| 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 |
2,629.69 |
2,655.75 |
26.06 |
1.0% |
2,650.60 |
| High |
2,660.50 |
2,665.62 |
5.12 |
0.2% |
2,660.50 |
| Low |
2,628.36 |
2,644.62 |
16.26 |
0.6% |
2,606.62 |
| Close |
2,656.81 |
2,648.53 |
-8.28 |
-0.3% |
2,656.81 |
| Range |
32.14 |
21.00 |
-11.14 |
-34.7% |
53.88 |
| ATR |
28.69 |
28.14 |
-0.55 |
-1.9% |
0.00 |
| Volume |
5,490 |
5,276 |
-214 |
-3.9% |
26,695 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,715.92 |
2,703.23 |
2,660.08 |
|
| R3 |
2,694.92 |
2,682.23 |
2,654.31 |
|
| R2 |
2,673.92 |
2,673.92 |
2,652.38 |
|
| R1 |
2,661.23 |
2,661.23 |
2,650.46 |
2,657.08 |
| PP |
2,652.92 |
2,652.92 |
2,652.92 |
2,650.85 |
| S1 |
2,640.23 |
2,640.23 |
2,646.61 |
2,636.08 |
| S2 |
2,631.92 |
2,631.92 |
2,644.68 |
|
| S3 |
2,610.92 |
2,619.23 |
2,642.76 |
|
| S4 |
2,589.92 |
2,598.23 |
2,636.98 |
|
|
| 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 |
2,665.62 |
2,606.62 |
59.00 |
2.2% |
27.84 |
1.1% |
71% |
True |
False |
5,329 |
| 10 |
2,670.67 |
2,606.62 |
64.05 |
2.4% |
26.39 |
1.0% |
65% |
False |
False |
5,365 |
| 20 |
2,684.45 |
2,549.18 |
135.27 |
5.1% |
29.20 |
1.1% |
73% |
False |
False |
5,313 |
| 40 |
2,684.45 |
2,474.08 |
210.37 |
7.9% |
27.92 |
1.1% |
83% |
False |
False |
5,326 |
| 60 |
2,684.45 |
2,354.48 |
329.97 |
12.5% |
30.92 |
1.2% |
89% |
False |
False |
5,252 |
| 80 |
2,684.45 |
2,295.86 |
388.59 |
14.7% |
30.81 |
1.2% |
91% |
False |
False |
5,258 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
15.0% |
31.29 |
1.2% |
91% |
False |
False |
5,249 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.2% |
31.13 |
1.2% |
91% |
False |
False |
5,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,754.87 |
|
2.618 |
2,720.60 |
|
1.618 |
2,699.60 |
|
1.000 |
2,686.62 |
|
0.618 |
2,678.60 |
|
HIGH |
2,665.62 |
|
0.618 |
2,657.60 |
|
0.500 |
2,655.12 |
|
0.382 |
2,652.64 |
|
LOW |
2,644.62 |
|
0.618 |
2,631.64 |
|
1.000 |
2,623.62 |
|
1.618 |
2,610.64 |
|
2.618 |
2,589.64 |
|
4.250 |
2,555.37 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.12 |
2,644.39 |
| PP |
2,652.92 |
2,640.26 |
| S1 |
2,650.73 |
2,636.12 |
|