| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,780.7 |
2,806.6 |
25.9 |
0.9% |
2,709.0 |
| High |
2,807.5 |
2,816.4 |
8.9 |
0.3% |
2,781.5 |
| Low |
2,778.8 |
2,767.9 |
-10.9 |
-0.4% |
2,697.6 |
| Close |
2,805.1 |
2,774.2 |
-30.9 |
-1.1% |
2,774.8 |
| Range |
28.7 |
48.5 |
19.8 |
69.0% |
83.9 |
| ATR |
29.8 |
31.2 |
1.3 |
4.5% |
0.0 |
| Volume |
1,744 |
2,530 |
786 |
45.1% |
8,055 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.7 |
2,901.4 |
2,800.9 |
|
| R3 |
2,883.2 |
2,852.9 |
2,787.5 |
|
| R2 |
2,834.7 |
2,834.7 |
2,783.1 |
|
| R1 |
2,804.4 |
2,804.4 |
2,778.6 |
2,795.3 |
| PP |
2,786.2 |
2,786.2 |
2,786.2 |
2,781.6 |
| S1 |
2,755.9 |
2,755.9 |
2,769.8 |
2,746.8 |
| S2 |
2,737.7 |
2,737.7 |
2,765.3 |
|
| S3 |
2,689.2 |
2,707.4 |
2,760.9 |
|
| S4 |
2,640.7 |
2,658.9 |
2,747.5 |
|
|
| 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 |
2,816.4 |
2,732.0 |
84.4 |
3.0% |
31.2 |
1.1% |
50% |
True |
False |
2,110 |
| 10 |
2,816.4 |
2,663.1 |
153.3 |
5.5% |
29.7 |
1.1% |
72% |
True |
False |
2,268 |
| 20 |
2,816.4 |
2,663.1 |
153.3 |
5.5% |
30.1 |
1.1% |
72% |
True |
False |
2,138 |
| 40 |
2,816.4 |
2,543.4 |
273.0 |
9.8% |
30.3 |
1.1% |
85% |
True |
False |
1,641 |
| 60 |
2,816.4 |
2,440.4 |
376.0 |
13.6% |
32.6 |
1.2% |
89% |
True |
False |
1,518 |
| 80 |
2,816.4 |
2,416.4 |
400.0 |
14.4% |
32.6 |
1.2% |
89% |
True |
False |
1,324 |
| 100 |
2,816.4 |
2,392.2 |
424.2 |
15.3% |
32.2 |
1.2% |
90% |
True |
False |
1,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,022.5 |
|
2.618 |
2,943.4 |
|
1.618 |
2,894.9 |
|
1.000 |
2,864.9 |
|
0.618 |
2,846.4 |
|
HIGH |
2,816.4 |
|
0.618 |
2,797.9 |
|
0.500 |
2,792.2 |
|
0.382 |
2,786.4 |
|
LOW |
2,767.9 |
|
0.618 |
2,737.9 |
|
1.000 |
2,719.4 |
|
1.618 |
2,689.4 |
|
2.618 |
2,640.9 |
|
4.250 |
2,561.8 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,792.2 |
2,792.2 |
| PP |
2,786.2 |
2,786.2 |
| S1 |
2,780.2 |
2,780.2 |
|