| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,356.8570 |
2,365.8720 |
9.0150 |
0.4% |
2,430.0660 |
| High |
2,414.7430 |
2,469.5330 |
54.7900 |
2.3% |
2,518.0300 |
| Low |
2,334.1700 |
2,362.1370 |
27.9670 |
1.2% |
2,334.1700 |
| Close |
2,365.8720 |
2,458.3590 |
92.4870 |
3.9% |
2,458.3590 |
| Range |
80.5730 |
107.3960 |
26.8230 |
33.3% |
183.8600 |
| ATR |
121.5436 |
120.5330 |
-1.0105 |
-0.8% |
0.0000 |
| Volume |
41,988 |
30,908 |
-11,080 |
-26.4% |
137,536 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.1977 |
2,712.6743 |
2,517.4268 |
|
| R3 |
2,644.8017 |
2,605.2783 |
2,487.8929 |
|
| R2 |
2,537.4057 |
2,537.4057 |
2,478.0483 |
|
| R1 |
2,497.8823 |
2,497.8823 |
2,468.2036 |
2,517.6440 |
| PP |
2,430.0097 |
2,430.0097 |
2,430.0097 |
2,439.8905 |
| S1 |
2,390.4863 |
2,390.4863 |
2,448.5144 |
2,410.2480 |
| S2 |
2,322.6137 |
2,322.6137 |
2,438.6697 |
|
| S3 |
2,215.2177 |
2,283.0903 |
2,428.8251 |
|
| S4 |
2,107.8217 |
2,175.6943 |
2,399.2912 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,988.4330 |
2,907.2560 |
2,559.4820 |
|
| R3 |
2,804.5730 |
2,723.3960 |
2,508.9205 |
|
| R2 |
2,620.7130 |
2,620.7130 |
2,492.0667 |
|
| R1 |
2,539.5360 |
2,539.5360 |
2,475.2128 |
2,580.1245 |
| PP |
2,436.8530 |
2,436.8530 |
2,436.8530 |
2,457.1473 |
| S1 |
2,355.6760 |
2,355.6760 |
2,441.5052 |
2,396.2645 |
| S2 |
2,252.9930 |
2,252.9930 |
2,424.6513 |
|
| S3 |
2,069.1330 |
2,171.8160 |
2,407.7975 |
|
| S4 |
1,885.2730 |
1,987.9560 |
2,357.2360 |
|
|
| 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 |
7.5% |
96.2706 |
3.9% |
68% |
False |
False |
27,507 |
| 10 |
2,709.1680 |
2,313.5580 |
395.6100 |
16.1% |
117.8448 |
4.8% |
37% |
False |
False |
33,263 |
| 20 |
2,726.9870 |
2,255.5010 |
471.4860 |
19.2% |
121.9538 |
5.0% |
43% |
False |
False |
33,912 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
27.0% |
122.2299 |
5.0% |
46% |
False |
False |
66,151 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
57.0% |
148.1806 |
6.0% |
22% |
False |
False |
96,841 |
| 80 |
3,619.5530 |
2,154.2820 |
1,465.2710 |
59.6% |
149.4489 |
6.1% |
21% |
False |
False |
98,126 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
72.7% |
152.1406 |
6.2% |
17% |
False |
False |
112,529 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
72.7% |
154.2812 |
6.3% |
17% |
False |
False |
111,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,925.9660 |
|
2.618 |
2,750.6957 |
|
1.618 |
2,643.2997 |
|
1.000 |
2,576.9290 |
|
0.618 |
2,535.9037 |
|
HIGH |
2,469.5330 |
|
0.618 |
2,428.5077 |
|
0.500 |
2,415.8350 |
|
0.382 |
2,403.1623 |
|
LOW |
2,362.1370 |
|
0.618 |
2,295.7663 |
|
1.000 |
2,254.7410 |
|
1.618 |
2,188.3703 |
|
2.618 |
2,080.9743 |
|
4.250 |
1,905.7040 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,444.1843 |
2,439.7878 |
| PP |
2,430.0097 |
2,421.2167 |
| S1 |
2,415.8350 |
2,402.6455 |
|