| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,762.6 |
2,729.2 |
-33.4 |
-1.2% |
2,673.1 |
| High |
2,772.6 |
2,756.3 |
-16.3 |
-0.6% |
2,737.8 |
| Low |
2,722.1 |
2,728.7 |
6.6 |
0.2% |
2,654.4 |
| Close |
2,729.4 |
2,748.9 |
19.5 |
0.7% |
2,730.0 |
| Range |
50.5 |
27.6 |
-22.9 |
-45.3% |
83.4 |
| ATR |
32.7 |
32.3 |
-0.4 |
-1.1% |
0.0 |
| Volume |
214,515 |
175,872 |
-38,643 |
-18.0% |
801,577 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.4 |
2,815.8 |
2,764.1 |
|
| R3 |
2,799.8 |
2,788.2 |
2,756.5 |
|
| R2 |
2,772.2 |
2,772.2 |
2,754.0 |
|
| R1 |
2,760.6 |
2,760.6 |
2,751.4 |
2,766.4 |
| PP |
2,744.6 |
2,744.6 |
2,744.6 |
2,747.6 |
| S1 |
2,733.0 |
2,733.0 |
2,746.4 |
2,738.8 |
| S2 |
2,717.0 |
2,717.0 |
2,743.8 |
|
| S3 |
2,689.4 |
2,705.4 |
2,741.3 |
|
| S4 |
2,661.8 |
2,677.8 |
2,733.7 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.6 |
2,927.2 |
2,775.9 |
|
| R3 |
2,874.2 |
2,843.8 |
2,752.9 |
|
| R2 |
2,790.8 |
2,790.8 |
2,745.3 |
|
| R1 |
2,760.4 |
2,760.4 |
2,737.6 |
2,775.6 |
| PP |
2,707.4 |
2,707.4 |
2,707.4 |
2,715.0 |
| S1 |
2,677.0 |
2,677.0 |
2,722.4 |
2,692.2 |
| S2 |
2,624.0 |
2,624.0 |
2,714.7 |
|
| S3 |
2,540.6 |
2,593.6 |
2,707.1 |
|
| S4 |
2,457.2 |
2,510.2 |
2,684.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,772.6 |
2,707.3 |
65.3 |
2.4% |
33.1 |
1.2% |
64% |
False |
False |
190,698 |
| 10 |
2,772.6 |
2,645.3 |
127.3 |
4.6% |
30.7 |
1.1% |
81% |
False |
False |
174,470 |
| 20 |
2,772.6 |
2,618.8 |
153.8 |
5.6% |
31.5 |
1.1% |
85% |
False |
False |
174,023 |
| 40 |
2,772.6 |
2,502.7 |
269.9 |
9.8% |
31.9 |
1.2% |
91% |
False |
False |
181,601 |
| 60 |
2,772.6 |
2,403.8 |
368.8 |
13.4% |
34.5 |
1.3% |
94% |
False |
False |
183,545 |
| 80 |
2,772.6 |
2,382.6 |
390.0 |
14.2% |
35.4 |
1.3% |
94% |
False |
False |
157,574 |
| 100 |
2,772.6 |
2,349.8 |
422.8 |
15.4% |
34.8 |
1.3% |
94% |
False |
False |
127,210 |
| 120 |
2,772.6 |
2,349.8 |
422.8 |
15.4% |
34.7 |
1.3% |
94% |
False |
False |
106,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,873.6 |
|
2.618 |
2,828.6 |
|
1.618 |
2,801.0 |
|
1.000 |
2,783.9 |
|
0.618 |
2,773.4 |
|
HIGH |
2,756.3 |
|
0.618 |
2,745.8 |
|
0.500 |
2,742.5 |
|
0.382 |
2,739.2 |
|
LOW |
2,728.7 |
|
0.618 |
2,711.6 |
|
1.000 |
2,701.1 |
|
1.618 |
2,684.0 |
|
2.618 |
2,656.4 |
|
4.250 |
2,611.4 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,746.8 |
2,748.4 |
| PP |
2,744.6 |
2,747.9 |
| S1 |
2,742.5 |
2,747.4 |
|