45.9 |
2.1% |
65% |
False |
False |
60,933 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
39.7 |
1.8% |
65% |
False |
False |
48,754 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
33.1 |
1.5% |
65% |
False |
False |
40,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,423.3 |
|
2.618 |
2,355.9 |
|
1.618 |
2,314.6 |
|
1.000 |
2,289.1 |
|
0.618 |
2,273.3 |
|
HIGH |
2,247.8 |
|
0.618 |
2,232.0 |
|
0.500 |
2,227.2 |
|
0.382 |
2,222.3 |
|
LOW |
2,206.5 |
|
0.618 |
2,181.0 |
|
1.000 |
2,165.2 |
|
1.618 |
2,139.7 |
|
2.618 |
2,098.4 |
|
4.250 |
2,031.0 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.2 |
2,253.7 |
| PP |
2,227.0 |
2,244.7 |
| S1 |
2,226.9 |
2,235.7 |
|