Trading Metrics calculated at close of trading on 16-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
20,638.75 |
20,334.50 |
-304.25 |
-1.5% |
20,220.00 |
High |
20,659.25 |
20,398.50 |
-260.75 |
-1.3% |
20,508.25 |
Low |
20,254.00 |
20,206.25 |
-47.75 |
-0.2% |
19,902.50 |
Close |
20,342.00 |
20,349.50 |
7.50 |
0.0% |
20,450.00 |
Range |
405.25 |
192.25 |
-213.00 |
-52.6% |
605.75 |
ATR |
324.10 |
314.68 |
-9.42 |
-2.9% |
0.00 |
Volume |
522,391 |
417,571 |
-104,820 |
-20.1% |
2,152,251 |
|
Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,894.75 |
20,814.50 |
20,455.25 |
|
R3 |
20,702.50 |
20,622.25 |
20,402.25 |
|
R2 |
20,510.25 |
20,510.25 |
20,384.75 |
|
R1 |
20,430.00 |
20,430.00 |
20,367.00 |
20,470.00 |
PP |
20,318.00 |
20,318.00 |
20,318.00 |
20,338.25 |
S1 |
20,237.75 |
20,237.75 |
20,332.00 |
20,278.00 |
S2 |
20,125.75 |
20,125.75 |
20,314.25 |
|
S3 |
19,933.50 |
20,045.50 |
20,296.75 |
|
S4 |
19,741.25 |
19,853.25 |
20,243.75 |
|
|
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 |
20,206.25 |
473.75 |
2.3% |
256.00 |
1.3% |
30% |
False |
True |
434,319 |
10 |
20,680.00 |
19,852.00 |
828.00 |
4.1% |
289.75 |
1.4% |
60% |
False |
False |
457,480 |
20 |
20,680.00 |
19,636.75 |
1,043.25 |
5.1% |
297.00 |
1.5% |
68% |
False |
False |
476,066 |
40 |
20,680.00 |
18,562.00 |
2,118.00 |
10.4% |
340.00 |
1.7% |
84% |
False |
False |
280,223 |
60 |
20,680.00 |
17,552.75 |
3,127.25 |
15.4% |
399.75 |
2.0% |
89% |
False |
False |
187,564 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
375.25 |
1.8% |
76% |
False |
False |
140,953 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
349.25 |
1.7% |
76% |
False |
False |
112,808 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.1% |
325.00 |
1.6% |
76% |
False |
False |
94,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,215.50 |
2.618 |
20,901.75 |
1.618 |
20,709.50 |
1.000 |
20,590.75 |
0.618 |
20,517.25 |
HIGH |
20,398.50 |
0.618 |
20,325.00 |
0.500 |
20,302.50 |
0.382 |
20,279.75 |
LOW |
20,206.25 |
0.618 |
20,087.50 |
1.000 |
20,014.00 |
1.618 |
19,895.25 |
2.618 |
19,703.00 |
4.250 |
19,389.25 |
|
|
Fisher Pivots for day following 16-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
20,333.75 |
20,443.00 |
PP |
20,318.00 |
20,412.00 |
S1 |
20,302.50 |
20,380.75 |
|