| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,242.1 |
2,223.7 |
-18.4 |
-0.8% |
2,249.3 |
| High |
2,247.8 |
2,243.5 |
-4.3 |
-0.2% |
2,311.4 |
| Low |
2,206.5 |
2,217.9 |
11.4 |
0.5% |
2,240.2 |
| Close |
2,226.7 |
2,231.0 |
4.3 |
0.2% |
2,291.2 |
| Range |
41.3 |
25.6 |
-15.7 |
-38.0% |
71.2 |
| ATR |
38.2 |
37.3 |
-0.9 |
-2.4% |
0.0 |
| Volume |
126,996 |
110,842 |
-16,154 |
-12.7% |
684,063 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.6 |
2,294.9 |
2,245.1 |
|
| R3 |
2,282.0 |
2,269.3 |
2,238.0 |
|
| R2 |
2,256.4 |
2,256.4 |
2,235.7 |
|
| R1 |
2,243.7 |
2,243.7 |
2,233.3 |
2,250.1 |
| PP |
2,230.8 |
2,230.8 |
2,230.8 |
2,234.0 |
| S1 |
2,218.1 |
2,218.1 |
2,228.7 |
2,224.5 |
| S2 |
2,205.2 |
2,205.2 |
2,226.3 |
|
| S3 |
2,179.6 |
2,192.5 |
2,224.0 |
|
| S4 |
2,154.0 |
2,166.9 |
2,216.9 |
|
|
| 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 |
2,310.2 |
2,206.5 |
103.7 |
4.6% |
32.4 |
1.5% |
24% |
False |
False |
116,328 |
| 10 |
2,311.4 |
2,194.1 |
117.3 |
5.3% |
35.5 |
1.6% |
31% |
False |
False |
130,473 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
36.4 |
1.6% |
38% |
False |
False |
140,195 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.5% |
40.1 |
1.8% |
66% |
False |
False |
124,091 |
| 60 |
2,311.4 |
2,010.8 |
300.6 |
13.5% |
45.2 |
2.0% |
73% |
False |
False |
82,984 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
46.0 |
2.1% |
66% |
False |
False |
62,317 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
40.0 |
1.8% |
66% |
False |
False |
49,862 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
33.3 |
1.5% |
66% |
False |
False |
41,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,352.3 |
|
2.618 |
2,310.5 |
|
1.618 |
2,284.9 |
|
1.000 |
2,269.1 |
|
0.618 |
2,259.3 |
|
HIGH |
2,243.5 |
|
0.618 |
2,233.7 |
|
0.500 |
2,230.7 |
|
0.382 |
2,227.7 |
|
LOW |
2,217.9 |
|
0.618 |
2,202.1 |
|
1.000 |
2,192.3 |
|
1.618 |
2,176.5 |
|
2.618 |
2,150.9 |
|
4.250 |
2,109.1 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,230.9 |
2,231.7 |
| PP |
2,230.8 |
2,231.4 |
| S1 |
2,230.7 |
2,231.2 |
|