| Trading Metrics calculated at close of trading on 28-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,787.0 |
2,793.2 |
6.2 |
0.2% |
2,780.2 |
| High |
2,804.3 |
2,802.8 |
-1.5 |
-0.1% |
2,816.4 |
| Low |
2,774.4 |
2,782.4 |
8.0 |
0.3% |
2,767.9 |
| Close |
2,799.4 |
2,800.6 |
1.2 |
0.0% |
2,799.4 |
| Range |
29.9 |
20.4 |
-9.5 |
-31.8% |
48.5 |
| ATR |
30.8 |
30.0 |
-0.7 |
-2.4% |
0.0 |
| Volume |
2,028 |
2,986 |
958 |
47.2% |
13,211 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.5 |
2,848.9 |
2,811.8 |
|
| R3 |
2,836.1 |
2,828.5 |
2,806.2 |
|
| R2 |
2,815.7 |
2,815.7 |
2,804.3 |
|
| R1 |
2,808.1 |
2,808.1 |
2,802.5 |
2,811.9 |
| PP |
2,795.3 |
2,795.3 |
2,795.3 |
2,797.2 |
| S1 |
2,787.7 |
2,787.7 |
2,798.7 |
2,791.5 |
| S2 |
2,774.9 |
2,774.9 |
2,796.9 |
|
| S3 |
2,754.5 |
2,767.3 |
2,795.0 |
|
| S4 |
2,734.1 |
2,746.9 |
2,789.4 |
|
|
| 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% |
30.7 |
1.1% |
67% |
False |
False |
2,682 |
| 10 |
2,816.4 |
2,697.6 |
118.8 |
4.2% |
29.0 |
1.0% |
87% |
False |
False |
2,361 |
| 20 |
2,816.4 |
2,663.1 |
153.3 |
5.5% |
29.1 |
1.0% |
90% |
False |
False |
2,458 |
| 40 |
2,816.4 |
2,543.4 |
273.0 |
9.7% |
29.9 |
1.1% |
94% |
False |
False |
1,791 |
| 60 |
2,816.4 |
2,440.4 |
376.0 |
13.4% |
31.5 |
1.1% |
96% |
False |
False |
1,606 |
| 80 |
2,816.4 |
2,440.4 |
376.0 |
13.4% |
32.3 |
1.2% |
96% |
False |
False |
1,409 |
| 100 |
2,816.4 |
2,392.2 |
424.2 |
15.1% |
32.0 |
1.1% |
96% |
False |
False |
1,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,889.5 |
|
2.618 |
2,856.2 |
|
1.618 |
2,835.8 |
|
1.000 |
2,823.2 |
|
0.618 |
2,815.4 |
|
HIGH |
2,802.8 |
|
0.618 |
2,795.0 |
|
0.500 |
2,792.6 |
|
0.382 |
2,790.2 |
|
LOW |
2,782.4 |
|
0.618 |
2,769.8 |
|
1.000 |
2,762.0 |
|
1.618 |
2,749.4 |
|
2.618 |
2,729.0 |
|
4.250 |
2,695.7 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,797.9 |
2,796.9 |
| PP |
2,795.3 |
2,793.1 |
| S1 |
2,792.6 |
2,789.4 |
|