| 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 |
20,384.00 |
20,496.25 |
112.25 |
0.6% |
20,432.50 |
| High |
20,529.75 |
20,554.50 |
24.75 |
0.1% |
20,680.00 |
| Low |
20,320.75 |
20,343.75 |
23.00 |
0.1% |
20,206.25 |
| Close |
20,483.50 |
20,519.50 |
36.00 |
0.2% |
20,483.50 |
| Range |
209.00 |
210.75 |
1.75 |
0.8% |
473.75 |
| ATR |
307.36 |
300.45 |
-6.90 |
-2.2% |
0.00 |
| Volume |
385,566 |
456,078 |
70,512 |
18.3% |
2,256,770 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,104.75 |
21,023.00 |
20,635.50 |
|
| R3 |
20,894.00 |
20,812.25 |
20,577.50 |
|
| R2 |
20,683.25 |
20,683.25 |
20,558.25 |
|
| R1 |
20,601.50 |
20,601.50 |
20,538.75 |
20,642.50 |
| PP |
20,472.50 |
20,472.50 |
20,472.50 |
20,493.00 |
| S1 |
20,390.75 |
20,390.75 |
20,500.25 |
20,431.50 |
| S2 |
20,261.75 |
20,261.75 |
20,480.75 |
|
| S3 |
20,051.00 |
20,180.00 |
20,461.50 |
|
| S4 |
19,840.25 |
19,969.25 |
20,403.50 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,877.75 |
21,654.50 |
20,744.00 |
|
| R3 |
21,404.00 |
21,180.75 |
20,613.75 |
|
| R2 |
20,930.25 |
20,930.25 |
20,570.25 |
|
| R1 |
20,707.00 |
20,707.00 |
20,527.00 |
20,818.50 |
| PP |
20,456.50 |
20,456.50 |
20,456.50 |
20,512.50 |
| S1 |
20,233.25 |
20,233.25 |
20,440.00 |
20,345.00 |
| S2 |
19,982.75 |
19,982.75 |
20,396.75 |
|
| S3 |
19,509.00 |
19,759.50 |
20,353.25 |
|
| S4 |
19,035.25 |
19,285.75 |
20,223.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,659.25 |
20,206.25 |
453.00 |
2.2% |
267.00 |
1.3% |
69% |
False |
False |
463,418 |
| 10 |
20,680.00 |
19,902.50 |
777.50 |
3.8% |
273.25 |
1.3% |
79% |
False |
False |
441,472 |
| 20 |
20,680.00 |
19,818.00 |
862.00 |
4.2% |
284.00 |
1.4% |
81% |
False |
False |
470,415 |
| 40 |
20,680.00 |
18,562.00 |
2,118.00 |
10.3% |
333.25 |
1.6% |
92% |
False |
False |
314,531 |
| 60 |
20,680.00 |
17,552.75 |
3,127.25 |
15.2% |
386.25 |
1.9% |
95% |
False |
False |
210,361 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.0% |
376.00 |
1.8% |
80% |
False |
False |
158,136 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.0% |
351.00 |
1.7% |
80% |
False |
False |
126,578 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.0% |
324.75 |
1.6% |
80% |
False |
False |
105,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,450.25 |
|
2.618 |
21,106.25 |
|
1.618 |
20,895.50 |
|
1.000 |
20,765.25 |
|
0.618 |
20,684.75 |
|
HIGH |
20,554.50 |
|
0.618 |
20,474.00 |
|
0.500 |
20,449.00 |
|
0.382 |
20,424.25 |
|
LOW |
20,343.75 |
|
0.618 |
20,213.50 |
|
1.000 |
20,133.00 |
|
1.618 |
20,002.75 |
|
2.618 |
19,792.00 |
|
4.250 |
19,448.00 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,496.00 |
20,491.50 |
| PP |
20,472.50 |
20,463.75 |
| S1 |
20,449.00 |
20,435.75 |
|