| 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 |
2,648.63 |
2,662.89 |
14.26 |
0.5% |
2,650.60 |
| High |
2,668.28 |
2,683.94 |
15.66 |
0.6% |
2,660.50 |
| Low |
2,639.35 |
2,659.20 |
19.85 |
0.8% |
2,606.62 |
| Close |
2,662.83 |
2,673.68 |
10.85 |
0.4% |
2,656.81 |
| Range |
28.93 |
24.74 |
-4.19 |
-14.5% |
53.88 |
| ATR |
28.19 |
27.95 |
-0.25 |
-0.9% |
0.00 |
| Volume |
5,359 |
5,424 |
65 |
1.2% |
26,695 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.49 |
2,734.83 |
2,687.29 |
|
| R3 |
2,721.75 |
2,710.09 |
2,680.48 |
|
| R2 |
2,697.01 |
2,697.01 |
2,678.22 |
|
| R1 |
2,685.35 |
2,685.35 |
2,675.95 |
2,691.18 |
| PP |
2,672.27 |
2,672.27 |
2,672.27 |
2,675.19 |
| S1 |
2,660.61 |
2,660.61 |
2,671.41 |
2,666.44 |
| S2 |
2,647.53 |
2,647.53 |
2,669.14 |
|
| S3 |
2,622.79 |
2,635.87 |
2,666.88 |
|
| S4 |
2,598.05 |
2,611.13 |
2,660.07 |
|
|
| 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 |
2,683.94 |
2,606.62 |
77.32 |
2.9% |
26.27 |
1.0% |
87% |
True |
False |
5,391 |
| 10 |
2,683.94 |
2,606.62 |
77.32 |
2.9% |
26.11 |
1.0% |
87% |
True |
False |
5,362 |
| 20 |
2,684.45 |
2,552.80 |
131.65 |
4.9% |
28.28 |
1.1% |
92% |
False |
False |
5,311 |
| 40 |
2,684.45 |
2,474.08 |
210.37 |
7.9% |
27.98 |
1.0% |
95% |
False |
False |
5,337 |
| 60 |
2,684.45 |
2,354.48 |
329.97 |
12.3% |
31.02 |
1.2% |
97% |
False |
False |
5,256 |
| 80 |
2,684.45 |
2,295.86 |
388.59 |
14.5% |
30.66 |
1.1% |
97% |
False |
False |
5,260 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
14.8% |
30.79 |
1.2% |
97% |
False |
False |
5,257 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.1% |
31.15 |
1.2% |
97% |
False |
False |
5,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.09 |
|
2.618 |
2,748.71 |
|
1.618 |
2,723.97 |
|
1.000 |
2,708.68 |
|
0.618 |
2,699.23 |
|
HIGH |
2,683.94 |
|
0.618 |
2,674.49 |
|
0.500 |
2,671.57 |
|
0.382 |
2,668.65 |
|
LOW |
2,659.20 |
|
0.618 |
2,643.91 |
|
1.000 |
2,634.46 |
|
1.618 |
2,619.17 |
|
2.618 |
2,594.43 |
|
4.250 |
2,554.06 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,672.98 |
2,669.67 |
| PP |
2,672.27 |
2,665.66 |
| S1 |
2,671.57 |
2,661.65 |
|