| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,753.1 |
2,780.2 |
27.1 |
1.0% |
2,709.0 |
| High |
2,781.5 |
2,800.0 |
18.5 |
0.7% |
2,781.5 |
| Low |
2,753.1 |
2,773.6 |
20.5 |
0.7% |
2,697.6 |
| Close |
2,774.8 |
2,783.9 |
9.1 |
0.3% |
2,774.8 |
| Range |
28.4 |
26.4 |
-2.0 |
-7.0% |
83.9 |
| ATR |
30.2 |
29.9 |
-0.3 |
-0.9% |
0.0 |
| Volume |
1,101 |
2,785 |
1,684 |
153.0% |
8,055 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.0 |
2,850.9 |
2,798.4 |
|
| R3 |
2,838.6 |
2,824.5 |
2,791.2 |
|
| R2 |
2,812.2 |
2,812.2 |
2,788.7 |
|
| R1 |
2,798.1 |
2,798.1 |
2,786.3 |
2,805.2 |
| PP |
2,785.8 |
2,785.8 |
2,785.8 |
2,789.4 |
| S1 |
2,771.7 |
2,771.7 |
2,781.5 |
2,778.8 |
| S2 |
2,759.4 |
2,759.4 |
2,779.1 |
|
| S3 |
2,733.0 |
2,745.3 |
2,776.6 |
|
| S4 |
2,706.6 |
2,718.9 |
2,769.4 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.0 |
2,972.8 |
2,820.9 |
|
| R3 |
2,919.1 |
2,888.9 |
2,797.9 |
|
| R2 |
2,835.2 |
2,835.2 |
2,790.2 |
|
| R1 |
2,805.0 |
2,805.0 |
2,782.5 |
2,820.1 |
| PP |
2,751.3 |
2,751.3 |
2,751.3 |
2,758.9 |
| S1 |
2,721.1 |
2,721.1 |
2,767.1 |
2,736.2 |
| S2 |
2,667.4 |
2,667.4 |
2,759.4 |
|
| S3 |
2,583.5 |
2,637.2 |
2,751.7 |
|
| S4 |
2,499.6 |
2,553.3 |
2,728.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,800.0 |
2,697.6 |
102.4 |
3.7% |
27.3 |
1.0% |
84% |
True |
False |
2,040 |
| 10 |
2,800.0 |
2,663.1 |
136.9 |
4.9% |
28.6 |
1.0% |
88% |
True |
False |
2,567 |
| 20 |
2,800.0 |
2,663.1 |
136.9 |
4.9% |
29.2 |
1.0% |
88% |
True |
False |
2,050 |
| 40 |
2,800.0 |
2,543.4 |
256.6 |
9.2% |
29.3 |
1.1% |
94% |
True |
False |
1,571 |
| 60 |
2,800.0 |
2,440.4 |
359.6 |
12.9% |
32.3 |
1.2% |
96% |
True |
False |
1,458 |
| 80 |
2,800.0 |
2,416.4 |
383.6 |
13.8% |
32.1 |
1.2% |
96% |
True |
False |
1,277 |
| 100 |
2,800.0 |
2,392.2 |
407.8 |
14.6% |
32.0 |
1.1% |
96% |
True |
False |
1,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.2 |
|
2.618 |
2,869.1 |
|
1.618 |
2,842.7 |
|
1.000 |
2,826.4 |
|
0.618 |
2,816.3 |
|
HIGH |
2,800.0 |
|
0.618 |
2,789.9 |
|
0.500 |
2,786.8 |
|
0.382 |
2,783.7 |
|
LOW |
2,773.6 |
|
0.618 |
2,757.3 |
|
1.000 |
2,747.2 |
|
1.618 |
2,730.9 |
|
2.618 |
2,704.5 |
|
4.250 |
2,661.4 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,786.8 |
2,777.9 |
| PP |
2,785.8 |
2,772.0 |
| S1 |
2,784.9 |
2,766.0 |
|