| 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 |
2,787.6 |
2,753.5 |
-34.1 |
-1.2% |
2,696.1 |
| High |
2,796.4 |
2,780.5 |
-15.9 |
-0.6% |
2,761.9 |
| Low |
2,746.4 |
2,753.4 |
7.0 |
0.3% |
2,678.0 |
| Close |
2,753.8 |
2,773.3 |
19.5 |
0.7% |
2,754.3 |
| Range |
50.0 |
27.1 |
-22.9 |
-45.8% |
83.9 |
| ATR |
32.0 |
31.6 |
-0.3 |
-1.1% |
0.0 |
| Volume |
11,656 |
14,215 |
2,559 |
22.0% |
39,859 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.4 |
2,838.9 |
2,788.2 |
|
| R3 |
2,823.3 |
2,811.8 |
2,780.8 |
|
| R2 |
2,796.2 |
2,796.2 |
2,778.3 |
|
| R1 |
2,784.7 |
2,784.7 |
2,775.8 |
2,790.5 |
| PP |
2,769.1 |
2,769.1 |
2,769.1 |
2,771.9 |
| S1 |
2,757.6 |
2,757.6 |
2,770.8 |
2,763.4 |
| S2 |
2,742.0 |
2,742.0 |
2,768.3 |
|
| S3 |
2,714.9 |
2,730.5 |
2,765.8 |
|
| S4 |
2,687.8 |
2,703.4 |
2,758.4 |
|
|
| 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 |
2,796.4 |
2,731.4 |
65.0 |
2.3% |
32.7 |
1.2% |
64% |
False |
False |
11,469 |
| 10 |
2,796.4 |
2,668.9 |
127.5 |
4.6% |
30.1 |
1.1% |
82% |
False |
False |
9,216 |
| 20 |
2,796.4 |
2,642.5 |
153.9 |
5.5% |
30.8 |
1.1% |
85% |
False |
False |
9,497 |
| 40 |
2,796.4 |
2,525.4 |
271.0 |
9.8% |
31.1 |
1.1% |
91% |
False |
False |
6,926 |
| 60 |
2,796.4 |
2,424.7 |
371.7 |
13.4% |
33.4 |
1.2% |
94% |
False |
False |
5,410 |
| 80 |
2,796.4 |
2,407.2 |
389.2 |
14.0% |
33.6 |
1.2% |
94% |
False |
False |
4,576 |
| 100 |
2,796.4 |
2,372.6 |
423.8 |
15.3% |
33.0 |
1.2% |
95% |
False |
False |
3,805 |
| 120 |
2,796.4 |
2,372.6 |
423.8 |
15.3% |
32.7 |
1.2% |
95% |
False |
False |
3,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.7 |
|
2.618 |
2,851.4 |
|
1.618 |
2,824.3 |
|
1.000 |
2,807.6 |
|
0.618 |
2,797.2 |
|
HIGH |
2,780.5 |
|
0.618 |
2,770.1 |
|
0.500 |
2,767.0 |
|
0.382 |
2,763.8 |
|
LOW |
2,753.4 |
|
0.618 |
2,736.7 |
|
1.000 |
2,726.3 |
|
1.618 |
2,709.6 |
|
2.618 |
2,682.5 |
|
4.250 |
2,638.2 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,771.2 |
2,772.7 |
| PP |
2,769.1 |
2,772.0 |
| S1 |
2,767.0 |
2,771.4 |
|