| 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 |
2,655.75 |
2,648.63 |
-7.12 |
-0.3% |
2,650.60 |
| High |
2,665.62 |
2,668.28 |
2.66 |
0.1% |
2,660.50 |
| Low |
2,644.62 |
2,639.35 |
-5.27 |
-0.2% |
2,606.62 |
| Close |
2,648.53 |
2,662.83 |
14.30 |
0.5% |
2,656.81 |
| Range |
21.00 |
28.93 |
7.93 |
37.8% |
53.88 |
| ATR |
28.14 |
28.19 |
0.06 |
0.2% |
0.00 |
| Volume |
5,276 |
5,359 |
83 |
1.6% |
26,695 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,743.61 |
2,732.15 |
2,678.74 |
|
| R3 |
2,714.68 |
2,703.22 |
2,670.79 |
|
| R2 |
2,685.75 |
2,685.75 |
2,668.13 |
|
| R1 |
2,674.29 |
2,674.29 |
2,665.48 |
2,680.02 |
| PP |
2,656.82 |
2,656.82 |
2,656.82 |
2,659.69 |
| S1 |
2,645.36 |
2,645.36 |
2,660.18 |
2,651.09 |
| S2 |
2,627.89 |
2,627.89 |
2,657.53 |
|
| S3 |
2,598.96 |
2,616.43 |
2,654.87 |
|
| S4 |
2,570.03 |
2,587.50 |
2,646.92 |
|
|
| 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 |
2,668.28 |
2,606.62 |
61.66 |
2.3% |
24.64 |
0.9% |
91% |
True |
False |
5,386 |
| 10 |
2,668.28 |
2,606.62 |
61.66 |
2.3% |
25.57 |
1.0% |
91% |
True |
False |
5,365 |
| 20 |
2,684.45 |
2,549.18 |
135.27 |
5.1% |
29.46 |
1.1% |
84% |
False |
False |
5,309 |
| 40 |
2,684.45 |
2,474.08 |
210.37 |
7.9% |
28.14 |
1.1% |
90% |
False |
False |
5,332 |
| 60 |
2,684.45 |
2,354.48 |
329.97 |
12.4% |
30.97 |
1.2% |
93% |
False |
False |
5,255 |
| 80 |
2,684.45 |
2,295.86 |
388.59 |
14.6% |
30.55 |
1.1% |
94% |
False |
False |
5,258 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
14.9% |
31.10 |
1.2% |
95% |
False |
False |
5,252 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.1% |
31.20 |
1.2% |
95% |
False |
False |
5,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,791.23 |
|
2.618 |
2,744.02 |
|
1.618 |
2,715.09 |
|
1.000 |
2,697.21 |
|
0.618 |
2,686.16 |
|
HIGH |
2,668.28 |
|
0.618 |
2,657.23 |
|
0.500 |
2,653.82 |
|
0.382 |
2,650.40 |
|
LOW |
2,639.35 |
|
0.618 |
2,621.47 |
|
1.000 |
2,610.42 |
|
1.618 |
2,592.54 |
|
2.618 |
2,563.61 |
|
4.250 |
2,516.40 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.83 |
2,657.99 |
| PP |
2,656.82 |
2,653.16 |
| S1 |
2,653.82 |
2,648.32 |
|