| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,458.1530 |
2,621.0900 |
162.9370 |
6.6% |
2,430.0660 |
| High |
2,637.7840 |
2,681.4480 |
43.6640 |
1.7% |
2,518.0300 |
| Low |
2,434.9530 |
2,541.0880 |
106.1350 |
4.4% |
2,334.1700 |
| Close |
2,621.0900 |
2,572.4770 |
-48.6130 |
-1.9% |
2,458.3590 |
| Range |
202.8310 |
140.3600 |
-62.4710 |
-30.8% |
183.8600 |
| ATR |
126.4115 |
127.4078 |
0.9963 |
0.8% |
0.0000 |
| Volume |
572 |
60,881 |
60,309 |
10,543.5% |
137,536 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,019.4177 |
2,936.3073 |
2,649.6750 |
|
| R3 |
2,879.0577 |
2,795.9473 |
2,611.0760 |
|
| R2 |
2,738.6977 |
2,738.6977 |
2,598.2097 |
|
| R1 |
2,655.5873 |
2,655.5873 |
2,585.3433 |
2,626.9625 |
| PP |
2,598.3377 |
2,598.3377 |
2,598.3377 |
2,584.0253 |
| S1 |
2,515.2273 |
2,515.2273 |
2,559.6107 |
2,486.6025 |
| S2 |
2,457.9777 |
2,457.9777 |
2,546.7443 |
|
| S3 |
2,317.6177 |
2,374.8673 |
2,533.8780 |
|
| S4 |
2,177.2577 |
2,234.5073 |
2,495.2790 |
|
|
| 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 |
2,681.4480 |
2,334.1700 |
347.2780 |
13.5% |
129.0848 |
5.0% |
69% |
True |
False |
32,860 |
| 10 |
2,681.4480 |
2,313.5580 |
367.8900 |
14.3% |
115.5651 |
4.5% |
70% |
True |
False |
32,893 |
| 20 |
2,726.9870 |
2,281.0610 |
445.9260 |
17.3% |
122.5467 |
4.8% |
65% |
False |
False |
34,758 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
25.8% |
125.7330 |
4.9% |
63% |
False |
False |
64,493 |
| 60 |
3,533.1850 |
2,154.2820 |
1,378.9030 |
53.6% |
148.8757 |
5.8% |
30% |
False |
False |
95,715 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
54.4% |
151.0449 |
5.9% |
30% |
False |
False |
95,053 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
69.4% |
150.8518 |
5.9% |
23% |
False |
False |
104,949 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
69.4% |
154.8050 |
6.0% |
23% |
False |
False |
110,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,277.9780 |
|
2.618 |
3,048.9105 |
|
1.618 |
2,908.5505 |
|
1.000 |
2,821.8080 |
|
0.618 |
2,768.1905 |
|
HIGH |
2,681.4480 |
|
0.618 |
2,627.8305 |
|
0.500 |
2,611.2680 |
|
0.382 |
2,594.7055 |
|
LOW |
2,541.0880 |
|
0.618 |
2,454.3455 |
|
1.000 |
2,400.7280 |
|
1.618 |
2,313.9855 |
|
2.618 |
2,173.6255 |
|
4.250 |
1,944.5580 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,611.2680 |
2,555.5822 |
| PP |
2,598.3377 |
2,538.6873 |
| S1 |
2,585.4073 |
2,521.7925 |
|