| 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 |
2,806.6 |
2,774.9 |
-31.7 |
-1.1% |
2,709.0 |
| High |
2,816.4 |
2,800.8 |
-15.6 |
-0.6% |
2,781.5 |
| Low |
2,767.9 |
2,774.9 |
7.0 |
0.3% |
2,697.6 |
| Close |
2,774.2 |
2,793.7 |
19.5 |
0.7% |
2,774.8 |
| Range |
48.5 |
25.9 |
-22.6 |
-46.6% |
83.9 |
| ATR |
31.2 |
30.8 |
-0.3 |
-1.0% |
0.0 |
| Volume |
2,530 |
4,124 |
1,594 |
63.0% |
8,055 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.5 |
2,856.5 |
2,807.9 |
|
| R3 |
2,841.6 |
2,830.6 |
2,800.8 |
|
| R2 |
2,815.7 |
2,815.7 |
2,798.4 |
|
| R1 |
2,804.7 |
2,804.7 |
2,796.1 |
2,810.2 |
| PP |
2,789.8 |
2,789.8 |
2,789.8 |
2,792.6 |
| S1 |
2,778.8 |
2,778.8 |
2,791.3 |
2,784.3 |
| S2 |
2,763.9 |
2,763.9 |
2,789.0 |
|
| S3 |
2,738.0 |
2,752.9 |
2,786.6 |
|
| S4 |
2,712.1 |
2,727.0 |
2,779.5 |
|
|
| 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 |
2,753.1 |
63.3 |
2.3% |
31.6 |
1.1% |
64% |
False |
False |
2,456 |
| 10 |
2,816.4 |
2,688.8 |
127.6 |
4.6% |
29.4 |
1.1% |
82% |
False |
False |
2,243 |
| 20 |
2,816.4 |
2,663.1 |
153.3 |
5.5% |
30.0 |
1.1% |
85% |
False |
False |
2,309 |
| 40 |
2,816.4 |
2,543.4 |
273.0 |
9.8% |
30.0 |
1.1% |
92% |
False |
False |
1,720 |
| 60 |
2,816.4 |
2,440.4 |
376.0 |
13.5% |
32.2 |
1.2% |
94% |
False |
False |
1,576 |
| 80 |
2,816.4 |
2,428.5 |
387.9 |
13.9% |
32.7 |
1.2% |
94% |
False |
False |
1,372 |
| 100 |
2,816.4 |
2,392.2 |
424.2 |
15.2% |
32.1 |
1.1% |
95% |
False |
False |
1,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,910.9 |
|
2.618 |
2,868.6 |
|
1.618 |
2,842.7 |
|
1.000 |
2,826.7 |
|
0.618 |
2,816.8 |
|
HIGH |
2,800.8 |
|
0.618 |
2,790.9 |
|
0.500 |
2,787.9 |
|
0.382 |
2,784.8 |
|
LOW |
2,774.9 |
|
0.618 |
2,758.9 |
|
1.000 |
2,749.0 |
|
1.618 |
2,733.0 |
|
2.618 |
2,707.1 |
|
4.250 |
2,664.8 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,791.8 |
2,793.2 |
| PP |
2,789.8 |
2,792.7 |
| S1 |
2,787.9 |
2,792.2 |
|