| 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 |
2,677.4 |
2,719.6 |
42.2 |
1.6% |
2,655.0 |
| High |
2,691.7 |
2,719.6 |
27.9 |
1.0% |
2,719.6 |
| Low |
2,677.2 |
2,713.7 |
36.5 |
1.4% |
2,647.8 |
| Close |
2,691.0 |
2,713.7 |
22.7 |
0.8% |
2,713.7 |
| Range |
14.5 |
5.9 |
-8.6 |
-59.3% |
71.8 |
| ATR |
26.0 |
26.2 |
0.2 |
0.7% |
0.0 |
| Volume |
30 |
29 |
-1 |
-3.3% |
144 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.4 |
2,729.4 |
2,716.9 |
|
| R3 |
2,727.5 |
2,723.5 |
2,715.3 |
|
| R2 |
2,721.6 |
2,721.6 |
2,714.8 |
|
| R1 |
2,717.6 |
2,717.6 |
2,714.2 |
2,716.7 |
| PP |
2,715.7 |
2,715.7 |
2,715.7 |
2,715.2 |
| S1 |
2,711.7 |
2,711.7 |
2,713.2 |
2,710.8 |
| S2 |
2,709.8 |
2,709.8 |
2,712.6 |
|
| S3 |
2,703.9 |
2,705.8 |
2,712.1 |
|
| S4 |
2,698.0 |
2,699.9 |
2,710.5 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.1 |
2,883.2 |
2,753.2 |
|
| R3 |
2,837.3 |
2,811.4 |
2,733.4 |
|
| R2 |
2,765.5 |
2,765.5 |
2,726.9 |
|
| R1 |
2,739.6 |
2,739.6 |
2,720.3 |
2,752.6 |
| PP |
2,693.7 |
2,693.7 |
2,693.7 |
2,700.2 |
| S1 |
2,667.8 |
2,667.8 |
2,707.1 |
2,680.8 |
| S2 |
2,621.9 |
2,621.9 |
2,700.5 |
|
| S3 |
2,550.1 |
2,596.0 |
2,694.0 |
|
| S4 |
2,478.3 |
2,524.2 |
2,674.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,719.6 |
2,647.8 |
71.8 |
2.6% |
5.6 |
0.2% |
92% |
True |
False |
28 |
| 10 |
2,719.6 |
2,602.5 |
117.1 |
4.3% |
12.6 |
0.5% |
95% |
True |
False |
159 |
| 20 |
2,719.6 |
2,602.5 |
117.1 |
4.3% |
20.5 |
0.8% |
95% |
True |
False |
3,412 |
| 40 |
2,719.6 |
2,479.8 |
239.8 |
8.8% |
26.1 |
1.0% |
98% |
True |
False |
5,457 |
| 60 |
2,719.6 |
2,378.0 |
341.6 |
12.6% |
31.1 |
1.1% |
98% |
True |
False |
7,509 |
| 80 |
2,719.6 |
2,330.0 |
389.6 |
14.4% |
31.9 |
1.2% |
98% |
True |
False |
7,921 |
| 100 |
2,719.6 |
2,326.9 |
392.7 |
14.5% |
32.4 |
1.2% |
98% |
True |
False |
6,761 |
| 120 |
2,719.6 |
2,326.9 |
392.7 |
14.5% |
32.9 |
1.2% |
98% |
True |
False |
5,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,744.7 |
|
2.618 |
2,735.0 |
|
1.618 |
2,729.1 |
|
1.000 |
2,725.5 |
|
0.618 |
2,723.2 |
|
HIGH |
2,719.6 |
|
0.618 |
2,717.3 |
|
0.500 |
2,716.7 |
|
0.382 |
2,716.0 |
|
LOW |
2,713.7 |
|
0.618 |
2,710.1 |
|
1.000 |
2,707.8 |
|
1.618 |
2,704.2 |
|
2.618 |
2,698.3 |
|
4.250 |
2,688.6 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.7 |
2,708.1 |
| PP |
2,715.7 |
2,702.4 |
| S1 |
2,714.7 |
2,696.8 |
|