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 |
5,010.0 |
5,002.0 |
-8.0 |
-0.2% |
5,002.0 |
High |
5,017.0 |
5,030.0 |
13.0 |
0.3% |
5,030.0 |
Low |
4,970.0 |
4,973.0 |
3.0 |
0.1% |
4,931.0 |
Close |
4,991.0 |
5,024.0 |
33.0 |
0.7% |
5,024.0 |
Range |
47.0 |
57.0 |
10.0 |
21.3% |
99.0 |
ATR |
65.5 |
64.9 |
-0.6 |
-0.9% |
0.0 |
Volume |
506,892 |
431,596 |
-75,296 |
-14.9% |
2,443,693 |
|
Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,180.0 |
5,159.0 |
5,055.4 |
|
R3 |
5,123.0 |
5,102.0 |
5,039.7 |
|
R2 |
5,066.0 |
5,066.0 |
5,034.5 |
|
R1 |
5,045.0 |
5,045.0 |
5,029.2 |
5,055.5 |
PP |
5,009.0 |
5,009.0 |
5,009.0 |
5,014.3 |
S1 |
4,988.0 |
4,988.0 |
5,018.8 |
4,998.5 |
S2 |
4,952.0 |
4,952.0 |
5,013.6 |
|
S3 |
4,895.0 |
4,931.0 |
5,008.3 |
|
S4 |
4,838.0 |
4,874.0 |
4,992.7 |
|
|
Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,292.0 |
5,257.0 |
5,078.5 |
|
R3 |
5,193.0 |
5,158.0 |
5,051.2 |
|
R2 |
5,094.0 |
5,094.0 |
5,042.2 |
|
R1 |
5,059.0 |
5,059.0 |
5,033.1 |
5,076.5 |
PP |
4,995.0 |
4,995.0 |
4,995.0 |
5,003.8 |
S1 |
4,960.0 |
4,960.0 |
5,014.9 |
4,977.5 |
S2 |
4,896.0 |
4,896.0 |
5,005.9 |
|
S3 |
4,797.0 |
4,861.0 |
4,996.8 |
|
S4 |
4,698.0 |
4,762.0 |
4,969.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,030.0 |
4,931.0 |
99.0 |
2.0% |
57.4 |
1.1% |
94% |
True |
False |
488,738 |
10 |
5,106.0 |
4,929.0 |
177.0 |
3.5% |
64.4 |
1.3% |
54% |
False |
False |
602,405 |
20 |
5,106.0 |
4,850.0 |
256.0 |
5.1% |
64.0 |
1.3% |
68% |
False |
False |
697,737 |
40 |
5,106.0 |
4,757.0 |
349.0 |
6.9% |
58.8 |
1.2% |
77% |
False |
False |
367,410 |
60 |
5,106.0 |
4,525.0 |
581.0 |
11.6% |
60.7 |
1.2% |
86% |
False |
False |
245,233 |
80 |
5,114.0 |
4,525.0 |
589.0 |
11.7% |
54.9 |
1.1% |
85% |
False |
False |
184,000 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.6% |
47.1 |
0.9% |
64% |
False |
False |
147,233 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.6% |
39.3 |
0.8% |
64% |
False |
False |
122,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,272.3 |
2.618 |
5,179.2 |
1.618 |
5,122.2 |
1.000 |
5,087.0 |
0.618 |
5,065.2 |
HIGH |
5,030.0 |
0.618 |
5,008.2 |
0.500 |
5,001.5 |
0.382 |
4,994.8 |
LOW |
4,973.0 |
0.618 |
4,937.8 |
1.000 |
4,916.0 |
1.618 |
4,880.8 |
2.618 |
4,823.8 |
4.250 |
4,730.8 |
|
|
Fisher Pivots for day following 11-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,016.5 |
5,013.0 |
PP |
5,009.0 |
5,002.0 |
S1 |
5,001.5 |
4,991.0 |
|