| 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 |
2,214.9 |
2,205.9 |
-9.0 |
-0.4% |
2,234.5 |
| High |
2,225.0 |
2,252.6 |
27.6 |
1.2% |
2,252.6 |
| Low |
2,181.5 |
2,194.1 |
12.6 |
0.6% |
2,181.5 |
| Close |
2,204.7 |
2,250.0 |
45.3 |
2.1% |
2,250.0 |
| Range |
43.5 |
58.5 |
15.0 |
34.5% |
71.1 |
| ATR |
40.2 |
41.5 |
1.3 |
3.2% |
0.0 |
| Volume |
168,164 |
152,654 |
-15,510 |
-9.2% |
687,508 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.7 |
2,387.4 |
2,282.2 |
|
| R3 |
2,349.2 |
2,328.9 |
2,266.1 |
|
| R2 |
2,290.7 |
2,290.7 |
2,260.7 |
|
| R1 |
2,270.4 |
2,270.4 |
2,255.4 |
2,280.6 |
| PP |
2,232.2 |
2,232.2 |
2,232.2 |
2,237.3 |
| S1 |
2,211.9 |
2,211.9 |
2,244.6 |
2,222.1 |
| S2 |
2,173.7 |
2,173.7 |
2,239.3 |
|
| S3 |
2,115.2 |
2,153.4 |
2,233.9 |
|
| S4 |
2,056.7 |
2,094.9 |
2,217.8 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.3 |
2,416.8 |
2,289.1 |
|
| R3 |
2,370.2 |
2,345.7 |
2,269.6 |
|
| R2 |
2,299.1 |
2,299.1 |
2,263.0 |
|
| R1 |
2,274.6 |
2,274.6 |
2,256.5 |
2,286.9 |
| PP |
2,228.0 |
2,228.0 |
2,228.0 |
2,234.2 |
| S1 |
2,203.5 |
2,203.5 |
2,243.5 |
2,215.8 |
| S2 |
2,156.9 |
2,156.9 |
2,237.0 |
|
| S3 |
2,085.8 |
2,132.4 |
2,230.4 |
|
| S4 |
2,014.7 |
2,061.3 |
2,210.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,252.6 |
2,181.5 |
71.1 |
3.2% |
39.4 |
1.8% |
96% |
True |
False |
137,501 |
| 10 |
2,256.9 |
2,181.5 |
75.4 |
3.4% |
38.6 |
1.7% |
91% |
False |
False |
148,478 |
| 20 |
2,305.0 |
2,181.5 |
123.5 |
5.5% |
40.1 |
1.8% |
55% |
False |
False |
180,597 |
| 40 |
2,305.0 |
2,077.7 |
227.3 |
10.1% |
40.8 |
1.8% |
76% |
False |
False |
95,455 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
48.0 |
2.1% |
72% |
False |
False |
63,843 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
45.2 |
2.0% |
72% |
False |
False |
47,927 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
37.0 |
1.6% |
72% |
False |
False |
38,342 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
30.8 |
1.4% |
72% |
False |
False |
31,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.2 |
|
2.618 |
2,405.8 |
|
1.618 |
2,347.3 |
|
1.000 |
2,311.1 |
|
0.618 |
2,288.8 |
|
HIGH |
2,252.6 |
|
0.618 |
2,230.3 |
|
0.500 |
2,223.4 |
|
0.382 |
2,216.4 |
|
LOW |
2,194.1 |
|
0.618 |
2,157.9 |
|
1.000 |
2,135.6 |
|
1.618 |
2,099.4 |
|
2.618 |
2,040.9 |
|
4.250 |
1,945.5 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.1 |
2,239.0 |
| PP |
2,232.2 |
2,228.0 |
| S1 |
2,223.4 |
2,217.1 |
|