| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,602.5 |
2,638.3 |
35.8 |
1.4% |
2,648.7 |
| High |
2,628.3 |
2,658.1 |
29.8 |
1.1% |
2,658.1 |
| Low |
2,602.5 |
2,638.2 |
35.7 |
1.4% |
2,602.5 |
| Close |
2,620.6 |
2,657.6 |
37.0 |
1.4% |
2,657.6 |
| Range |
25.8 |
19.9 |
-5.9 |
-22.9% |
55.6 |
| ATR |
29.7 |
30.2 |
0.6 |
1.9% |
0.0 |
| Volume |
320 |
12 |
-308 |
-96.3% |
1,455 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,711.0 |
2,704.2 |
2,668.5 |
|
| R3 |
2,691.1 |
2,684.3 |
2,663.1 |
|
| R2 |
2,671.2 |
2,671.2 |
2,661.2 |
|
| R1 |
2,664.4 |
2,664.4 |
2,659.4 |
2,667.8 |
| PP |
2,651.3 |
2,651.3 |
2,651.3 |
2,653.0 |
| S1 |
2,644.5 |
2,644.5 |
2,655.8 |
2,647.9 |
| S2 |
2,631.4 |
2,631.4 |
2,654.0 |
|
| S3 |
2,611.5 |
2,624.6 |
2,652.1 |
|
| S4 |
2,591.6 |
2,604.7 |
2,646.7 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.2 |
2,787.5 |
2,688.2 |
|
| R3 |
2,750.6 |
2,731.9 |
2,672.9 |
|
| R2 |
2,695.0 |
2,695.0 |
2,667.8 |
|
| R1 |
2,676.3 |
2,676.3 |
2,662.7 |
2,685.7 |
| PP |
2,639.4 |
2,639.4 |
2,639.4 |
2,644.1 |
| S1 |
2,620.7 |
2,620.7 |
2,652.5 |
2,630.1 |
| S2 |
2,583.8 |
2,583.8 |
2,647.4 |
|
| S3 |
2,528.2 |
2,565.1 |
2,642.3 |
|
| S4 |
2,472.6 |
2,509.5 |
2,627.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,658.1 |
2,602.5 |
55.6 |
2.1% |
19.7 |
0.7% |
99% |
True |
False |
291 |
| 10 |
2,670.9 |
2,602.5 |
68.4 |
2.6% |
23.9 |
0.9% |
81% |
False |
False |
312 |
| 20 |
2,683.9 |
2,549.4 |
134.5 |
5.1% |
28.2 |
1.1% |
80% |
False |
False |
5,409 |
| 40 |
2,683.9 |
2,465.6 |
218.3 |
8.2% |
30.2 |
1.1% |
88% |
False |
False |
6,556 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.6% |
33.8 |
1.3% |
91% |
False |
False |
8,792 |
| 80 |
2,683.9 |
2,327.5 |
356.4 |
13.4% |
33.6 |
1.3% |
93% |
False |
False |
8,062 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
33.9 |
1.3% |
93% |
False |
False |
6,879 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
34.0 |
1.3% |
93% |
False |
False |
5,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,742.7 |
|
2.618 |
2,710.2 |
|
1.618 |
2,690.3 |
|
1.000 |
2,678.0 |
|
0.618 |
2,670.4 |
|
HIGH |
2,658.1 |
|
0.618 |
2,650.5 |
|
0.500 |
2,648.2 |
|
0.382 |
2,645.8 |
|
LOW |
2,638.2 |
|
0.618 |
2,625.9 |
|
1.000 |
2,618.3 |
|
1.618 |
2,606.0 |
|
2.618 |
2,586.1 |
|
4.250 |
2,553.6 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,654.5 |
2,648.5 |
| PP |
2,651.3 |
2,639.4 |
| S1 |
2,648.2 |
2,630.3 |
|