| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,442.4700 |
2,356.8570 |
-85.6130 |
-3.5% |
2,695.3080 |
| High |
2,471.1210 |
2,414.7430 |
-56.3780 |
-2.3% |
2,709.1680 |
| Low |
2,356.8570 |
2,334.1700 |
-22.6870 |
-1.0% |
2,313.5580 |
| Close |
2,357.6920 |
2,365.8720 |
8.1800 |
0.3% |
2,431.9000 |
| Range |
114.2640 |
80.5730 |
-33.6910 |
-29.5% |
395.6100 |
| ATR |
124.6952 |
121.5436 |
-3.1516 |
-2.5% |
0.0000 |
| Volume |
29,953 |
41,988 |
12,035 |
40.2% |
195,096 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,613.3140 |
2,570.1660 |
2,410.1872 |
|
| R3 |
2,532.7410 |
2,489.5930 |
2,388.0296 |
|
| R2 |
2,452.1680 |
2,452.1680 |
2,380.6437 |
|
| R1 |
2,409.0200 |
2,409.0200 |
2,373.2579 |
2,430.5940 |
| PP |
2,371.5950 |
2,371.5950 |
2,371.5950 |
2,382.3820 |
| S1 |
2,328.4470 |
2,328.4470 |
2,358.4861 |
2,350.0210 |
| S2 |
2,291.0220 |
2,291.0220 |
2,351.1003 |
|
| S3 |
2,210.4490 |
2,247.8740 |
2,343.7144 |
|
| S4 |
2,129.8760 |
2,167.3010 |
2,321.5569 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,671.7053 |
3,447.4127 |
2,649.4855 |
|
| R3 |
3,276.0953 |
3,051.8027 |
2,540.6928 |
|
| R2 |
2,880.4853 |
2,880.4853 |
2,504.4285 |
|
| R1 |
2,656.1927 |
2,656.1927 |
2,468.1643 |
2,570.5340 |
| PP |
2,484.8753 |
2,484.8753 |
2,484.8753 |
2,442.0460 |
| S1 |
2,260.5827 |
2,260.5827 |
2,395.6358 |
2,174.9240 |
| S2 |
2,089.2653 |
2,089.2653 |
2,359.3715 |
|
| S3 |
1,693.6553 |
1,864.9727 |
2,323.1073 |
|
| S4 |
1,298.0453 |
1,469.3627 |
2,214.3145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,518.0300 |
2,334.1700 |
183.8600 |
7.8% |
95.9882 |
4.1% |
17% |
False |
True |
28,510 |
| 10 |
2,726.9870 |
2,313.5580 |
413.4290 |
17.5% |
118.0994 |
5.0% |
13% |
False |
False |
30,172 |
| 20 |
2,726.9870 |
2,255.5010 |
471.4860 |
19.9% |
120.6933 |
5.1% |
23% |
False |
False |
34,375 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
28.0% |
123.5194 |
5.2% |
32% |
False |
False |
69,464 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
59.2% |
148.2044 |
6.3% |
15% |
False |
False |
97,914 |
| 80 |
3,619.5530 |
2,154.2820 |
1,465.2710 |
61.9% |
150.0563 |
6.3% |
14% |
False |
False |
100,093 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
75.5% |
155.9858 |
6.6% |
12% |
False |
False |
112,250 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
75.5% |
155.1559 |
6.6% |
12% |
False |
False |
111,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.1783 |
|
2.618 |
2,625.6831 |
|
1.618 |
2,545.1101 |
|
1.000 |
2,495.3160 |
|
0.618 |
2,464.5371 |
|
HIGH |
2,414.7430 |
|
0.618 |
2,383.9641 |
|
0.500 |
2,374.4565 |
|
0.382 |
2,364.9489 |
|
LOW |
2,334.1700 |
|
0.618 |
2,284.3759 |
|
1.000 |
2,253.5970 |
|
1.618 |
2,203.8029 |
|
2.618 |
2,123.2299 |
|
4.250 |
1,991.7348 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,374.4565 |
2,402.6455 |
| PP |
2,371.5950 |
2,390.3877 |
| S1 |
2,368.7335 |
2,378.1298 |
|