| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,572.5890 |
2,618.8450 |
46.2560 |
1.8% |
2,430.0660 |
| High |
2,644.9240 |
2,646.2680 |
1.3440 |
0.1% |
2,518.0300 |
| Low |
2,570.1960 |
2,578.4670 |
8.2710 |
0.3% |
2,334.1700 |
| Close |
2,618.9300 |
2,598.4050 |
-20.5250 |
-0.8% |
2,458.3590 |
| Range |
74.7280 |
67.8010 |
-6.9270 |
-9.3% |
183.8600 |
| ATR |
123.6450 |
119.6561 |
-3.9889 |
-3.2% |
0.0000 |
| Volume |
43,146 |
31,872 |
-11,274 |
-26.1% |
137,536 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.1163 |
2,772.5617 |
2,635.6956 |
|
| R3 |
2,743.3153 |
2,704.7607 |
2,617.0503 |
|
| R2 |
2,675.5143 |
2,675.5143 |
2,610.8352 |
|
| R1 |
2,636.9597 |
2,636.9597 |
2,604.6201 |
2,622.3365 |
| PP |
2,607.7133 |
2,607.7133 |
2,607.7133 |
2,600.4018 |
| S1 |
2,569.1587 |
2,569.1587 |
2,592.1899 |
2,554.5355 |
| S2 |
2,539.9123 |
2,539.9123 |
2,585.9748 |
|
| S3 |
2,472.1113 |
2,501.3577 |
2,579.7597 |
|
| S4 |
2,404.3103 |
2,433.5567 |
2,561.1145 |
|
|
| 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 |
2,362.1370 |
319.3110 |
12.3% |
118.6232 |
4.6% |
74% |
False |
False |
33,475 |
| 10 |
2,681.4480 |
2,334.1700 |
347.2780 |
13.4% |
107.3057 |
4.1% |
76% |
False |
False |
30,993 |
| 20 |
2,726.9870 |
2,313.5580 |
413.4290 |
15.9% |
117.5653 |
4.5% |
69% |
False |
False |
32,819 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
25.5% |
122.8654 |
4.7% |
67% |
False |
False |
60,398 |
| 60 |
3,395.7060 |
2,154.2820 |
1,241.4240 |
47.8% |
146.6801 |
5.6% |
36% |
False |
False |
90,983 |
| 80 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
53.9% |
147.8726 |
5.7% |
32% |
False |
False |
95,940 |
| 100 |
3,924.1650 |
2,154.2820 |
1,769.8830 |
68.1% |
147.3427 |
5.7% |
25% |
False |
False |
98,574 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
68.7% |
154.4908 |
5.9% |
25% |
False |
False |
108,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,934.4223 |
|
2.618 |
2,823.7710 |
|
1.618 |
2,755.9700 |
|
1.000 |
2,714.0690 |
|
0.618 |
2,688.1690 |
|
HIGH |
2,646.2680 |
|
0.618 |
2,620.3680 |
|
0.500 |
2,612.3675 |
|
0.382 |
2,604.3670 |
|
LOW |
2,578.4670 |
|
0.618 |
2,536.5660 |
|
1.000 |
2,510.6660 |
|
1.618 |
2,468.7650 |
|
2.618 |
2,400.9640 |
|
4.250 |
2,290.3128 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,612.3675 |
2,611.2680 |
| PP |
2,607.7133 |
2,606.9803 |
| S1 |
2,603.0592 |
2,602.6927 |
|