| 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 |
2,674.0 |
2,677.4 |
3.4 |
0.1% |
2,648.7 |
| High |
2,674.0 |
2,691.7 |
17.7 |
0.7% |
2,658.1 |
| Low |
2,674.0 |
2,677.2 |
3.2 |
0.1% |
2,602.5 |
| Close |
2,674.0 |
2,691.0 |
17.0 |
0.6% |
2,657.6 |
| Range |
0.0 |
14.5 |
14.5 |
|
55.6 |
| ATR |
26.6 |
26.0 |
-0.6 |
-2.4% |
0.0 |
| Volume |
6 |
30 |
24 |
400.0% |
1,455 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.1 |
2,725.1 |
2,699.0 |
|
| R3 |
2,715.6 |
2,710.6 |
2,695.0 |
|
| R2 |
2,701.1 |
2,701.1 |
2,693.7 |
|
| R1 |
2,696.1 |
2,696.1 |
2,692.3 |
2,698.6 |
| PP |
2,686.6 |
2,686.6 |
2,686.6 |
2,687.9 |
| S1 |
2,681.6 |
2,681.6 |
2,689.7 |
2,684.1 |
| S2 |
2,672.1 |
2,672.1 |
2,688.3 |
|
| S3 |
2,657.6 |
2,667.1 |
2,687.0 |
|
| S4 |
2,643.1 |
2,652.6 |
2,683.0 |
|
|
| 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 |
2,691.7 |
2,638.2 |
53.5 |
2.0% |
8.4 |
0.3% |
99% |
True |
False |
25 |
| 10 |
2,691.7 |
2,602.5 |
89.2 |
3.3% |
14.9 |
0.6% |
99% |
True |
False |
168 |
| 20 |
2,691.7 |
2,585.4 |
106.3 |
4.0% |
22.3 |
0.8% |
99% |
True |
False |
3,875 |
| 40 |
2,691.7 |
2,479.8 |
211.9 |
7.9% |
27.1 |
1.0% |
100% |
True |
False |
5,649 |
| 60 |
2,691.7 |
2,375.1 |
316.6 |
11.8% |
31.8 |
1.2% |
100% |
True |
False |
7,978 |
| 80 |
2,691.7 |
2,327.5 |
364.2 |
13.5% |
32.2 |
1.2% |
100% |
True |
False |
7,968 |
| 100 |
2,691.7 |
2,326.9 |
364.8 |
13.6% |
32.6 |
1.2% |
100% |
True |
False |
6,789 |
| 120 |
2,691.7 |
2,326.9 |
364.8 |
13.6% |
33.1 |
1.2% |
100% |
True |
False |
5,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,753.3 |
|
2.618 |
2,729.7 |
|
1.618 |
2,715.2 |
|
1.000 |
2,706.2 |
|
0.618 |
2,700.7 |
|
HIGH |
2,691.7 |
|
0.618 |
2,686.2 |
|
0.500 |
2,684.5 |
|
0.382 |
2,682.7 |
|
LOW |
2,677.2 |
|
0.618 |
2,668.2 |
|
1.000 |
2,662.7 |
|
1.618 |
2,653.7 |
|
2.618 |
2,639.2 |
|
4.250 |
2,615.6 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,688.8 |
2,686.2 |
| PP |
2,686.6 |
2,681.4 |
| S1 |
2,684.5 |
2,676.6 |
|