| 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 |
2,662.89 |
2,673.67 |
10.78 |
0.4% |
2,650.60 |
| High |
2,683.94 |
2,695.77 |
11.83 |
0.4% |
2,660.50 |
| Low |
2,659.20 |
2,673.42 |
14.22 |
0.5% |
2,606.62 |
| Close |
2,673.68 |
2,692.84 |
19.16 |
0.7% |
2,656.81 |
| Range |
24.74 |
22.35 |
-2.39 |
-9.7% |
53.88 |
| ATR |
27.95 |
27.55 |
-0.40 |
-1.4% |
0.00 |
| Volume |
5,424 |
5,395 |
-29 |
-0.5% |
26,695 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.39 |
2,745.97 |
2,705.13 |
|
| R3 |
2,732.04 |
2,723.62 |
2,698.99 |
|
| R2 |
2,709.69 |
2,709.69 |
2,696.94 |
|
| R1 |
2,701.27 |
2,701.27 |
2,694.89 |
2,705.48 |
| PP |
2,687.34 |
2,687.34 |
2,687.34 |
2,689.45 |
| S1 |
2,678.92 |
2,678.92 |
2,690.79 |
2,683.13 |
| S2 |
2,664.99 |
2,664.99 |
2,688.74 |
|
| S3 |
2,642.64 |
2,656.57 |
2,686.69 |
|
| S4 |
2,620.29 |
2,634.22 |
2,680.55 |
|
|
| 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 |
2,695.77 |
2,628.36 |
67.41 |
2.5% |
25.83 |
1.0% |
96% |
True |
False |
5,388 |
| 10 |
2,695.77 |
2,606.62 |
89.15 |
3.3% |
26.49 |
1.0% |
97% |
True |
False |
5,359 |
| 20 |
2,695.77 |
2,585.65 |
110.12 |
4.1% |
27.40 |
1.0% |
97% |
True |
False |
5,320 |
| 40 |
2,695.77 |
2,474.08 |
221.69 |
8.2% |
27.99 |
1.0% |
99% |
True |
False |
5,339 |
| 60 |
2,695.77 |
2,354.48 |
341.29 |
12.7% |
30.84 |
1.1% |
99% |
True |
False |
5,259 |
| 80 |
2,695.77 |
2,295.86 |
399.91 |
14.9% |
30.69 |
1.1% |
99% |
True |
False |
5,260 |
| 100 |
2,695.77 |
2,287.64 |
408.13 |
15.2% |
30.84 |
1.1% |
99% |
True |
False |
5,259 |
| 120 |
2,695.77 |
2,281.97 |
413.80 |
15.4% |
31.14 |
1.2% |
99% |
True |
False |
5,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,790.76 |
|
2.618 |
2,754.28 |
|
1.618 |
2,731.93 |
|
1.000 |
2,718.12 |
|
0.618 |
2,709.58 |
|
HIGH |
2,695.77 |
|
0.618 |
2,687.23 |
|
0.500 |
2,684.60 |
|
0.382 |
2,681.96 |
|
LOW |
2,673.42 |
|
0.618 |
2,659.61 |
|
1.000 |
2,651.07 |
|
1.618 |
2,637.26 |
|
2.618 |
2,614.91 |
|
4.250 |
2,578.43 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,690.09 |
2,684.41 |
| PP |
2,687.34 |
2,675.99 |
| S1 |
2,684.60 |
2,667.56 |
|