| 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 |
5,018.0 |
5,073.0 |
55.0 |
1.1% |
5,002.0 |
| High |
5,076.0 |
5,084.0 |
8.0 |
0.2% |
5,030.0 |
| Low |
5,012.0 |
4,935.0 |
-77.0 |
-1.5% |
4,931.0 |
| Close |
5,060.0 |
4,977.0 |
-83.0 |
-1.6% |
5,024.0 |
| Range |
64.0 |
149.0 |
85.0 |
132.8% |
99.0 |
| ATR |
64.8 |
70.8 |
6.0 |
9.3% |
0.0 |
| Volume |
470,626 |
912,591 |
441,965 |
93.9% |
2,443,693 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,445.7 |
5,360.3 |
5,059.0 |
|
| R3 |
5,296.7 |
5,211.3 |
5,018.0 |
|
| R2 |
5,147.7 |
5,147.7 |
5,004.3 |
|
| R1 |
5,062.3 |
5,062.3 |
4,990.7 |
5,030.5 |
| PP |
4,998.7 |
4,998.7 |
4,998.7 |
4,982.8 |
| S1 |
4,913.3 |
4,913.3 |
4,963.3 |
4,881.5 |
| S2 |
4,849.7 |
4,849.7 |
4,949.7 |
|
| S3 |
4,700.7 |
4,764.3 |
4,936.0 |
|
| S4 |
4,551.7 |
4,615.3 |
4,895.1 |
|
|
| 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 |
5,084.0 |
4,935.0 |
149.0 |
3.0% |
76.2 |
1.5% |
28% |
True |
True |
560,880 |
| 10 |
5,084.0 |
4,929.0 |
155.0 |
3.1% |
67.7 |
1.4% |
31% |
True |
False |
576,666 |
| 20 |
5,106.0 |
4,858.0 |
248.0 |
5.0% |
70.6 |
1.4% |
48% |
False |
False |
655,181 |
| 40 |
5,106.0 |
4,757.0 |
349.0 |
7.0% |
62.3 |
1.3% |
63% |
False |
False |
401,973 |
| 60 |
5,106.0 |
4,525.0 |
581.0 |
11.7% |
62.2 |
1.2% |
78% |
False |
False |
268,252 |
| 80 |
5,114.0 |
4,525.0 |
589.0 |
11.8% |
56.8 |
1.1% |
77% |
False |
False |
201,257 |
| 100 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
48.8 |
1.0% |
58% |
False |
False |
161,065 |
| 120 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
41.0 |
0.8% |
58% |
False |
False |
134,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,717.3 |
|
2.618 |
5,474.1 |
|
1.618 |
5,325.1 |
|
1.000 |
5,233.0 |
|
0.618 |
5,176.1 |
|
HIGH |
5,084.0 |
|
0.618 |
5,027.1 |
|
0.500 |
5,009.5 |
|
0.382 |
4,991.9 |
|
LOW |
4,935.0 |
|
0.618 |
4,842.9 |
|
1.000 |
4,786.0 |
|
1.618 |
4,693.9 |
|
2.618 |
4,544.9 |
|
4.250 |
4,301.8 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,009.5 |
5,009.5 |
| PP |
4,998.7 |
4,998.7 |
| S1 |
4,987.8 |
4,987.8 |
|