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 |
5,861.00 |
5,882.75 |
21.75 |
0.4% |
5,802.00 |
High |
5,892.75 |
5,927.25 |
34.50 |
0.6% |
5,868.25 |
Low |
5,853.25 |
5,871.25 |
18.00 |
0.3% |
5,725.25 |
Close |
5,887.00 |
5,887.00 |
0.00 |
0.0% |
5,859.75 |
Range |
39.50 |
56.00 |
16.50 |
41.8% |
143.00 |
ATR |
62.50 |
62.04 |
-0.46 |
-0.7% |
0.00 |
Volume |
935,721 |
1,236,083 |
300,362 |
32.1% |
5,642,366 |
|
Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,063.25 |
6,031.00 |
5,917.75 |
|
R3 |
6,007.25 |
5,975.00 |
5,902.50 |
|
R2 |
5,951.25 |
5,951.25 |
5,897.25 |
|
R1 |
5,919.00 |
5,919.00 |
5,892.25 |
5,935.00 |
PP |
5,895.25 |
5,895.25 |
5,895.25 |
5,903.25 |
S1 |
5,863.00 |
5,863.00 |
5,881.75 |
5,879.00 |
S2 |
5,839.25 |
5,839.25 |
5,876.75 |
|
S3 |
5,783.25 |
5,807.00 |
5,871.50 |
|
S4 |
5,727.25 |
5,751.00 |
5,856.25 |
|
|
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 |
5,927.25 |
5,816.00 |
111.25 |
1.9% |
56.25 |
1.0% |
64% |
True |
False |
1,097,000 |
10 |
5,927.25 |
5,725.25 |
202.00 |
3.4% |
60.00 |
1.0% |
80% |
True |
False |
1,155,919 |
20 |
5,927.25 |
5,724.00 |
203.25 |
3.5% |
54.75 |
0.9% |
80% |
True |
False |
1,262,383 |
40 |
5,927.25 |
5,451.25 |
476.00 |
8.1% |
67.25 |
1.1% |
92% |
True |
False |
846,838 |
60 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
78.50 |
1.3% |
95% |
True |
False |
566,243 |
80 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
73.25 |
1.2% |
95% |
True |
False |
425,123 |
100 |
5,927.25 |
5,168.50 |
758.75 |
12.9% |
68.50 |
1.2% |
95% |
True |
False |
340,189 |
120 |
5,927.25 |
5,148.25 |
779.00 |
13.2% |
64.75 |
1.1% |
95% |
True |
False |
283,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,165.25 |
2.618 |
6,073.75 |
1.618 |
6,017.75 |
1.000 |
5,983.25 |
0.618 |
5,961.75 |
HIGH |
5,927.25 |
0.618 |
5,905.75 |
0.500 |
5,899.25 |
0.382 |
5,892.75 |
LOW |
5,871.25 |
0.618 |
5,836.75 |
1.000 |
5,815.25 |
1.618 |
5,780.75 |
2.618 |
5,724.75 |
4.250 |
5,633.25 |
|
|
Fisher Pivots for day following 17-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,899.25 |
5,888.50 |
PP |
5,895.25 |
5,888.00 |
S1 |
5,891.00 |
5,887.50 |
|