| Trading Metrics calculated at close of trading on 25-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,774.9 |
2,787.0 |
12.1 |
0.4% |
2,780.2 |
| High |
2,800.8 |
2,804.3 |
3.5 |
0.1% |
2,816.4 |
| Low |
2,774.9 |
2,774.4 |
-0.5 |
0.0% |
2,767.9 |
| Close |
2,793.7 |
2,799.4 |
5.7 |
0.2% |
2,799.4 |
| Range |
25.9 |
29.9 |
4.0 |
15.4% |
48.5 |
| ATR |
30.8 |
30.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
4,124 |
2,028 |
-2,096 |
-50.8% |
13,211 |
|
| Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,882.4 |
2,870.8 |
2,815.8 |
|
| R3 |
2,852.5 |
2,840.9 |
2,807.6 |
|
| R2 |
2,822.6 |
2,822.6 |
2,804.9 |
|
| R1 |
2,811.0 |
2,811.0 |
2,802.1 |
2,816.8 |
| PP |
2,792.7 |
2,792.7 |
2,792.7 |
2,795.6 |
| S1 |
2,781.1 |
2,781.1 |
2,796.7 |
2,786.9 |
| S2 |
2,762.8 |
2,762.8 |
2,793.9 |
|
| S3 |
2,732.9 |
2,751.2 |
2,791.2 |
|
| S4 |
2,703.0 |
2,721.3 |
2,783.0 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.1 |
2,918.2 |
2,826.1 |
|
| R3 |
2,891.6 |
2,869.7 |
2,812.7 |
|
| R2 |
2,843.1 |
2,843.1 |
2,808.3 |
|
| R1 |
2,821.2 |
2,821.2 |
2,803.8 |
2,832.2 |
| PP |
2,794.6 |
2,794.6 |
2,794.6 |
2,800.0 |
| S1 |
2,772.7 |
2,772.7 |
2,795.0 |
2,783.7 |
| S2 |
2,746.1 |
2,746.1 |
2,790.5 |
|
| S3 |
2,697.6 |
2,724.2 |
2,786.1 |
|
| S4 |
2,649.1 |
2,675.7 |
2,772.7 |
|
|
| 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 |
2,767.9 |
48.5 |
1.7% |
31.9 |
1.1% |
65% |
False |
False |
2,642 |
| 10 |
2,816.4 |
2,697.6 |
118.8 |
4.2% |
29.2 |
1.0% |
86% |
False |
False |
2,126 |
| 20 |
2,816.4 |
2,663.1 |
153.3 |
5.5% |
30.0 |
1.1% |
89% |
False |
False |
2,363 |
| 40 |
2,816.4 |
2,543.4 |
273.0 |
9.8% |
30.2 |
1.1% |
94% |
False |
False |
1,759 |
| 60 |
2,816.4 |
2,440.4 |
376.0 |
13.4% |
32.3 |
1.2% |
95% |
False |
False |
1,594 |
| 80 |
2,816.4 |
2,440.4 |
376.0 |
13.4% |
32.6 |
1.2% |
95% |
False |
False |
1,386 |
| 100 |
2,816.4 |
2,392.2 |
424.2 |
15.2% |
32.1 |
1.1% |
96% |
False |
False |
1,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.4 |
|
2.618 |
2,882.6 |
|
1.618 |
2,852.7 |
|
1.000 |
2,834.2 |
|
0.618 |
2,822.8 |
|
HIGH |
2,804.3 |
|
0.618 |
2,792.9 |
|
0.500 |
2,789.4 |
|
0.382 |
2,785.8 |
|
LOW |
2,774.4 |
|
0.618 |
2,755.9 |
|
1.000 |
2,744.5 |
|
1.618 |
2,726.0 |
|
2.618 |
2,696.1 |
|
4.250 |
2,647.3 |
|
|
| Fisher Pivots for day following 25-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.1 |
2,797.0 |
| PP |
2,792.7 |
2,794.6 |
| S1 |
2,789.4 |
2,792.2 |
|