| 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 |
2,759.3 |
2,787.6 |
28.3 |
1.0% |
2,696.1 |
| High |
2,788.0 |
2,796.4 |
8.4 |
0.3% |
2,761.9 |
| Low |
2,758.0 |
2,746.4 |
-11.6 |
-0.4% |
2,678.0 |
| Close |
2,784.4 |
2,753.8 |
-30.6 |
-1.1% |
2,754.3 |
| Range |
30.0 |
50.0 |
20.0 |
66.7% |
83.9 |
| ATR |
30.6 |
32.0 |
1.4 |
4.5% |
0.0 |
| Volume |
8,776 |
11,656 |
2,880 |
32.8% |
39,859 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,915.5 |
2,884.7 |
2,781.3 |
|
| R3 |
2,865.5 |
2,834.7 |
2,767.6 |
|
| R2 |
2,815.5 |
2,815.5 |
2,763.0 |
|
| R1 |
2,784.7 |
2,784.7 |
2,758.4 |
2,775.1 |
| PP |
2,765.5 |
2,765.5 |
2,765.5 |
2,760.8 |
| S1 |
2,734.7 |
2,734.7 |
2,749.2 |
2,725.1 |
| S2 |
2,715.5 |
2,715.5 |
2,744.6 |
|
| S3 |
2,665.5 |
2,684.7 |
2,740.1 |
|
| S4 |
2,615.5 |
2,634.7 |
2,726.3 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.1 |
2,952.6 |
2,800.4 |
|
| R3 |
2,899.2 |
2,868.7 |
2,777.4 |
|
| R2 |
2,815.3 |
2,815.3 |
2,769.7 |
|
| R1 |
2,784.8 |
2,784.8 |
2,762.0 |
2,800.1 |
| PP |
2,731.4 |
2,731.4 |
2,731.4 |
2,739.0 |
| S1 |
2,700.9 |
2,700.9 |
2,746.6 |
2,716.2 |
| S2 |
2,647.5 |
2,647.5 |
2,738.9 |
|
| S3 |
2,563.6 |
2,617.0 |
2,731.2 |
|
| S4 |
2,479.7 |
2,533.1 |
2,708.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,796.4 |
2,712.6 |
83.8 |
3.0% |
32.0 |
1.2% |
49% |
True |
False |
11,007 |
| 10 |
2,796.4 |
2,642.5 |
153.9 |
5.6% |
30.4 |
1.1% |
72% |
True |
False |
10,383 |
| 20 |
2,796.4 |
2,642.5 |
153.9 |
5.6% |
30.9 |
1.1% |
72% |
True |
False |
9,061 |
| 40 |
2,796.4 |
2,525.4 |
271.0 |
9.8% |
31.3 |
1.1% |
84% |
True |
False |
6,629 |
| 60 |
2,796.4 |
2,424.7 |
371.7 |
13.5% |
33.7 |
1.2% |
89% |
True |
False |
5,198 |
| 80 |
2,796.4 |
2,396.8 |
399.6 |
14.5% |
33.5 |
1.2% |
89% |
True |
False |
4,410 |
| 100 |
2,796.4 |
2,372.6 |
423.8 |
15.4% |
33.1 |
1.2% |
90% |
True |
False |
3,668 |
| 120 |
2,796.4 |
2,372.6 |
423.8 |
15.4% |
32.8 |
1.2% |
90% |
True |
False |
3,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.9 |
|
2.618 |
2,927.3 |
|
1.618 |
2,877.3 |
|
1.000 |
2,846.4 |
|
0.618 |
2,827.3 |
|
HIGH |
2,796.4 |
|
0.618 |
2,777.3 |
|
0.500 |
2,771.4 |
|
0.382 |
2,765.5 |
|
LOW |
2,746.4 |
|
0.618 |
2,715.5 |
|
1.000 |
2,696.4 |
|
1.618 |
2,665.5 |
|
2.618 |
2,615.5 |
|
4.250 |
2,533.9 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,771.4 |
2,771.4 |
| PP |
2,765.5 |
2,765.5 |
| S1 |
2,759.7 |
2,759.7 |
|