| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,673.67 |
2,692.82 |
19.15 |
0.7% |
2,655.75 |
| High |
2,695.77 |
2,722.00 |
26.23 |
1.0% |
2,722.00 |
| Low |
2,673.42 |
2,692.49 |
19.07 |
0.7% |
2,639.35 |
| Close |
2,692.84 |
2,721.84 |
29.00 |
1.1% |
2,721.84 |
| Range |
22.35 |
29.51 |
7.16 |
32.0% |
82.65 |
| ATR |
27.55 |
27.69 |
0.14 |
0.5% |
0.00 |
| Volume |
5,395 |
5,375 |
-20 |
-0.4% |
26,829 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,800.64 |
2,790.75 |
2,738.07 |
|
| R3 |
2,771.13 |
2,761.24 |
2,729.96 |
|
| R2 |
2,741.62 |
2,741.62 |
2,727.25 |
|
| R1 |
2,731.73 |
2,731.73 |
2,724.55 |
2,736.68 |
| PP |
2,712.11 |
2,712.11 |
2,712.11 |
2,714.58 |
| S1 |
2,702.22 |
2,702.22 |
2,719.13 |
2,707.17 |
| S2 |
2,682.60 |
2,682.60 |
2,716.43 |
|
| S3 |
2,653.09 |
2,672.71 |
2,713.72 |
|
| S4 |
2,623.58 |
2,643.20 |
2,705.61 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.35 |
2,914.74 |
2,767.30 |
|
| R3 |
2,859.70 |
2,832.09 |
2,744.57 |
|
| R2 |
2,777.05 |
2,777.05 |
2,736.99 |
|
| R1 |
2,749.44 |
2,749.44 |
2,729.42 |
2,763.25 |
| PP |
2,694.40 |
2,694.40 |
2,694.40 |
2,701.30 |
| S1 |
2,666.79 |
2,666.79 |
2,714.26 |
2,680.60 |
| S2 |
2,611.75 |
2,611.75 |
2,706.69 |
|
| S3 |
2,529.10 |
2,584.14 |
2,699.11 |
|
| S4 |
2,446.45 |
2,501.49 |
2,676.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,722.00 |
2,639.35 |
82.65 |
3.0% |
25.31 |
0.9% |
100% |
True |
False |
5,365 |
| 10 |
2,722.00 |
2,606.62 |
115.38 |
4.2% |
26.41 |
1.0% |
100% |
True |
False |
5,352 |
| 20 |
2,722.00 |
2,606.62 |
115.38 |
4.2% |
26.90 |
1.0% |
100% |
True |
False |
5,321 |
| 40 |
2,722.00 |
2,474.08 |
247.92 |
9.1% |
27.73 |
1.0% |
100% |
True |
False |
5,343 |
| 60 |
2,722.00 |
2,358.18 |
363.82 |
13.4% |
30.56 |
1.1% |
100% |
True |
False |
5,268 |
| 80 |
2,722.00 |
2,297.52 |
424.48 |
15.6% |
30.75 |
1.1% |
100% |
True |
False |
5,261 |
| 100 |
2,722.00 |
2,287.64 |
434.36 |
16.0% |
30.92 |
1.1% |
100% |
True |
False |
5,260 |
| 120 |
2,722.00 |
2,281.97 |
440.03 |
16.2% |
31.21 |
1.1% |
100% |
True |
False |
5,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,847.42 |
|
2.618 |
2,799.26 |
|
1.618 |
2,769.75 |
|
1.000 |
2,751.51 |
|
0.618 |
2,740.24 |
|
HIGH |
2,722.00 |
|
0.618 |
2,710.73 |
|
0.500 |
2,707.25 |
|
0.382 |
2,703.76 |
|
LOW |
2,692.49 |
|
0.618 |
2,674.25 |
|
1.000 |
2,662.98 |
|
1.618 |
2,644.74 |
|
2.618 |
2,615.23 |
|
4.250 |
2,567.07 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.98 |
2,711.43 |
| PP |
2,712.11 |
2,701.01 |
| S1 |
2,707.25 |
2,690.60 |
|