| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,621.0900 |
2,572.5890 |
-48.5010 |
-1.9% |
2,430.0660 |
| High |
2,681.4480 |
2,644.9240 |
-36.5240 |
-1.4% |
2,518.0300 |
| Low |
2,541.0880 |
2,570.1960 |
29.1080 |
1.1% |
2,334.1700 |
| Close |
2,572.4770 |
2,618.9300 |
46.4530 |
1.8% |
2,458.3590 |
| Range |
140.3600 |
74.7280 |
-65.6320 |
-46.8% |
183.8600 |
| ATR |
127.4078 |
123.6450 |
-3.7628 |
-3.0% |
0.0000 |
| Volume |
60,881 |
43,146 |
-17,735 |
-29.1% |
137,536 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.5340 |
2,801.9600 |
2,660.0304 |
|
| R3 |
2,760.8060 |
2,727.2320 |
2,639.4802 |
|
| R2 |
2,686.0780 |
2,686.0780 |
2,632.6301 |
|
| R1 |
2,652.5040 |
2,652.5040 |
2,625.7801 |
2,669.2910 |
| PP |
2,611.3500 |
2,611.3500 |
2,611.3500 |
2,619.7435 |
| S1 |
2,577.7760 |
2,577.7760 |
2,612.0799 |
2,594.5630 |
| S2 |
2,536.6220 |
2,536.6220 |
2,605.2299 |
|
| S3 |
2,461.8940 |
2,503.0480 |
2,598.3798 |
|
| S4 |
2,387.1660 |
2,428.3200 |
2,577.8296 |
|
|
| 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 |
13.3% |
121.1776 |
4.6% |
82% |
False |
False |
35,499 |
| 10 |
2,681.4480 |
2,313.5580 |
367.8900 |
14.0% |
109.5044 |
4.2% |
83% |
False |
False |
31,926 |
| 20 |
2,726.9870 |
2,313.5580 |
413.4290 |
15.8% |
122.3602 |
4.7% |
74% |
False |
False |
34,478 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
25.3% |
124.1971 |
4.7% |
70% |
False |
False |
62,297 |
| 60 |
3,497.9880 |
2,154.2820 |
1,343.7060 |
51.3% |
147.8236 |
5.6% |
35% |
False |
False |
93,123 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
53.5% |
148.4635 |
5.7% |
33% |
False |
False |
95,562 |
| 100 |
3,924.1650 |
2,154.2820 |
1,769.8830 |
67.6% |
148.9520 |
5.7% |
26% |
False |
False |
101,399 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
68.2% |
154.6287 |
5.9% |
26% |
False |
False |
109,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.5180 |
|
2.618 |
2,840.5619 |
|
1.618 |
2,765.8339 |
|
1.000 |
2,719.6520 |
|
0.618 |
2,691.1059 |
|
HIGH |
2,644.9240 |
|
0.618 |
2,616.3779 |
|
0.500 |
2,607.5600 |
|
0.382 |
2,598.7421 |
|
LOW |
2,570.1960 |
|
0.618 |
2,524.0141 |
|
1.000 |
2,495.4680 |
|
1.618 |
2,449.2861 |
|
2.618 |
2,374.5581 |
|
4.250 |
2,252.6020 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,615.1400 |
2,598.6868 |
| PP |
2,611.3500 |
2,578.4437 |
| S1 |
2,607.5600 |
2,558.2005 |
|