Trading Metrics calculated at close of trading on 14-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
5,002.0 |
5,018.0 |
16.0 |
0.3% |
5,002.0 |
High |
5,030.0 |
5,076.0 |
46.0 |
0.9% |
5,030.0 |
Low |
4,973.0 |
5,012.0 |
39.0 |
0.8% |
4,931.0 |
Close |
5,024.0 |
5,060.0 |
36.0 |
0.7% |
5,024.0 |
Range |
57.0 |
64.0 |
7.0 |
12.3% |
99.0 |
ATR |
64.9 |
64.8 |
-0.1 |
-0.1% |
0.0 |
Volume |
431,596 |
470,626 |
39,030 |
9.0% |
2,443,693 |
|
Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,241.3 |
5,214.7 |
5,095.2 |
|
R3 |
5,177.3 |
5,150.7 |
5,077.6 |
|
R2 |
5,113.3 |
5,113.3 |
5,071.7 |
|
R1 |
5,086.7 |
5,086.7 |
5,065.9 |
5,100.0 |
PP |
5,049.3 |
5,049.3 |
5,049.3 |
5,056.0 |
S1 |
5,022.7 |
5,022.7 |
5,054.1 |
5,036.0 |
S2 |
4,985.3 |
4,985.3 |
5,048.3 |
|
S3 |
4,921.3 |
4,958.7 |
5,042.4 |
|
S4 |
4,857.3 |
4,894.7 |
5,024.8 |
|
|
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 |
5,076.0 |
4,931.0 |
145.0 |
2.9% |
58.0 |
1.1% |
89% |
True |
False |
485,156 |
10 |
5,076.0 |
4,929.0 |
147.0 |
2.9% |
62.0 |
1.2% |
89% |
True |
False |
571,149 |
20 |
5,106.0 |
4,858.0 |
248.0 |
4.9% |
65.4 |
1.3% |
81% |
False |
False |
663,938 |
40 |
5,106.0 |
4,757.0 |
349.0 |
6.9% |
59.6 |
1.2% |
87% |
False |
False |
379,163 |
60 |
5,106.0 |
4,525.0 |
581.0 |
11.5% |
60.9 |
1.2% |
92% |
False |
False |
253,076 |
80 |
5,114.0 |
4,525.0 |
589.0 |
11.6% |
55.3 |
1.1% |
91% |
False |
False |
189,852 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.5% |
47.4 |
0.9% |
68% |
False |
False |
151,939 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.5% |
39.8 |
0.8% |
68% |
False |
False |
126,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,348.0 |
2.618 |
5,243.6 |
1.618 |
5,179.6 |
1.000 |
5,140.0 |
0.618 |
5,115.6 |
HIGH |
5,076.0 |
0.618 |
5,051.6 |
0.500 |
5,044.0 |
0.382 |
5,036.4 |
LOW |
5,012.0 |
0.618 |
4,972.4 |
1.000 |
4,948.0 |
1.618 |
4,908.4 |
2.618 |
4,844.4 |
4.250 |
4,740.0 |
|
|
Fisher Pivots for day following 14-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,054.7 |
5,047.7 |
PP |
5,049.3 |
5,035.3 |
S1 |
5,044.0 |
5,023.0 |
|