| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,673.1 |
2,663.5 |
-9.6 |
-0.4% |
2,671.7 |
| High |
2,684.2 |
2,685.9 |
1.7 |
0.1% |
2,679.2 |
| Low |
2,660.0 |
2,654.4 |
-5.6 |
-0.2% |
2,618.8 |
| Close |
2,665.6 |
2,678.9 |
13.3 |
0.5% |
2,676.3 |
| Range |
24.2 |
31.5 |
7.3 |
30.2% |
60.4 |
| ATR |
32.9 |
32.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
123,361 |
160,564 |
37,203 |
30.2% |
871,732 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.6 |
2,754.7 |
2,696.2 |
|
| R3 |
2,736.1 |
2,723.2 |
2,687.6 |
|
| R2 |
2,704.6 |
2,704.6 |
2,684.7 |
|
| R1 |
2,691.7 |
2,691.7 |
2,681.8 |
2,698.2 |
| PP |
2,673.1 |
2,673.1 |
2,673.1 |
2,676.3 |
| S1 |
2,660.2 |
2,660.2 |
2,676.0 |
2,666.7 |
| S2 |
2,641.6 |
2,641.6 |
2,673.1 |
|
| S3 |
2,610.1 |
2,628.7 |
2,670.2 |
|
| S4 |
2,578.6 |
2,597.2 |
2,661.6 |
|
|
| 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 |
2,685.9 |
2,618.8 |
67.1 |
2.5% |
27.9 |
1.0% |
90% |
True |
False |
158,220 |
| 10 |
2,690.6 |
2,618.8 |
71.8 |
2.7% |
29.8 |
1.1% |
84% |
False |
False |
161,554 |
| 20 |
2,708.7 |
2,572.5 |
136.2 |
5.1% |
33.5 |
1.3% |
78% |
False |
False |
181,386 |
| 40 |
2,708.7 |
2,502.7 |
206.0 |
7.7% |
32.1 |
1.2% |
86% |
False |
False |
177,319 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.6% |
35.3 |
1.3% |
90% |
False |
False |
176,063 |
| 80 |
2,708.7 |
2,350.5 |
358.2 |
13.4% |
34.7 |
1.3% |
92% |
False |
False |
142,219 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.4% |
35.0 |
1.3% |
92% |
False |
False |
114,571 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.4% |
35.2 |
1.3% |
92% |
False |
False |
95,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,819.8 |
|
2.618 |
2,768.4 |
|
1.618 |
2,736.9 |
|
1.000 |
2,717.4 |
|
0.618 |
2,705.4 |
|
HIGH |
2,685.9 |
|
0.618 |
2,673.9 |
|
0.500 |
2,670.2 |
|
0.382 |
2,666.4 |
|
LOW |
2,654.4 |
|
0.618 |
2,634.9 |
|
1.000 |
2,622.9 |
|
1.618 |
2,603.4 |
|
2.618 |
2,571.9 |
|
4.250 |
2,520.5 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,676.0 |
2,674.5 |
| PP |
2,673.1 |
2,670.0 |
| S1 |
2,670.2 |
2,665.6 |
|