| 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 |
8,412.5 |
8,410.0 |
-2.5 |
0.0% |
8,291.5 |
| High |
8,414.0 |
8,427.0 |
13.0 |
0.2% |
8,435.0 |
| Low |
8,348.5 |
8,348.5 |
0.0 |
0.0% |
8,270.5 |
| Close |
8,391.0 |
8,357.0 |
-34.0 |
-0.4% |
8,391.0 |
| Range |
65.5 |
78.5 |
13.0 |
19.8% |
164.5 |
| ATR |
84.5 |
84.1 |
-0.4 |
-0.5% |
0.0 |
| Volume |
78,292 |
60,649 |
-17,643 |
-22.5% |
414,108 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,613.0 |
8,563.5 |
8,400.0 |
|
| R3 |
8,534.5 |
8,485.0 |
8,378.5 |
|
| R2 |
8,456.0 |
8,456.0 |
8,371.5 |
|
| R1 |
8,406.5 |
8,406.5 |
8,364.0 |
8,392.0 |
| PP |
8,377.5 |
8,377.5 |
8,377.5 |
8,370.0 |
| S1 |
8,328.0 |
8,328.0 |
8,350.0 |
8,313.5 |
| S2 |
8,299.0 |
8,299.0 |
8,342.5 |
|
| S3 |
8,220.5 |
8,249.5 |
8,335.5 |
|
| S4 |
8,142.0 |
8,171.0 |
8,314.0 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,859.0 |
8,789.5 |
8,481.5 |
|
| R3 |
8,694.5 |
8,625.0 |
8,436.0 |
|
| R2 |
8,530.0 |
8,530.0 |
8,421.0 |
|
| R1 |
8,460.5 |
8,460.5 |
8,406.0 |
8,495.0 |
| PP |
8,365.5 |
8,365.5 |
8,365.5 |
8,383.0 |
| S1 |
8,296.0 |
8,296.0 |
8,376.0 |
8,331.0 |
| S2 |
8,201.0 |
8,201.0 |
8,361.0 |
|
| S3 |
8,036.5 |
8,131.5 |
8,346.0 |
|
| S4 |
7,872.0 |
7,967.0 |
8,300.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,435.0 |
8,270.5 |
164.5 |
2.0% |
89.0 |
1.1% |
53% |
False |
False |
82,883 |
| 10 |
8,435.0 |
8,225.0 |
210.0 |
2.5% |
87.0 |
1.0% |
63% |
False |
False |
76,830 |
| 20 |
8,435.0 |
8,225.0 |
210.0 |
2.5% |
83.0 |
1.0% |
63% |
False |
False |
78,684 |
| 40 |
8,497.5 |
8,225.0 |
272.5 |
3.3% |
75.5 |
0.9% |
48% |
False |
False |
65,114 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
68.0 |
0.8% |
74% |
False |
False |
43,415 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
62.0 |
0.7% |
74% |
False |
False |
32,563 |
| 100 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
54.0 |
0.6% |
74% |
False |
False |
26,053 |
| 120 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
45.0 |
0.5% |
68% |
False |
False |
21,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,760.5 |
|
2.618 |
8,632.5 |
|
1.618 |
8,554.0 |
|
1.000 |
8,505.5 |
|
0.618 |
8,475.5 |
|
HIGH |
8,427.0 |
|
0.618 |
8,397.0 |
|
0.500 |
8,388.0 |
|
0.382 |
8,378.5 |
|
LOW |
8,348.5 |
|
0.618 |
8,300.0 |
|
1.000 |
8,270.0 |
|
1.618 |
8,221.5 |
|
2.618 |
8,143.0 |
|
4.250 |
8,015.0 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,388.0 |
8,392.0 |
| PP |
8,377.5 |
8,380.0 |
| S1 |
8,367.0 |
8,368.5 |
|