| 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 |
2,249.3 |
2,266.6 |
17.3 |
0.8% |
2,234.5 |
| High |
2,267.8 |
2,291.8 |
24.0 |
1.1% |
2,252.6 |
| Low |
2,240.2 |
2,255.5 |
15.3 |
0.7% |
2,181.5 |
| Close |
2,265.6 |
2,267.6 |
2.0 |
0.1% |
2,250.0 |
| Range |
27.6 |
36.3 |
8.7 |
31.5% |
71.1 |
| ATR |
40.5 |
40.2 |
-0.3 |
-0.7% |
0.0 |
| Volume |
113,715 |
174,112 |
60,397 |
53.1% |
687,508 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,380.5 |
2,360.4 |
2,287.6 |
|
| R3 |
2,344.2 |
2,324.1 |
2,277.6 |
|
| R2 |
2,307.9 |
2,307.9 |
2,274.3 |
|
| R1 |
2,287.8 |
2,287.8 |
2,270.9 |
2,297.9 |
| PP |
2,271.6 |
2,271.6 |
2,271.6 |
2,276.7 |
| S1 |
2,251.5 |
2,251.5 |
2,264.3 |
2,261.6 |
| S2 |
2,235.3 |
2,235.3 |
2,260.9 |
|
| S3 |
2,199.0 |
2,215.2 |
2,257.6 |
|
| S4 |
2,162.7 |
2,178.9 |
2,247.6 |
|
|
| 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 |
2,291.8 |
2,181.5 |
110.3 |
4.9% |
39.8 |
1.8% |
78% |
True |
False |
148,583 |
| 10 |
2,291.8 |
2,181.5 |
110.3 |
4.9% |
36.7 |
1.6% |
78% |
True |
False |
143,521 |
| 20 |
2,305.0 |
2,181.5 |
123.5 |
5.4% |
39.5 |
1.7% |
70% |
False |
False |
162,853 |
| 40 |
2,305.0 |
2,077.7 |
227.3 |
10.0% |
40.9 |
1.8% |
84% |
False |
False |
102,634 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
47.7 |
2.1% |
77% |
False |
False |
68,630 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
45.5 |
2.0% |
77% |
False |
False |
51,521 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
37.7 |
1.7% |
77% |
False |
False |
41,220 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.7% |
31.4 |
1.4% |
77% |
False |
False |
34,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,446.1 |
|
2.618 |
2,386.8 |
|
1.618 |
2,350.5 |
|
1.000 |
2,328.1 |
|
0.618 |
2,314.2 |
|
HIGH |
2,291.8 |
|
0.618 |
2,277.9 |
|
0.500 |
2,273.7 |
|
0.382 |
2,269.4 |
|
LOW |
2,255.5 |
|
0.618 |
2,233.1 |
|
1.000 |
2,219.2 |
|
1.618 |
2,196.8 |
|
2.618 |
2,160.5 |
|
4.250 |
2,101.2 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,273.7 |
2,259.4 |
| PP |
2,271.6 |
2,251.2 |
| S1 |
2,269.6 |
2,243.0 |
|