| 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 |
2,760.2 |
2,759.3 |
-0.9 |
0.0% |
2,696.1 |
| High |
2,779.4 |
2,788.0 |
8.6 |
0.3% |
2,761.9 |
| Low |
2,753.3 |
2,758.0 |
4.7 |
0.2% |
2,678.0 |
| Close |
2,763.4 |
2,784.4 |
21.0 |
0.8% |
2,754.3 |
| Range |
26.1 |
30.0 |
3.9 |
14.9% |
83.9 |
| ATR |
30.6 |
30.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
9,563 |
8,776 |
-787 |
-8.2% |
39,859 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,866.8 |
2,855.6 |
2,800.9 |
|
| R3 |
2,836.8 |
2,825.6 |
2,792.7 |
|
| R2 |
2,806.8 |
2,806.8 |
2,789.9 |
|
| R1 |
2,795.6 |
2,795.6 |
2,787.2 |
2,801.2 |
| PP |
2,776.8 |
2,776.8 |
2,776.8 |
2,779.6 |
| S1 |
2,765.6 |
2,765.6 |
2,781.7 |
2,771.2 |
| S2 |
2,746.8 |
2,746.8 |
2,778.9 |
|
| S3 |
2,716.8 |
2,735.6 |
2,776.2 |
|
| S4 |
2,686.8 |
2,705.6 |
2,767.9 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.1 |
2,952.6 |
2,800.4 |
|
| R3 |
2,899.2 |
2,868.7 |
2,777.4 |
|
| R2 |
2,815.3 |
2,815.3 |
2,769.7 |
|
| R1 |
2,784.8 |
2,784.8 |
2,762.0 |
2,800.1 |
| PP |
2,731.4 |
2,731.4 |
2,731.4 |
2,739.0 |
| S1 |
2,700.9 |
2,700.9 |
2,746.6 |
2,716.2 |
| S2 |
2,647.5 |
2,647.5 |
2,738.9 |
|
| S3 |
2,563.6 |
2,617.0 |
2,731.2 |
|
| S4 |
2,479.7 |
2,533.1 |
2,708.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,788.0 |
2,698.8 |
89.2 |
3.2% |
27.5 |
1.0% |
96% |
True |
False |
10,108 |
| 10 |
2,788.0 |
2,642.5 |
145.5 |
5.2% |
27.2 |
1.0% |
98% |
True |
False |
9,953 |
| 20 |
2,788.0 |
2,642.5 |
145.5 |
5.2% |
29.5 |
1.1% |
98% |
True |
False |
8,658 |
| 40 |
2,788.0 |
2,525.4 |
262.6 |
9.4% |
30.6 |
1.1% |
99% |
True |
False |
6,368 |
| 60 |
2,788.0 |
2,424.7 |
363.3 |
13.0% |
33.5 |
1.2% |
99% |
True |
False |
5,027 |
| 80 |
2,788.0 |
2,396.8 |
391.2 |
14.0% |
33.1 |
1.2% |
99% |
True |
False |
4,279 |
| 100 |
2,788.0 |
2,372.6 |
415.4 |
14.9% |
33.0 |
1.2% |
99% |
True |
False |
3,558 |
| 120 |
2,788.0 |
2,372.6 |
415.4 |
14.9% |
32.7 |
1.2% |
99% |
True |
False |
3,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.5 |
|
2.618 |
2,866.5 |
|
1.618 |
2,836.5 |
|
1.000 |
2,818.0 |
|
0.618 |
2,806.5 |
|
HIGH |
2,788.0 |
|
0.618 |
2,776.5 |
|
0.500 |
2,773.0 |
|
0.382 |
2,769.5 |
|
LOW |
2,758.0 |
|
0.618 |
2,739.5 |
|
1.000 |
2,728.0 |
|
1.618 |
2,709.5 |
|
2.618 |
2,679.5 |
|
4.250 |
2,630.5 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.6 |
2,776.2 |
| PP |
2,776.8 |
2,767.9 |
| S1 |
2,773.0 |
2,759.7 |
|