| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,731.7 |
2,742.5 |
10.8 |
0.4% |
2,655.0 |
| High |
2,746.0 |
2,750.8 |
4.8 |
0.2% |
2,719.6 |
| Low |
2,728.6 |
2,714.2 |
-14.4 |
-0.5% |
2,647.8 |
| Close |
2,744.2 |
2,714.4 |
-29.8 |
-1.1% |
2,713.7 |
| Range |
17.4 |
36.6 |
19.2 |
110.3% |
71.8 |
| ATR |
25.8 |
26.6 |
0.8 |
3.0% |
0.0 |
| Volume |
93 |
18 |
-75 |
-80.6% |
144 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.3 |
2,811.9 |
2,734.5 |
|
| R3 |
2,799.7 |
2,775.3 |
2,724.5 |
|
| R2 |
2,763.1 |
2,763.1 |
2,721.1 |
|
| R1 |
2,738.7 |
2,738.7 |
2,717.8 |
2,732.6 |
| PP |
2,726.5 |
2,726.5 |
2,726.5 |
2,723.4 |
| S1 |
2,702.1 |
2,702.1 |
2,711.0 |
2,696.0 |
| S2 |
2,689.9 |
2,689.9 |
2,707.7 |
|
| S3 |
2,653.3 |
2,665.5 |
2,704.3 |
|
| S4 |
2,616.7 |
2,628.9 |
2,694.3 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.1 |
2,883.2 |
2,753.2 |
|
| R3 |
2,837.3 |
2,811.4 |
2,733.4 |
|
| R2 |
2,765.5 |
2,765.5 |
2,726.9 |
|
| R1 |
2,739.6 |
2,739.6 |
2,720.3 |
2,752.6 |
| PP |
2,693.7 |
2,693.7 |
2,693.7 |
2,700.2 |
| S1 |
2,667.8 |
2,667.8 |
2,707.1 |
2,680.8 |
| S2 |
2,621.9 |
2,621.9 |
2,700.5 |
|
| S3 |
2,550.1 |
2,596.0 |
2,694.0 |
|
| S4 |
2,478.3 |
2,524.2 |
2,674.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,750.8 |
2,677.2 |
73.6 |
2.7% |
18.7 |
0.7% |
51% |
True |
False |
44 |
| 10 |
2,750.8 |
2,602.5 |
148.3 |
5.5% |
14.7 |
0.5% |
75% |
True |
False |
63 |
| 20 |
2,750.8 |
2,602.5 |
148.3 |
5.5% |
20.0 |
0.7% |
75% |
True |
False |
1,243 |
| 40 |
2,750.8 |
2,479.8 |
271.0 |
10.0% |
26.1 |
1.0% |
87% |
True |
False |
4,955 |
| 60 |
2,750.8 |
2,382.8 |
368.0 |
13.6% |
30.6 |
1.1% |
90% |
True |
False |
6,470 |
| 80 |
2,750.8 |
2,350.8 |
400.0 |
14.7% |
31.9 |
1.2% |
91% |
True |
False |
7,813 |
| 100 |
2,750.8 |
2,326.9 |
423.9 |
15.6% |
32.1 |
1.2% |
91% |
True |
False |
6,693 |
| 120 |
2,750.8 |
2,326.9 |
423.9 |
15.6% |
32.4 |
1.2% |
91% |
True |
False |
5,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,906.4 |
|
2.618 |
2,846.6 |
|
1.618 |
2,810.0 |
|
1.000 |
2,787.4 |
|
0.618 |
2,773.4 |
|
HIGH |
2,750.8 |
|
0.618 |
2,736.8 |
|
0.500 |
2,732.5 |
|
0.382 |
2,728.2 |
|
LOW |
2,714.2 |
|
0.618 |
2,691.6 |
|
1.000 |
2,677.6 |
|
1.618 |
2,655.0 |
|
2.618 |
2,618.4 |
|
4.250 |
2,558.7 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.5 |
2,732.5 |
| PP |
2,726.5 |
2,726.5 |
| S1 |
2,720.4 |
2,720.4 |
|