| 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 |
2,648.6 |
2,670.5 |
21.9 |
0.8% |
2,692.9 |
| High |
2,672.0 |
2,701.9 |
29.9 |
1.1% |
2,702.2 |
| Low |
2,642.5 |
2,668.9 |
26.4 |
1.0% |
2,642.5 |
| Close |
2,662.6 |
2,699.7 |
37.1 |
1.4% |
2,699.7 |
| Range |
29.5 |
33.0 |
3.5 |
11.9% |
59.7 |
| ATR |
32.1 |
32.7 |
0.5 |
1.6% |
0.0 |
| Volume |
25,888 |
8,093 |
-17,795 |
-68.7% |
62,362 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.2 |
2,777.4 |
2,717.9 |
|
| R3 |
2,756.2 |
2,744.4 |
2,708.8 |
|
| R2 |
2,723.2 |
2,723.2 |
2,705.8 |
|
| R1 |
2,711.4 |
2,711.4 |
2,702.7 |
2,717.3 |
| PP |
2,690.2 |
2,690.2 |
2,690.2 |
2,693.1 |
| S1 |
2,678.4 |
2,678.4 |
2,696.7 |
2,684.3 |
| S2 |
2,657.2 |
2,657.2 |
2,693.7 |
|
| S3 |
2,624.2 |
2,645.4 |
2,690.6 |
|
| S4 |
2,591.2 |
2,612.4 |
2,681.6 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.6 |
2,839.8 |
2,732.5 |
|
| R3 |
2,800.9 |
2,780.1 |
2,716.1 |
|
| R2 |
2,741.2 |
2,741.2 |
2,710.6 |
|
| R1 |
2,720.4 |
2,720.4 |
2,705.2 |
2,730.8 |
| PP |
2,681.5 |
2,681.5 |
2,681.5 |
2,686.7 |
| S1 |
2,660.7 |
2,660.7 |
2,694.2 |
2,671.1 |
| S2 |
2,621.8 |
2,621.8 |
2,688.8 |
|
| S3 |
2,562.1 |
2,601.0 |
2,683.3 |
|
| S4 |
2,502.4 |
2,541.3 |
2,666.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,702.2 |
2,642.5 |
59.7 |
2.2% |
30.3 |
1.1% |
96% |
False |
False |
12,472 |
| 10 |
2,716.7 |
2,642.5 |
74.2 |
2.7% |
31.6 |
1.2% |
77% |
False |
False |
9,970 |
| 20 |
2,730.0 |
2,595.0 |
135.0 |
5.0% |
31.9 |
1.2% |
78% |
False |
False |
7,427 |
| 40 |
2,730.0 |
2,511.0 |
219.0 |
8.1% |
31.7 |
1.2% |
86% |
False |
False |
5,187 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.4% |
33.9 |
1.3% |
90% |
False |
False |
4,227 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.3 |
1.2% |
92% |
False |
False |
3,622 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.3 |
1.2% |
92% |
False |
False |
3,007 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
32.7 |
1.2% |
92% |
False |
False |
2,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.2 |
|
2.618 |
2,788.3 |
|
1.618 |
2,755.3 |
|
1.000 |
2,734.9 |
|
0.618 |
2,722.3 |
|
HIGH |
2,701.9 |
|
0.618 |
2,689.3 |
|
0.500 |
2,685.4 |
|
0.382 |
2,681.5 |
|
LOW |
2,668.9 |
|
0.618 |
2,648.5 |
|
1.000 |
2,635.9 |
|
1.618 |
2,615.5 |
|
2.618 |
2,582.5 |
|
4.250 |
2,528.7 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.9 |
2,690.5 |
| PP |
2,690.2 |
2,681.4 |
| S1 |
2,685.4 |
2,672.2 |
|