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 |
19,410.0 |
19,365.0 |
-45.0 |
-0.2% |
19,339.0 |
High |
19,443.0 |
19,531.0 |
88.0 |
0.5% |
19,531.0 |
Low |
19,275.0 |
19,306.0 |
31.0 |
0.2% |
19,049.0 |
Close |
19,340.0 |
19,489.0 |
149.0 |
0.8% |
19,489.0 |
Range |
168.0 |
225.0 |
57.0 |
33.9% |
482.0 |
ATR |
225.5 |
225.5 |
0.0 |
0.0% |
0.0 |
Volume |
35,172 |
29,771 |
-5,401 |
-15.4% |
169,400 |
|
Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,117.0 |
20,028.0 |
19,612.8 |
|
R3 |
19,892.0 |
19,803.0 |
19,550.9 |
|
R2 |
19,667.0 |
19,667.0 |
19,530.3 |
|
R1 |
19,578.0 |
19,578.0 |
19,509.6 |
19,622.5 |
PP |
19,442.0 |
19,442.0 |
19,442.0 |
19,464.3 |
S1 |
19,353.0 |
19,353.0 |
19,468.4 |
19,397.5 |
S2 |
19,217.0 |
19,217.0 |
19,447.8 |
|
S3 |
18,992.0 |
19,128.0 |
19,427.1 |
|
S4 |
18,767.0 |
18,903.0 |
19,365.3 |
|
|
Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,802.3 |
20,627.7 |
19,754.1 |
|
R3 |
20,320.3 |
20,145.7 |
19,621.6 |
|
R2 |
19,838.3 |
19,838.3 |
19,577.4 |
|
R1 |
19,663.7 |
19,663.7 |
19,533.2 |
19,751.0 |
PP |
19,356.3 |
19,356.3 |
19,356.3 |
19,400.0 |
S1 |
19,181.7 |
19,181.7 |
19,444.8 |
19,269.0 |
S2 |
18,874.3 |
18,874.3 |
19,400.6 |
|
S3 |
18,392.3 |
18,699.7 |
19,356.5 |
|
S4 |
17,910.3 |
18,217.7 |
19,223.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,531.0 |
19,049.0 |
482.0 |
2.5% |
227.0 |
1.2% |
91% |
True |
False |
33,880 |
10 |
19,646.0 |
19,049.0 |
597.0 |
3.1% |
229.9 |
1.2% |
74% |
False |
False |
38,591 |
20 |
19,663.0 |
18,780.0 |
883.0 |
4.5% |
226.7 |
1.2% |
80% |
False |
False |
38,644 |
40 |
19,663.0 |
18,388.0 |
1,275.0 |
6.5% |
180.5 |
0.9% |
86% |
False |
False |
19,621 |
60 |
19,663.0 |
17,265.0 |
2,398.0 |
12.3% |
162.7 |
0.8% |
93% |
False |
False |
13,087 |
80 |
19,663.0 |
17,265.0 |
2,398.0 |
12.3% |
135.3 |
0.7% |
93% |
False |
False |
9,817 |
100 |
19,663.0 |
17,265.0 |
2,398.0 |
12.3% |
111.2 |
0.6% |
93% |
False |
False |
7,854 |
120 |
19,663.0 |
17,265.0 |
2,398.0 |
12.3% |
96.6 |
0.5% |
93% |
False |
False |
6,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,487.3 |
2.618 |
20,120.1 |
1.618 |
19,895.1 |
1.000 |
19,756.0 |
0.618 |
19,670.1 |
HIGH |
19,531.0 |
0.618 |
19,445.1 |
0.500 |
19,418.5 |
0.382 |
19,392.0 |
LOW |
19,306.0 |
0.618 |
19,167.0 |
1.000 |
19,081.0 |
1.618 |
18,942.0 |
2.618 |
18,717.0 |
4.250 |
18,349.8 |
|
|
Fisher Pivots for day following 11-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
19,465.5 |
19,438.3 |
PP |
19,442.0 |
19,387.7 |
S1 |
19,418.5 |
19,337.0 |
|