| 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 |
2,773.1 |
2,775.5 |
2.4 |
0.1% |
2,760.2 |
| High |
2,785.4 |
2,782.8 |
-2.6 |
-0.1% |
2,796.4 |
| Low |
2,754.0 |
2,761.9 |
7.9 |
0.3% |
2,746.4 |
| Close |
2,779.1 |
2,780.5 |
1.4 |
0.1% |
2,779.1 |
| Range |
31.4 |
20.9 |
-10.5 |
-33.4% |
50.0 |
| ATR |
31.6 |
30.8 |
-0.8 |
-2.4% |
0.0 |
| Volume |
5,504 |
6,926 |
1,422 |
25.8% |
49,714 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.8 |
2,830.0 |
2,792.0 |
|
| R3 |
2,816.9 |
2,809.1 |
2,786.2 |
|
| R2 |
2,796.0 |
2,796.0 |
2,784.3 |
|
| R1 |
2,788.2 |
2,788.2 |
2,782.4 |
2,792.1 |
| PP |
2,775.1 |
2,775.1 |
2,775.1 |
2,777.0 |
| S1 |
2,767.3 |
2,767.3 |
2,778.6 |
2,771.2 |
| S2 |
2,754.2 |
2,754.2 |
2,776.7 |
|
| S3 |
2,733.3 |
2,746.4 |
2,774.8 |
|
| S4 |
2,712.4 |
2,725.5 |
2,769.0 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.0 |
2,901.5 |
2,806.6 |
|
| R3 |
2,874.0 |
2,851.5 |
2,792.9 |
|
| R2 |
2,824.0 |
2,824.0 |
2,788.3 |
|
| R1 |
2,801.5 |
2,801.5 |
2,783.7 |
2,812.8 |
| PP |
2,774.0 |
2,774.0 |
2,774.0 |
2,779.6 |
| S1 |
2,751.5 |
2,751.5 |
2,774.5 |
2,762.8 |
| S2 |
2,724.0 |
2,724.0 |
2,769.9 |
|
| S3 |
2,674.0 |
2,701.5 |
2,765.4 |
|
| S4 |
2,624.0 |
2,651.5 |
2,751.6 |
|
|
| 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 |
2,746.4 |
50.0 |
1.8% |
31.9 |
1.1% |
68% |
False |
False |
9,415 |
| 10 |
2,796.4 |
2,678.0 |
118.4 |
4.3% |
29.8 |
1.1% |
87% |
False |
False |
9,434 |
| 20 |
2,796.4 |
2,642.5 |
153.9 |
5.5% |
29.8 |
1.1% |
90% |
False |
False |
9,519 |
| 40 |
2,796.4 |
2,525.4 |
271.0 |
9.7% |
31.0 |
1.1% |
94% |
False |
False |
7,063 |
| 60 |
2,796.4 |
2,424.7 |
371.7 |
13.4% |
32.6 |
1.2% |
96% |
False |
False |
5,500 |
| 80 |
2,796.4 |
2,421.2 |
375.2 |
13.5% |
33.3 |
1.2% |
96% |
False |
False |
4,697 |
| 100 |
2,796.4 |
2,372.6 |
423.8 |
15.2% |
32.9 |
1.2% |
96% |
False |
False |
3,919 |
| 120 |
2,796.4 |
2,372.6 |
423.8 |
15.2% |
32.7 |
1.2% |
96% |
False |
False |
3,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.6 |
|
2.618 |
2,837.5 |
|
1.618 |
2,816.6 |
|
1.000 |
2,803.7 |
|
0.618 |
2,795.7 |
|
HIGH |
2,782.8 |
|
0.618 |
2,774.8 |
|
0.500 |
2,772.4 |
|
0.382 |
2,769.9 |
|
LOW |
2,761.9 |
|
0.618 |
2,749.0 |
|
1.000 |
2,741.0 |
|
1.618 |
2,728.1 |
|
2.618 |
2,707.2 |
|
4.250 |
2,673.1 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.8 |
2,776.8 |
| PP |
2,775.1 |
2,773.1 |
| S1 |
2,772.4 |
2,769.4 |
|