| 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 |
2,205.9 |
2,249.3 |
43.4 |
2.0% |
2,234.5 |
| High |
2,252.6 |
2,267.8 |
15.2 |
0.7% |
2,252.6 |
| Low |
2,194.1 |
2,240.2 |
46.1 |
2.1% |
2,181.5 |
| Close |
2,250.0 |
2,265.6 |
15.6 |
0.7% |
2,250.0 |
| Range |
58.5 |
27.6 |
-30.9 |
-52.8% |
71.1 |
| ATR |
41.5 |
40.5 |
-1.0 |
-2.4% |
0.0 |
| Volume |
152,654 |
113,715 |
-38,939 |
-25.5% |
687,508 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,340.7 |
2,330.7 |
2,280.8 |
|
| R3 |
2,313.1 |
2,303.1 |
2,273.2 |
|
| R2 |
2,285.5 |
2,285.5 |
2,270.7 |
|
| R1 |
2,275.5 |
2,275.5 |
2,268.1 |
2,280.5 |
| PP |
2,257.9 |
2,257.9 |
2,257.9 |
2,260.4 |
| S1 |
2,247.9 |
2,247.9 |
2,263.1 |
2,252.9 |
| S2 |
2,230.3 |
2,230.3 |
2,260.5 |
|
| S3 |
2,202.7 |
2,220.3 |
2,258.0 |
|
| S4 |
2,175.1 |
2,192.7 |
2,250.4 |
|
|
| 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 |
2,267.8 |
2,181.5 |
86.3 |
3.8% |
36.5 |
1.6% |
97% |
True |
False |
138,067 |
| 10 |
2,267.8 |
2,181.5 |
86.3 |
3.8% |
38.3 |
1.7% |
97% |
True |
False |
144,609 |
| 20 |
2,305.0 |
2,181.5 |
123.5 |
5.5% |
40.1 |
1.8% |
68% |
False |
False |
169,928 |
| 40 |
2,305.0 |
2,077.7 |
227.3 |
10.0% |
40.8 |
1.8% |
83% |
False |
False |
98,289 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
48.0 |
2.1% |
77% |
False |
False |
65,736 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
45.3 |
2.0% |
77% |
False |
False |
49,345 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
37.3 |
1.6% |
77% |
False |
False |
39,479 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
31.1 |
1.4% |
77% |
False |
False |
32,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,385.1 |
|
2.618 |
2,340.1 |
|
1.618 |
2,312.5 |
|
1.000 |
2,295.4 |
|
0.618 |
2,284.9 |
|
HIGH |
2,267.8 |
|
0.618 |
2,257.3 |
|
0.500 |
2,254.0 |
|
0.382 |
2,250.7 |
|
LOW |
2,240.2 |
|
0.618 |
2,223.1 |
|
1.000 |
2,212.6 |
|
1.618 |
2,195.5 |
|
2.618 |
2,167.9 |
|
4.250 |
2,122.9 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,261.7 |
2,252.0 |
| PP |
2,257.9 |
2,238.3 |
| S1 |
2,254.0 |
2,224.7 |
|