| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,295.3 |
2,293.5 |
-1.8 |
-0.1% |
2,249.3 |
| High |
2,310.2 |
2,300.8 |
-9.4 |
-0.4% |
2,311.4 |
| Low |
2,289.1 |
2,249.4 |
-39.7 |
-1.7% |
2,240.2 |
| Close |
2,291.2 |
2,255.5 |
-35.7 |
-1.6% |
2,291.2 |
| Range |
21.1 |
51.4 |
30.3 |
143.6% |
71.2 |
| ATR |
38.2 |
39.1 |
0.9 |
2.5% |
0.0 |
| Volume |
113,621 |
119,438 |
5,817 |
5.1% |
684,063 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.8 |
2,390.5 |
2,283.8 |
|
| R3 |
2,371.4 |
2,339.1 |
2,269.6 |
|
| R2 |
2,320.0 |
2,320.0 |
2,264.9 |
|
| R1 |
2,287.7 |
2,287.7 |
2,260.2 |
2,278.2 |
| PP |
2,268.6 |
2,268.6 |
2,268.6 |
2,263.8 |
| S1 |
2,236.3 |
2,236.3 |
2,250.8 |
2,226.8 |
| S2 |
2,217.2 |
2,217.2 |
2,246.1 |
|
| S3 |
2,165.8 |
2,184.9 |
2,241.4 |
|
| S4 |
2,114.4 |
2,133.5 |
2,227.2 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.5 |
2,464.1 |
2,330.4 |
|
| R3 |
2,423.3 |
2,392.9 |
2,310.8 |
|
| R2 |
2,352.1 |
2,352.1 |
2,304.3 |
|
| R1 |
2,321.7 |
2,321.7 |
2,297.7 |
2,336.9 |
| PP |
2,280.9 |
2,280.9 |
2,280.9 |
2,288.6 |
| S1 |
2,250.5 |
2,250.5 |
2,284.7 |
2,265.7 |
| S2 |
2,209.7 |
2,209.7 |
2,278.1 |
|
| S3 |
2,138.5 |
2,179.3 |
2,271.6 |
|
| S4 |
2,067.3 |
2,108.1 |
2,252.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,311.4 |
2,249.4 |
62.0 |
2.7% |
35.8 |
1.6% |
10% |
False |
True |
137,957 |
| 10 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
36.2 |
1.6% |
57% |
False |
False |
138,012 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.8% |
36.6 |
1.6% |
57% |
False |
False |
143,487 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.4% |
40.0 |
1.8% |
76% |
False |
False |
115,452 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
46.4 |
2.1% |
74% |
False |
False |
77,202 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
46.0 |
2.0% |
74% |
False |
False |
57,964 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
39.1 |
1.7% |
74% |
False |
False |
46,377 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
32.6 |
1.4% |
74% |
False |
False |
38,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.3 |
|
2.618 |
2,435.4 |
|
1.618 |
2,384.0 |
|
1.000 |
2,352.2 |
|
0.618 |
2,332.6 |
|
HIGH |
2,300.8 |
|
0.618 |
2,281.2 |
|
0.500 |
2,275.1 |
|
0.382 |
2,269.0 |
|
LOW |
2,249.4 |
|
0.618 |
2,217.6 |
|
1.000 |
2,198.0 |
|
1.618 |
2,166.2 |
|
2.618 |
2,114.8 |
|
4.250 |
2,031.0 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,275.1 |
2,280.4 |
| PP |
2,268.6 |
2,272.1 |
| S1 |
2,262.0 |
2,263.8 |
|