| 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 |
2,598.2350 |
2,643.0590 |
44.8240 |
1.7% |
2,458.1530 |
| High |
2,672.3880 |
2,764.7060 |
92.3180 |
3.5% |
2,681.4480 |
| Low |
2,596.2650 |
2,631.9000 |
35.6350 |
1.4% |
2,434.9530 |
| Close |
2,643.0590 |
2,675.0980 |
32.0390 |
1.2% |
2,643.0590 |
| Range |
76.1230 |
132.8060 |
56.6830 |
74.5% |
246.4950 |
| ATR |
116.5466 |
117.7080 |
1.1614 |
1.0% |
0.0000 |
| Volume |
39,603 |
377 |
-39,226 |
-99.0% |
176,074 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,088.9860 |
3,014.8480 |
2,748.1413 |
|
| R3 |
2,956.1800 |
2,882.0420 |
2,711.6197 |
|
| R2 |
2,823.3740 |
2,823.3740 |
2,699.4458 |
|
| R1 |
2,749.2360 |
2,749.2360 |
2,687.2719 |
2,786.3050 |
| PP |
2,690.5680 |
2,690.5680 |
2,690.5680 |
2,709.1025 |
| S1 |
2,616.4300 |
2,616.4300 |
2,662.9241 |
2,653.4990 |
| S2 |
2,557.7620 |
2,557.7620 |
2,650.7502 |
|
| S3 |
2,424.9560 |
2,483.6240 |
2,638.5764 |
|
| S4 |
2,292.1500 |
2,350.8180 |
2,602.0547 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,325.9717 |
3,231.0103 |
2,778.6313 |
|
| R3 |
3,079.4767 |
2,984.5153 |
2,710.8451 |
|
| R2 |
2,832.9817 |
2,832.9817 |
2,688.2498 |
|
| R1 |
2,738.0203 |
2,738.0203 |
2,665.6544 |
2,785.5010 |
| PP |
2,586.4867 |
2,586.4867 |
2,586.4867 |
2,610.2270 |
| S1 |
2,491.5253 |
2,491.5253 |
2,620.4636 |
2,539.0060 |
| S2 |
2,339.9917 |
2,339.9917 |
2,597.8683 |
|
| S3 |
2,093.4967 |
2,245.0303 |
2,575.2729 |
|
| S4 |
1,847.0017 |
1,998.5353 |
2,507.4868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,764.7060 |
2,541.0880 |
223.6180 |
8.4% |
98.3636 |
3.7% |
60% |
True |
False |
35,175 |
| 10 |
2,764.7060 |
2,334.1700 |
430.5360 |
16.1% |
104.9585 |
3.9% |
79% |
True |
False |
31,351 |
| 20 |
2,764.7060 |
2,313.5580 |
451.1480 |
16.9% |
112.9566 |
4.2% |
80% |
True |
False |
30,914 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
24.8% |
123.1788 |
4.6% |
79% |
False |
False |
55,886 |
| 60 |
3,395.7060 |
2,154.2820 |
1,241.4240 |
46.4% |
143.1055 |
5.3% |
42% |
False |
False |
84,262 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
52.4% |
148.0147 |
5.5% |
37% |
False |
False |
93,374 |
| 100 |
3,883.2880 |
2,154.2820 |
1,729.0060 |
64.6% |
146.6840 |
5.5% |
30% |
False |
False |
95,870 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
66.8% |
151.3007 |
5.7% |
29% |
False |
False |
107,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,329.1315 |
|
2.618 |
3,112.3921 |
|
1.618 |
2,979.5861 |
|
1.000 |
2,897.5120 |
|
0.618 |
2,846.7801 |
|
HIGH |
2,764.7060 |
|
0.618 |
2,713.9741 |
|
0.500 |
2,698.3030 |
|
0.382 |
2,682.6319 |
|
LOW |
2,631.9000 |
|
0.618 |
2,549.8259 |
|
1.000 |
2,499.0940 |
|
1.618 |
2,417.0199 |
|
2.618 |
2,284.2139 |
|
4.250 |
2,067.4745 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.3030 |
2,673.9275 |
| PP |
2,690.5680 |
2,672.7570 |
| S1 |
2,682.8330 |
2,671.5865 |
|