| 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 |
2,266.6 |
2,269.6 |
3.0 |
0.1% |
2,234.5 |
| High |
2,291.8 |
2,309.0 |
17.2 |
0.8% |
2,252.6 |
| Low |
2,255.5 |
2,264.7 |
9.2 |
0.4% |
2,181.5 |
| Close |
2,267.6 |
2,304.4 |
36.8 |
1.6% |
2,250.0 |
| Range |
36.3 |
44.3 |
8.0 |
22.0% |
71.1 |
| ATR |
40.2 |
40.5 |
0.3 |
0.7% |
0.0 |
| Volume |
174,112 |
143,984 |
-30,128 |
-17.3% |
687,508 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.6 |
2,409.3 |
2,328.8 |
|
| R3 |
2,381.3 |
2,365.0 |
2,316.6 |
|
| R2 |
2,337.0 |
2,337.0 |
2,312.5 |
|
| R1 |
2,320.7 |
2,320.7 |
2,308.5 |
2,328.9 |
| PP |
2,292.7 |
2,292.7 |
2,292.7 |
2,296.8 |
| S1 |
2,276.4 |
2,276.4 |
2,300.3 |
2,284.6 |
| S2 |
2,248.4 |
2,248.4 |
2,296.3 |
|
| S3 |
2,204.1 |
2,232.1 |
2,292.2 |
|
| S4 |
2,159.8 |
2,187.8 |
2,280.0 |
|
|
| 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 |
2,309.0 |
2,181.5 |
127.5 |
5.5% |
42.0 |
1.8% |
96% |
True |
False |
150,525 |
| 10 |
2,309.0 |
2,181.5 |
127.5 |
5.5% |
38.2 |
1.7% |
96% |
True |
False |
145,680 |
| 20 |
2,309.0 |
2,181.5 |
127.5 |
5.5% |
38.3 |
1.7% |
96% |
True |
False |
155,022 |
| 40 |
2,309.0 |
2,077.7 |
231.3 |
10.0% |
40.9 |
1.8% |
98% |
True |
False |
106,206 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.4% |
47.6 |
2.1% |
88% |
False |
False |
71,022 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.4% |
45.7 |
2.0% |
88% |
False |
False |
53,321 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.4% |
38.1 |
1.7% |
88% |
False |
False |
42,660 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.4% |
31.7 |
1.4% |
88% |
False |
False |
35,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,497.3 |
|
2.618 |
2,425.0 |
|
1.618 |
2,380.7 |
|
1.000 |
2,353.3 |
|
0.618 |
2,336.4 |
|
HIGH |
2,309.0 |
|
0.618 |
2,292.1 |
|
0.500 |
2,286.9 |
|
0.382 |
2,281.6 |
|
LOW |
2,264.7 |
|
0.618 |
2,237.3 |
|
1.000 |
2,220.4 |
|
1.618 |
2,193.0 |
|
2.618 |
2,148.7 |
|
4.250 |
2,076.4 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,298.6 |
2,294.5 |
| PP |
2,292.7 |
2,284.5 |
| S1 |
2,286.9 |
2,274.6 |
|