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 |
20,435.00 |
20,432.50 |
-2.50 |
0.0% |
20,220.00 |
High |
20,494.25 |
20,680.00 |
185.75 |
0.9% |
20,508.25 |
Low |
20,314.75 |
20,383.25 |
68.50 |
0.3% |
19,902.50 |
Close |
20,450.00 |
20,619.25 |
169.25 |
0.8% |
20,450.00 |
Range |
179.50 |
296.75 |
117.25 |
65.3% |
605.75 |
ATR |
319.48 |
317.86 |
-1.62 |
-0.5% |
0.00 |
Volume |
385,312 |
395,756 |
10,444 |
2.7% |
2,152,251 |
|
Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,451.00 |
21,332.00 |
20,782.50 |
|
R3 |
21,154.25 |
21,035.25 |
20,700.75 |
|
R2 |
20,857.50 |
20,857.50 |
20,673.75 |
|
R1 |
20,738.50 |
20,738.50 |
20,646.50 |
20,798.00 |
PP |
20,560.75 |
20,560.75 |
20,560.75 |
20,590.50 |
S1 |
20,441.75 |
20,441.75 |
20,592.00 |
20,501.25 |
S2 |
20,264.00 |
20,264.00 |
20,564.75 |
|
S3 |
19,967.25 |
20,145.00 |
20,537.75 |
|
S4 |
19,670.50 |
19,848.25 |
20,456.00 |
|
|
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 |
20,680.00 |
19,902.50 |
777.50 |
3.8% |
279.25 |
1.4% |
92% |
True |
False |
419,527 |
10 |
20,680.00 |
19,818.00 |
862.00 |
4.2% |
307.00 |
1.5% |
93% |
True |
False |
477,321 |
20 |
20,680.00 |
19,558.00 |
1,122.00 |
5.4% |
298.00 |
1.4% |
95% |
True |
False |
482,510 |
40 |
20,680.00 |
18,562.00 |
2,118.00 |
10.3% |
338.50 |
1.6% |
97% |
True |
False |
256,768 |
60 |
20,680.00 |
17,552.75 |
3,127.25 |
15.2% |
398.75 |
1.9% |
98% |
True |
False |
171,931 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
17.9% |
373.50 |
1.8% |
83% |
False |
False |
129,227 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
17.9% |
348.50 |
1.7% |
83% |
False |
False |
103,409 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
17.9% |
326.75 |
1.6% |
83% |
False |
False |
86,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,941.25 |
2.618 |
21,457.00 |
1.618 |
21,160.25 |
1.000 |
20,976.75 |
0.618 |
20,863.50 |
HIGH |
20,680.00 |
0.618 |
20,566.75 |
0.500 |
20,531.50 |
0.382 |
20,496.50 |
LOW |
20,383.25 |
0.618 |
20,199.75 |
1.000 |
20,086.50 |
1.618 |
19,903.00 |
2.618 |
19,606.25 |
4.250 |
19,122.00 |
|
|
Fisher Pivots for day following 14-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
20,590.00 |
20,576.50 |
PP |
20,560.75 |
20,533.50 |
S1 |
20,531.50 |
20,490.75 |
|