| 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 |
2,780.2 |
2,780.7 |
0.5 |
0.0% |
2,709.0 |
| High |
2,800.0 |
2,807.5 |
7.5 |
0.3% |
2,781.5 |
| Low |
2,773.6 |
2,778.8 |
5.2 |
0.2% |
2,697.6 |
| Close |
2,783.9 |
2,805.1 |
21.2 |
0.8% |
2,774.8 |
| Range |
26.4 |
28.7 |
2.3 |
8.7% |
83.9 |
| ATR |
29.9 |
29.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
2,785 |
1,744 |
-1,041 |
-37.4% |
8,055 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.2 |
2,872.9 |
2,820.9 |
|
| R3 |
2,854.5 |
2,844.2 |
2,813.0 |
|
| R2 |
2,825.8 |
2,825.8 |
2,810.4 |
|
| R1 |
2,815.5 |
2,815.5 |
2,807.7 |
2,820.7 |
| PP |
2,797.1 |
2,797.1 |
2,797.1 |
2,799.7 |
| S1 |
2,786.8 |
2,786.8 |
2,802.5 |
2,792.0 |
| S2 |
2,768.4 |
2,768.4 |
2,799.8 |
|
| S3 |
2,739.7 |
2,758.1 |
2,797.2 |
|
| S4 |
2,711.0 |
2,729.4 |
2,789.3 |
|
|
| 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 |
2,807.5 |
2,718.8 |
88.7 |
3.2% |
26.8 |
1.0% |
97% |
True |
False |
1,839 |
| 10 |
2,807.5 |
2,663.1 |
144.4 |
5.1% |
26.7 |
1.0% |
98% |
True |
False |
2,266 |
| 20 |
2,807.5 |
2,663.1 |
144.4 |
5.1% |
28.6 |
1.0% |
98% |
True |
False |
2,041 |
| 40 |
2,807.5 |
2,543.4 |
264.1 |
9.4% |
29.5 |
1.1% |
99% |
True |
False |
1,607 |
| 60 |
2,807.5 |
2,440.4 |
367.1 |
13.1% |
32.3 |
1.2% |
99% |
True |
False |
1,483 |
| 80 |
2,807.5 |
2,416.4 |
391.1 |
13.9% |
32.2 |
1.1% |
99% |
True |
False |
1,297 |
| 100 |
2,807.5 |
2,392.2 |
415.3 |
14.8% |
32.0 |
1.1% |
99% |
True |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,929.5 |
|
2.618 |
2,882.6 |
|
1.618 |
2,853.9 |
|
1.000 |
2,836.2 |
|
0.618 |
2,825.2 |
|
HIGH |
2,807.5 |
|
0.618 |
2,796.5 |
|
0.500 |
2,793.2 |
|
0.382 |
2,789.8 |
|
LOW |
2,778.8 |
|
0.618 |
2,761.1 |
|
1.000 |
2,750.1 |
|
1.618 |
2,732.4 |
|
2.618 |
2,703.7 |
|
4.250 |
2,656.8 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,801.1 |
2,796.8 |
| PP |
2,797.1 |
2,788.6 |
| S1 |
2,793.2 |
2,780.3 |
|