| 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 |
5,943.75 |
5,904.00 |
-39.75 |
-0.7% |
5,912.50 |
| High |
5,953.00 |
5,929.25 |
-23.75 |
-0.4% |
5,987.00 |
| Low |
5,860.75 |
5,882.50 |
21.75 |
0.4% |
5,908.50 |
| Close |
5,897.25 |
5,909.00 |
11.75 |
0.2% |
5,966.00 |
| Range |
92.25 |
46.75 |
-45.50 |
-49.3% |
78.50 |
| ATR |
60.36 |
59.38 |
-0.97 |
-1.6% |
0.00 |
| Volume |
1,876 |
2,550 |
674 |
35.9% |
14,491 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,047.25 |
6,024.75 |
5,934.75 |
|
| R3 |
6,000.50 |
5,978.00 |
5,921.75 |
|
| R2 |
5,953.75 |
5,953.75 |
5,917.50 |
|
| R1 |
5,931.25 |
5,931.25 |
5,913.25 |
5,942.50 |
| PP |
5,907.00 |
5,907.00 |
5,907.00 |
5,912.50 |
| S1 |
5,884.50 |
5,884.50 |
5,904.75 |
5,895.75 |
| S2 |
5,860.25 |
5,860.25 |
5,900.50 |
|
| S3 |
5,813.50 |
5,837.75 |
5,896.25 |
|
| S4 |
5,766.75 |
5,791.00 |
5,883.25 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,189.25 |
6,156.25 |
6,009.25 |
|
| R3 |
6,110.75 |
6,077.75 |
5,987.50 |
|
| R2 |
6,032.25 |
6,032.25 |
5,980.50 |
|
| R1 |
5,999.25 |
5,999.25 |
5,973.25 |
6,015.75 |
| PP |
5,953.75 |
5,953.75 |
5,953.75 |
5,962.00 |
| S1 |
5,920.75 |
5,920.75 |
5,958.75 |
5,937.25 |
| S2 |
5,875.25 |
5,875.25 |
5,951.50 |
|
| S3 |
5,796.75 |
5,842.25 |
5,944.50 |
|
| S4 |
5,718.25 |
5,763.75 |
5,922.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,975.25 |
5,860.75 |
114.50 |
1.9% |
53.75 |
0.9% |
42% |
False |
False |
2,133 |
| 10 |
5,987.00 |
5,860.75 |
126.25 |
2.1% |
55.00 |
0.9% |
38% |
False |
False |
2,265 |
| 20 |
5,987.00 |
5,776.00 |
211.00 |
3.6% |
57.75 |
1.0% |
63% |
False |
False |
2,474 |
| 40 |
5,987.00 |
5,499.25 |
487.75 |
8.3% |
65.50 |
1.1% |
84% |
False |
False |
1,551 |
| 60 |
5,987.00 |
5,217.75 |
769.25 |
13.0% |
74.00 |
1.3% |
90% |
False |
False |
1,136 |
| 80 |
5,987.00 |
5,217.75 |
769.25 |
13.0% |
72.00 |
1.2% |
90% |
False |
False |
880 |
| 100 |
5,987.00 |
5,217.75 |
769.25 |
13.0% |
64.00 |
1.1% |
90% |
False |
False |
707 |
| 120 |
5,987.00 |
5,217.75 |
769.25 |
13.0% |
55.50 |
0.9% |
90% |
False |
False |
592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,128.00 |
|
2.618 |
6,051.75 |
|
1.618 |
6,005.00 |
|
1.000 |
5,976.00 |
|
0.618 |
5,958.25 |
|
HIGH |
5,929.25 |
|
0.618 |
5,911.50 |
|
0.500 |
5,906.00 |
|
0.382 |
5,900.25 |
|
LOW |
5,882.50 |
|
0.618 |
5,853.50 |
|
1.000 |
5,835.75 |
|
1.618 |
5,806.75 |
|
2.618 |
5,760.00 |
|
4.250 |
5,683.75 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,908.00 |
5,912.25 |
| PP |
5,907.00 |
5,911.25 |
| S1 |
5,906.00 |
5,910.00 |
|