| 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 |
2,661.4 |
2,674.0 |
12.6 |
0.5% |
2,648.7 |
| High |
2,661.4 |
2,674.0 |
12.6 |
0.5% |
2,658.1 |
| Low |
2,661.4 |
2,674.0 |
12.6 |
0.5% |
2,602.5 |
| Close |
2,661.4 |
2,674.0 |
12.6 |
0.5% |
2,657.6 |
| Range |
|
|
|
|
|
| ATR |
27.7 |
26.6 |
-1.1 |
-3.9% |
0.0 |
| Volume |
39 |
6 |
-33 |
-84.6% |
1,455 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.0 |
2,674.0 |
2,674.0 |
|
| R3 |
2,674.0 |
2,674.0 |
2,674.0 |
|
| R2 |
2,674.0 |
2,674.0 |
2,674.0 |
|
| R1 |
2,674.0 |
2,674.0 |
2,674.0 |
2,674.0 |
| PP |
2,674.0 |
2,674.0 |
2,674.0 |
2,674.0 |
| S1 |
2,674.0 |
2,674.0 |
2,674.0 |
2,674.0 |
| S2 |
2,674.0 |
2,674.0 |
2,674.0 |
|
| S3 |
2,674.0 |
2,674.0 |
2,674.0 |
|
| S4 |
2,674.0 |
2,674.0 |
2,674.0 |
|
|
| 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 |
2,674.0 |
2,602.5 |
71.5 |
2.7% |
10.6 |
0.4% |
100% |
True |
False |
83 |
| 10 |
2,674.0 |
2,602.5 |
71.5 |
2.7% |
15.1 |
0.6% |
100% |
True |
False |
200 |
| 20 |
2,683.9 |
2,552.1 |
131.8 |
4.9% |
23.8 |
0.9% |
92% |
False |
False |
4,304 |
| 40 |
2,683.9 |
2,479.8 |
204.1 |
7.6% |
27.4 |
1.0% |
95% |
False |
False |
5,791 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.5% |
32.2 |
1.2% |
97% |
False |
False |
8,204 |
| 80 |
2,683.9 |
2,327.5 |
356.4 |
13.3% |
32.3 |
1.2% |
97% |
False |
False |
7,990 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
32.6 |
1.2% |
97% |
False |
False |
6,806 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
33.2 |
1.2% |
97% |
False |
False |
5,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,674.0 |
|
2.618 |
2,674.0 |
|
1.618 |
2,674.0 |
|
1.000 |
2,674.0 |
|
0.618 |
2,674.0 |
|
HIGH |
2,674.0 |
|
0.618 |
2,674.0 |
|
0.500 |
2,674.0 |
|
0.382 |
2,674.0 |
|
LOW |
2,674.0 |
|
0.618 |
2,674.0 |
|
1.000 |
2,674.0 |
|
1.618 |
2,674.0 |
|
2.618 |
2,674.0 |
|
4.250 |
2,674.0 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,674.0 |
2,669.6 |
| PP |
2,674.0 |
2,665.3 |
| S1 |
2,674.0 |
2,660.9 |
|