| Trading Metrics calculated at close of trading on 14-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,365.8720 |
2,458.1530 |
92.2810 |
3.9% |
2,430.0660 |
| High |
2,469.5330 |
2,637.7840 |
168.2510 |
6.8% |
2,518.0300 |
| Low |
2,362.1370 |
2,434.9530 |
72.8160 |
3.1% |
2,334.1700 |
| Close |
2,458.3590 |
2,621.0900 |
162.7310 |
6.6% |
2,458.3590 |
| Range |
107.3960 |
202.8310 |
95.4350 |
88.9% |
183.8600 |
| ATR |
120.5330 |
126.4115 |
5.8784 |
4.9% |
0.0000 |
| Volume |
30,908 |
572 |
-30,336 |
-98.1% |
137,536 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,173.1020 |
3,099.9270 |
2,732.6471 |
|
| R3 |
2,970.2710 |
2,897.0960 |
2,676.8685 |
|
| R2 |
2,767.4400 |
2,767.4400 |
2,658.2757 |
|
| R1 |
2,694.2650 |
2,694.2650 |
2,639.6828 |
2,730.8525 |
| PP |
2,564.6090 |
2,564.6090 |
2,564.6090 |
2,582.9028 |
| S1 |
2,491.4340 |
2,491.4340 |
2,602.4972 |
2,528.0215 |
| S2 |
2,361.7780 |
2,361.7780 |
2,583.9043 |
|
| S3 |
2,158.9470 |
2,288.6030 |
2,565.3115 |
|
| S4 |
1,956.1160 |
2,085.7720 |
2,509.5330 |
|
|
| 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 |
2,637.7840 |
2,334.1700 |
303.6140 |
11.6% |
111.5534 |
4.3% |
95% |
True |
False |
27,526 |
| 10 |
2,656.0650 |
2,313.5580 |
342.5070 |
13.1% |
125.1518 |
4.8% |
90% |
False |
False |
33,278 |
| 20 |
2,726.9870 |
2,264.1740 |
462.8130 |
17.7% |
121.8591 |
4.6% |
77% |
False |
False |
33,915 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
25.3% |
125.0092 |
4.8% |
70% |
False |
False |
62,995 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
53.4% |
148.8548 |
5.7% |
33% |
False |
False |
94,716 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
53.4% |
150.3193 |
5.7% |
33% |
False |
False |
96,165 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
68.1% |
150.8235 |
5.8% |
26% |
False |
False |
106,926 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
68.1% |
155.1146 |
5.9% |
26% |
False |
False |
110,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,499.8158 |
|
2.618 |
3,168.7956 |
|
1.618 |
2,965.9646 |
|
1.000 |
2,840.6150 |
|
0.618 |
2,763.1336 |
|
HIGH |
2,637.7840 |
|
0.618 |
2,560.3026 |
|
0.500 |
2,536.3685 |
|
0.382 |
2,512.4344 |
|
LOW |
2,434.9530 |
|
0.618 |
2,309.6034 |
|
1.000 |
2,232.1220 |
|
1.618 |
2,106.7724 |
|
2.618 |
1,903.9414 |
|
4.250 |
1,572.9213 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,592.8495 |
2,576.0523 |
| PP |
2,564.6090 |
2,531.0147 |
| S1 |
2,536.3685 |
2,485.9770 |
|