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 |
5,836.00 |
5,831.00 |
-5.00 |
-0.1% |
5,802.00 |
High |
5,844.00 |
5,868.25 |
24.25 |
0.4% |
5,868.25 |
Low |
5,811.50 |
5,816.00 |
4.50 |
0.1% |
5,725.25 |
Close |
5,829.00 |
5,859.75 |
30.75 |
0.5% |
5,859.75 |
Range |
32.50 |
52.25 |
19.75 |
60.8% |
143.00 |
ATR |
64.74 |
63.84 |
-0.89 |
-1.4% |
0.00 |
Volume |
1,116,046 |
1,028,816 |
-87,230 |
-7.8% |
5,642,366 |
|
Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,004.75 |
5,984.50 |
5,888.50 |
|
R3 |
5,952.50 |
5,932.25 |
5,874.00 |
|
R2 |
5,900.25 |
5,900.25 |
5,869.25 |
|
R1 |
5,880.00 |
5,880.00 |
5,864.50 |
5,890.00 |
PP |
5,848.00 |
5,848.00 |
5,848.00 |
5,853.00 |
S1 |
5,827.75 |
5,827.75 |
5,855.00 |
5,838.00 |
S2 |
5,795.75 |
5,795.75 |
5,850.25 |
|
S3 |
5,743.50 |
5,775.50 |
5,845.50 |
|
S4 |
5,691.25 |
5,723.25 |
5,831.00 |
|
|
Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,246.75 |
6,196.25 |
5,938.50 |
|
R3 |
6,103.75 |
6,053.25 |
5,899.00 |
|
R2 |
5,960.75 |
5,960.75 |
5,886.00 |
|
R1 |
5,910.25 |
5,910.25 |
5,872.75 |
5,935.50 |
PP |
5,817.75 |
5,817.75 |
5,817.75 |
5,830.50 |
S1 |
5,767.25 |
5,767.25 |
5,846.75 |
5,792.50 |
S2 |
5,674.75 |
5,674.75 |
5,833.50 |
|
S3 |
5,531.75 |
5,624.25 |
5,820.50 |
|
S4 |
5,388.75 |
5,481.25 |
5,781.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,868.25 |
5,725.25 |
143.00 |
2.4% |
61.25 |
1.0% |
94% |
True |
False |
1,128,473 |
10 |
5,868.25 |
5,724.00 |
144.25 |
2.5% |
62.00 |
1.1% |
94% |
True |
False |
1,322,469 |
20 |
5,868.25 |
5,669.50 |
198.75 |
3.4% |
57.25 |
1.0% |
96% |
True |
False |
1,388,971 |
40 |
5,868.25 |
5,451.25 |
417.00 |
7.1% |
66.25 |
1.1% |
98% |
True |
False |
735,747 |
60 |
5,868.25 |
5,168.50 |
699.75 |
11.9% |
79.50 |
1.4% |
99% |
True |
False |
492,133 |
80 |
5,868.25 |
5,168.50 |
699.75 |
11.9% |
72.50 |
1.2% |
99% |
True |
False |
369,471 |
100 |
5,868.25 |
5,168.50 |
699.75 |
11.9% |
68.00 |
1.2% |
99% |
True |
False |
295,636 |
120 |
5,868.25 |
5,136.75 |
731.50 |
12.5% |
65.25 |
1.1% |
99% |
True |
False |
246,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,090.25 |
2.618 |
6,005.00 |
1.618 |
5,952.75 |
1.000 |
5,920.50 |
0.618 |
5,900.50 |
HIGH |
5,868.25 |
0.618 |
5,848.25 |
0.500 |
5,842.00 |
0.382 |
5,836.00 |
LOW |
5,816.00 |
0.618 |
5,783.75 |
1.000 |
5,763.75 |
1.618 |
5,731.50 |
2.618 |
5,679.25 |
4.250 |
5,594.00 |
|
|
Fisher Pivots for day following 11-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,854.00 |
5,848.00 |
PP |
5,848.00 |
5,836.25 |
S1 |
5,842.00 |
5,824.50 |
|