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 |
20,445.25 |
20,435.00 |
-10.25 |
-0.1% |
20,220.00 |
High |
20,508.25 |
20,494.25 |
-14.00 |
-0.1% |
20,508.25 |
Low |
20,301.50 |
20,314.75 |
13.25 |
0.1% |
19,902.50 |
Close |
20,429.75 |
20,450.00 |
20.25 |
0.1% |
20,450.00 |
Range |
206.75 |
179.50 |
-27.25 |
-13.2% |
605.75 |
ATR |
330.25 |
319.48 |
-10.77 |
-3.3% |
0.00 |
Volume |
450,569 |
385,312 |
-65,257 |
-14.5% |
2,152,251 |
|
Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,958.25 |
20,883.50 |
20,548.75 |
|
R3 |
20,778.75 |
20,704.00 |
20,499.25 |
|
R2 |
20,599.25 |
20,599.25 |
20,483.00 |
|
R1 |
20,524.50 |
20,524.50 |
20,466.50 |
20,562.00 |
PP |
20,419.75 |
20,419.75 |
20,419.75 |
20,438.25 |
S1 |
20,345.00 |
20,345.00 |
20,433.50 |
20,382.50 |
S2 |
20,240.25 |
20,240.25 |
20,417.00 |
|
S3 |
20,060.75 |
20,165.50 |
20,400.75 |
|
S4 |
19,881.25 |
19,986.00 |
20,351.25 |
|
|
Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,104.25 |
21,882.75 |
20,783.25 |
|
R3 |
21,498.50 |
21,277.00 |
20,616.50 |
|
R2 |
20,892.75 |
20,892.75 |
20,561.00 |
|
R1 |
20,671.25 |
20,671.25 |
20,505.50 |
20,782.00 |
PP |
20,287.00 |
20,287.00 |
20,287.00 |
20,342.25 |
S1 |
20,065.50 |
20,065.50 |
20,394.50 |
20,176.25 |
S2 |
19,681.25 |
19,681.25 |
20,339.00 |
|
S3 |
19,075.50 |
19,459.75 |
20,283.50 |
|
S4 |
18,469.75 |
18,854.00 |
20,116.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,508.25 |
19,902.50 |
605.75 |
3.0% |
283.75 |
1.4% |
90% |
False |
False |
430,450 |
10 |
20,508.25 |
19,818.00 |
690.25 |
3.4% |
300.50 |
1.5% |
92% |
False |
False |
488,789 |
20 |
20,538.00 |
19,529.00 |
1,009.00 |
4.9% |
296.00 |
1.4% |
91% |
False |
False |
481,547 |
40 |
20,538.00 |
18,562.00 |
1,976.00 |
9.7% |
336.75 |
1.6% |
96% |
False |
False |
246,901 |
60 |
20,538.00 |
17,552.75 |
2,985.25 |
14.6% |
399.00 |
2.0% |
97% |
False |
False |
165,363 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.0% |
374.75 |
1.8% |
79% |
False |
False |
124,289 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.0% |
346.75 |
1.7% |
79% |
False |
False |
99,452 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.0% |
327.25 |
1.6% |
79% |
False |
False |
82,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,257.00 |
2.618 |
20,964.25 |
1.618 |
20,784.75 |
1.000 |
20,673.75 |
0.618 |
20,605.25 |
HIGH |
20,494.25 |
0.618 |
20,425.75 |
0.500 |
20,404.50 |
0.382 |
20,383.25 |
LOW |
20,314.75 |
0.618 |
20,203.75 |
1.000 |
20,135.25 |
1.618 |
20,024.25 |
2.618 |
19,844.75 |
4.250 |
19,552.00 |
|
|
Fisher Pivots for day following 11-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
20,434.75 |
20,417.50 |
PP |
20,419.75 |
20,384.75 |
S1 |
20,404.50 |
20,352.00 |
|