| 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 |
2,607.90 |
2,629.69 |
21.79 |
0.8% |
2,650.60 |
| High |
2,631.14 |
2,660.50 |
29.36 |
1.1% |
2,660.50 |
| Low |
2,606.62 |
2,628.36 |
21.74 |
0.8% |
2,606.62 |
| Close |
2,629.71 |
2,656.81 |
27.10 |
1.0% |
2,656.81 |
| Range |
24.52 |
32.14 |
7.62 |
31.1% |
53.88 |
| ATR |
28.42 |
28.69 |
0.27 |
0.9% |
0.00 |
| Volume |
5,407 |
5,490 |
83 |
1.5% |
26,695 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.98 |
2,733.03 |
2,674.49 |
|
| R3 |
2,712.84 |
2,700.89 |
2,665.65 |
|
| R2 |
2,680.70 |
2,680.70 |
2,662.70 |
|
| R1 |
2,668.75 |
2,668.75 |
2,659.76 |
2,674.73 |
| PP |
2,648.56 |
2,648.56 |
2,648.56 |
2,651.54 |
| S1 |
2,636.61 |
2,636.61 |
2,653.86 |
2,642.59 |
| S2 |
2,616.42 |
2,616.42 |
2,650.92 |
|
| S3 |
2,584.28 |
2,604.47 |
2,647.97 |
|
| S4 |
2,552.14 |
2,572.33 |
2,639.13 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.95 |
2,783.76 |
2,686.44 |
|
| R3 |
2,749.07 |
2,729.88 |
2,671.63 |
|
| R2 |
2,695.19 |
2,695.19 |
2,666.69 |
|
| R1 |
2,676.00 |
2,676.00 |
2,661.75 |
2,685.60 |
| PP |
2,641.31 |
2,641.31 |
2,641.31 |
2,646.11 |
| S1 |
2,622.12 |
2,622.12 |
2,651.87 |
2,631.72 |
| S2 |
2,587.43 |
2,587.43 |
2,646.93 |
|
| S3 |
2,533.55 |
2,568.24 |
2,641.99 |
|
| S4 |
2,479.67 |
2,514.36 |
2,627.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,660.50 |
2,606.62 |
53.88 |
2.0% |
27.52 |
1.0% |
93% |
True |
False |
5,339 |
| 10 |
2,670.67 |
2,606.62 |
64.05 |
2.4% |
28.11 |
1.1% |
78% |
False |
False |
5,354 |
| 20 |
2,684.45 |
2,549.18 |
135.27 |
5.1% |
28.72 |
1.1% |
80% |
False |
False |
5,323 |
| 40 |
2,684.45 |
2,451.50 |
232.95 |
8.8% |
28.83 |
1.1% |
88% |
False |
False |
5,327 |
| 60 |
2,684.45 |
2,354.48 |
329.97 |
12.4% |
31.39 |
1.2% |
92% |
False |
False |
5,240 |
| 80 |
2,684.45 |
2,295.86 |
388.59 |
14.6% |
30.99 |
1.2% |
93% |
False |
False |
5,259 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
14.9% |
31.30 |
1.2% |
93% |
False |
False |
5,247 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.1% |
31.28 |
1.2% |
93% |
False |
False |
5,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,797.10 |
|
2.618 |
2,744.64 |
|
1.618 |
2,712.50 |
|
1.000 |
2,692.64 |
|
0.618 |
2,680.36 |
|
HIGH |
2,660.50 |
|
0.618 |
2,648.22 |
|
0.500 |
2,644.43 |
|
0.382 |
2,640.64 |
|
LOW |
2,628.36 |
|
0.618 |
2,608.50 |
|
1.000 |
2,596.22 |
|
1.618 |
2,576.36 |
|
2.618 |
2,544.22 |
|
4.250 |
2,491.77 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,652.68 |
2,649.06 |
| PP |
2,648.56 |
2,641.31 |
| S1 |
2,644.43 |
2,633.56 |
|