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 |
20,432.50 |
20,638.75 |
206.25 |
1.0% |
20,220.00 |
High |
20,680.00 |
20,659.25 |
-20.75 |
-0.1% |
20,508.25 |
Low |
20,383.25 |
20,254.00 |
-129.25 |
-0.6% |
19,902.50 |
Close |
20,619.25 |
20,342.00 |
-277.25 |
-1.3% |
20,450.00 |
Range |
296.75 |
405.25 |
108.50 |
36.6% |
605.75 |
ATR |
317.86 |
324.10 |
6.24 |
2.0% |
0.00 |
Volume |
395,756 |
522,391 |
126,635 |
32.0% |
2,152,251 |
|
Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,634.25 |
21,393.25 |
20,565.00 |
|
R3 |
21,229.00 |
20,988.00 |
20,453.50 |
|
R2 |
20,823.75 |
20,823.75 |
20,416.25 |
|
R1 |
20,582.75 |
20,582.75 |
20,379.25 |
20,500.50 |
PP |
20,418.50 |
20,418.50 |
20,418.50 |
20,377.25 |
S1 |
20,177.50 |
20,177.50 |
20,304.75 |
20,095.50 |
S2 |
20,013.25 |
20,013.25 |
20,267.75 |
|
S3 |
19,608.00 |
19,772.25 |
20,230.50 |
|
S4 |
19,202.75 |
19,367.00 |
20,119.00 |
|
|
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 |
20,196.00 |
484.00 |
2.4% |
275.00 |
1.4% |
30% |
False |
False |
435,055 |
10 |
20,680.00 |
19,833.50 |
846.50 |
4.2% |
296.25 |
1.5% |
60% |
False |
False |
463,283 |
20 |
20,680.00 |
19,558.00 |
1,122.00 |
5.5% |
304.50 |
1.5% |
70% |
False |
False |
483,167 |
40 |
20,680.00 |
18,562.00 |
2,118.00 |
10.4% |
339.75 |
1.7% |
84% |
False |
False |
269,805 |
60 |
20,680.00 |
17,552.75 |
3,127.25 |
15.4% |
400.00 |
2.0% |
89% |
False |
False |
180,617 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
376.50 |
1.9% |
76% |
False |
False |
135,749 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
351.25 |
1.7% |
76% |
False |
False |
108,633 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
327.50 |
1.6% |
76% |
False |
False |
90,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,381.50 |
2.618 |
21,720.25 |
1.618 |
21,315.00 |
1.000 |
21,064.50 |
0.618 |
20,909.75 |
HIGH |
20,659.25 |
0.618 |
20,504.50 |
0.500 |
20,456.50 |
0.382 |
20,408.75 |
LOW |
20,254.00 |
0.618 |
20,003.50 |
1.000 |
19,848.75 |
1.618 |
19,598.25 |
2.618 |
19,193.00 |
4.250 |
18,531.75 |
|
|
Fisher Pivots for day following 15-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
20,456.50 |
20,467.00 |
PP |
20,418.50 |
20,425.25 |
S1 |
20,380.25 |
20,383.75 |
|