| 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 |
2,625.8 |
2,647.4 |
21.6 |
0.8% |
2,671.7 |
| High |
2,648.9 |
2,679.0 |
30.1 |
1.1% |
2,679.2 |
| Low |
2,618.8 |
2,645.3 |
26.5 |
1.0% |
2,618.8 |
| Close |
2,639.3 |
2,676.3 |
37.0 |
1.4% |
2,676.3 |
| Range |
30.1 |
33.7 |
3.6 |
12.0% |
60.4 |
| ATR |
33.1 |
33.6 |
0.5 |
1.4% |
0.0 |
| Volume |
195,581 |
168,597 |
-26,984 |
-13.8% |
871,732 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.0 |
2,755.8 |
2,694.8 |
|
| R3 |
2,734.3 |
2,722.1 |
2,685.6 |
|
| R2 |
2,700.6 |
2,700.6 |
2,682.5 |
|
| R1 |
2,688.4 |
2,688.4 |
2,679.4 |
2,694.5 |
| PP |
2,666.9 |
2,666.9 |
2,666.9 |
2,669.9 |
| S1 |
2,654.7 |
2,654.7 |
2,673.2 |
2,660.8 |
| S2 |
2,633.2 |
2,633.2 |
2,670.1 |
|
| S3 |
2,599.5 |
2,621.0 |
2,667.0 |
|
| S4 |
2,565.8 |
2,587.3 |
2,657.8 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.3 |
2,818.2 |
2,709.5 |
|
| R3 |
2,778.9 |
2,757.8 |
2,692.9 |
|
| R2 |
2,718.5 |
2,718.5 |
2,687.4 |
|
| R1 |
2,697.4 |
2,697.4 |
2,681.8 |
2,708.0 |
| PP |
2,658.1 |
2,658.1 |
2,658.1 |
2,663.4 |
| S1 |
2,637.0 |
2,637.0 |
2,670.8 |
2,647.6 |
| S2 |
2,597.7 |
2,597.7 |
2,665.2 |
|
| S3 |
2,537.3 |
2,576.6 |
2,659.7 |
|
| S4 |
2,476.9 |
2,516.2 |
2,643.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,679.2 |
2,618.8 |
60.4 |
2.3% |
31.0 |
1.2% |
95% |
False |
False |
174,346 |
| 10 |
2,694.7 |
2,618.8 |
75.9 |
2.8% |
32.5 |
1.2% |
76% |
False |
False |
170,762 |
| 20 |
2,708.7 |
2,572.5 |
136.2 |
5.1% |
32.8 |
1.2% |
76% |
False |
False |
181,545 |
| 40 |
2,708.7 |
2,488.2 |
220.5 |
8.2% |
32.9 |
1.2% |
85% |
False |
False |
179,719 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.6% |
35.8 |
1.3% |
90% |
False |
False |
173,177 |
| 80 |
2,708.7 |
2,350.5 |
358.2 |
13.4% |
35.2 |
1.3% |
91% |
False |
False |
138,790 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.4% |
35.3 |
1.3% |
91% |
False |
False |
111,799 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.4% |
35.3 |
1.3% |
91% |
False |
False |
93,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,822.2 |
|
2.618 |
2,767.2 |
|
1.618 |
2,733.5 |
|
1.000 |
2,712.7 |
|
0.618 |
2,699.8 |
|
HIGH |
2,679.0 |
|
0.618 |
2,666.1 |
|
0.500 |
2,662.2 |
|
0.382 |
2,658.2 |
|
LOW |
2,645.3 |
|
0.618 |
2,624.5 |
|
1.000 |
2,611.6 |
|
1.618 |
2,590.8 |
|
2.618 |
2,557.1 |
|
4.250 |
2,502.1 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.6 |
2,667.2 |
| PP |
2,666.9 |
2,658.0 |
| S1 |
2,662.2 |
2,648.9 |
|