| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,303.9 |
2,295.3 |
-8.6 |
-0.4% |
2,249.3 |
| High |
2,311.4 |
2,310.2 |
-1.2 |
-0.1% |
2,311.4 |
| Low |
2,285.4 |
2,289.1 |
3.7 |
0.2% |
2,240.2 |
| Close |
2,297.7 |
2,291.2 |
-6.5 |
-0.3% |
2,291.2 |
| Range |
26.0 |
21.1 |
-4.9 |
-18.8% |
71.2 |
| ATR |
39.5 |
38.2 |
-1.3 |
-3.3% |
0.0 |
| Volume |
138,631 |
113,621 |
-25,010 |
-18.0% |
684,063 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,360.1 |
2,346.8 |
2,302.8 |
|
| R3 |
2,339.0 |
2,325.7 |
2,297.0 |
|
| R2 |
2,317.9 |
2,317.9 |
2,295.1 |
|
| R1 |
2,304.6 |
2,304.6 |
2,293.1 |
2,300.7 |
| PP |
2,296.8 |
2,296.8 |
2,296.8 |
2,294.9 |
| S1 |
2,283.5 |
2,283.5 |
2,289.3 |
2,279.6 |
| S2 |
2,275.7 |
2,275.7 |
2,287.3 |
|
| S3 |
2,254.6 |
2,262.4 |
2,285.4 |
|
| S4 |
2,233.5 |
2,241.3 |
2,279.6 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.5 |
2,464.1 |
2,330.4 |
|
| R3 |
2,423.3 |
2,392.9 |
2,310.8 |
|
| R2 |
2,352.1 |
2,352.1 |
2,304.3 |
|
| R1 |
2,321.7 |
2,321.7 |
2,297.7 |
2,336.9 |
| PP |
2,280.9 |
2,280.9 |
2,280.9 |
2,288.6 |
| S1 |
2,250.5 |
2,250.5 |
2,284.7 |
2,265.7 |
| S2 |
2,209.7 |
2,209.7 |
2,278.1 |
|
| S3 |
2,138.5 |
2,179.3 |
2,271.6 |
|
| S4 |
2,067.3 |
2,108.1 |
2,252.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,311.4 |
2,240.2 |
71.2 |
3.1% |
31.1 |
1.4% |
72% |
False |
False |
136,812 |
| 10 |
2,311.4 |
2,181.5 |
129.9 |
5.7% |
35.2 |
1.5% |
84% |
False |
False |
137,157 |
| 20 |
2,311.4 |
2,181.5 |
129.9 |
5.7% |
35.7 |
1.6% |
84% |
False |
False |
143,783 |
| 40 |
2,311.4 |
2,077.7 |
233.7 |
10.2% |
40.5 |
1.8% |
91% |
False |
False |
112,490 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.5% |
46.1 |
2.0% |
84% |
False |
False |
75,217 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.5% |
45.8 |
2.0% |
84% |
False |
False |
56,472 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.5% |
38.6 |
1.7% |
84% |
False |
False |
45,182 |
| 120 |
2,343.7 |
2,010.8 |
332.9 |
14.5% |
32.1 |
1.4% |
84% |
False |
False |
37,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,399.9 |
|
2.618 |
2,365.4 |
|
1.618 |
2,344.3 |
|
1.000 |
2,331.3 |
|
0.618 |
2,323.2 |
|
HIGH |
2,310.2 |
|
0.618 |
2,302.1 |
|
0.500 |
2,299.7 |
|
0.382 |
2,297.2 |
|
LOW |
2,289.1 |
|
0.618 |
2,276.1 |
|
1.000 |
2,268.0 |
|
1.618 |
2,255.0 |
|
2.618 |
2,233.9 |
|
4.250 |
2,199.4 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,299.7 |
2,290.2 |
| PP |
2,296.8 |
2,289.1 |
| S1 |
2,294.0 |
2,288.1 |
|