| 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 |
2,231.7 |
2,225.7 |
-6.0 |
-0.3% |
2,293.5 |
| High |
2,252.2 |
2,262.4 |
10.2 |
0.5% |
2,300.8 |
| Low |
2,216.7 |
2,225.5 |
8.8 |
0.4% |
2,206.5 |
| Close |
2,221.5 |
2,257.5 |
36.0 |
1.6% |
2,221.5 |
| Range |
35.5 |
36.9 |
1.4 |
3.9% |
94.3 |
| ATR |
37.2 |
37.4 |
0.3 |
0.7% |
0.0 |
| Volume |
118,739 |
123,157 |
4,418 |
3.7% |
586,759 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.2 |
2,345.2 |
2,277.8 |
|
| R3 |
2,322.3 |
2,308.3 |
2,267.6 |
|
| R2 |
2,285.4 |
2,285.4 |
2,264.3 |
|
| R1 |
2,271.4 |
2,271.4 |
2,260.9 |
2,278.4 |
| PP |
2,248.5 |
2,248.5 |
2,248.5 |
2,252.0 |
| S1 |
2,234.5 |
2,234.5 |
2,254.1 |
2,241.5 |
| S2 |
2,211.6 |
2,211.6 |
2,250.7 |
|
| S3 |
2,174.7 |
2,197.6 |
2,247.4 |
|
| S4 |
2,137.8 |
2,160.7 |
2,237.2 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,525.8 |
2,468.0 |
2,273.4 |
|
| R3 |
2,431.5 |
2,373.7 |
2,247.4 |
|
| R2 |
2,337.2 |
2,337.2 |
2,238.8 |
|
| R1 |
2,279.4 |
2,279.4 |
2,230.1 |
2,261.2 |
| PP |
2,242.9 |
2,242.9 |
2,242.9 |
2,233.8 |
| S1 |
2,185.1 |
2,185.1 |
2,212.9 |
2,166.9 |
| S2 |
2,148.6 |
2,148.6 |
2,204.2 |
|
| S3 |
2,054.3 |
2,090.8 |
2,195.6 |
|
| S4 |
1,960.0 |
1,996.5 |
2,169.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,262.4 |
2,206.5 |
55.9 |
2.5% |
32.4 |
1.4% |
91% |
True |
False |
118,095 |
| 10 |
2,311.4 |
2,206.5 |
104.9 |
4.6% |
34.1 |
1.5% |
49% |
False |
False |
128,026 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
36.2 |
1.6% |
59% |
False |
False |
136,317 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.4% |
40.0 |
1.8% |
77% |
False |
False |
130,013 |
| 60 |
2,311.4 |
2,010.8 |
300.6 |
13.3% |
43.0 |
1.9% |
82% |
False |
False |
86,973 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
46.3 |
2.1% |
74% |
False |
False |
65,338 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
40.7 |
1.8% |
74% |
False |
False |
52,281 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
33.9 |
1.5% |
74% |
False |
False |
43,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,419.2 |
|
2.618 |
2,359.0 |
|
1.618 |
2,322.1 |
|
1.000 |
2,299.3 |
|
0.618 |
2,285.2 |
|
HIGH |
2,262.4 |
|
0.618 |
2,248.3 |
|
0.500 |
2,244.0 |
|
0.382 |
2,239.6 |
|
LOW |
2,225.5 |
|
0.618 |
2,202.7 |
|
1.000 |
2,188.6 |
|
1.618 |
2,165.8 |
|
2.618 |
2,128.9 |
|
4.250 |
2,068.7 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,253.0 |
2,251.5 |
| PP |
2,248.5 |
2,245.5 |
| S1 |
2,244.0 |
2,239.6 |
|