| 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 |
2,679.5 |
2,690.4 |
10.9 |
0.4% |
2,671.7 |
| High |
2,702.5 |
2,712.7 |
10.2 |
0.4% |
2,679.2 |
| Low |
2,674.9 |
2,688.2 |
13.3 |
0.5% |
2,618.8 |
| Close |
2,691.3 |
2,707.5 |
16.2 |
0.6% |
2,676.3 |
| Range |
27.6 |
24.5 |
-3.1 |
-11.2% |
60.4 |
| ATR |
32.4 |
31.9 |
-0.6 |
-1.7% |
0.0 |
| Volume |
156,877 |
181,816 |
24,939 |
15.9% |
871,732 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,776.3 |
2,766.4 |
2,721.0 |
|
| R3 |
2,751.8 |
2,741.9 |
2,714.2 |
|
| R2 |
2,727.3 |
2,727.3 |
2,712.0 |
|
| R1 |
2,717.4 |
2,717.4 |
2,709.7 |
2,722.4 |
| PP |
2,702.8 |
2,702.8 |
2,702.8 |
2,705.3 |
| S1 |
2,692.9 |
2,692.9 |
2,705.3 |
2,697.9 |
| S2 |
2,678.3 |
2,678.3 |
2,703.0 |
|
| S3 |
2,653.8 |
2,668.4 |
2,700.8 |
|
| S4 |
2,629.3 |
2,643.9 |
2,694.0 |
|
|
| 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 |
2,712.7 |
2,645.3 |
67.4 |
2.5% |
28.3 |
1.0% |
92% |
True |
False |
158,243 |
| 10 |
2,712.7 |
2,618.8 |
93.9 |
3.5% |
30.2 |
1.1% |
94% |
True |
False |
168,700 |
| 20 |
2,712.7 |
2,608.7 |
104.0 |
3.8% |
31.1 |
1.1% |
95% |
True |
False |
176,440 |
| 40 |
2,712.7 |
2,502.7 |
210.0 |
7.8% |
31.8 |
1.2% |
98% |
True |
False |
177,284 |
| 60 |
2,712.7 |
2,398.2 |
314.5 |
11.6% |
35.2 |
1.3% |
98% |
True |
False |
178,970 |
| 80 |
2,712.7 |
2,350.5 |
362.2 |
13.4% |
34.9 |
1.3% |
99% |
True |
False |
146,320 |
| 100 |
2,712.7 |
2,349.8 |
362.9 |
13.4% |
34.8 |
1.3% |
99% |
True |
False |
117,859 |
| 120 |
2,712.7 |
2,349.8 |
362.9 |
13.4% |
35.1 |
1.3% |
99% |
True |
False |
98,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.8 |
|
2.618 |
2,776.8 |
|
1.618 |
2,752.3 |
|
1.000 |
2,737.2 |
|
0.618 |
2,727.8 |
|
HIGH |
2,712.7 |
|
0.618 |
2,703.3 |
|
0.500 |
2,700.5 |
|
0.382 |
2,697.6 |
|
LOW |
2,688.2 |
|
0.618 |
2,673.1 |
|
1.000 |
2,663.7 |
|
1.618 |
2,648.6 |
|
2.618 |
2,624.1 |
|
4.250 |
2,584.1 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,705.2 |
2,699.5 |
| PP |
2,702.8 |
2,691.5 |
| S1 |
2,700.5 |
2,683.6 |
|