| 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 |
2,670.5 |
2,696.1 |
25.6 |
1.0% |
2,692.9 |
| High |
2,701.9 |
2,706.9 |
5.0 |
0.2% |
2,702.2 |
| Low |
2,668.9 |
2,683.9 |
15.0 |
0.6% |
2,642.5 |
| Close |
2,699.7 |
2,689.0 |
-10.7 |
-0.4% |
2,699.7 |
| Range |
33.0 |
23.0 |
-10.0 |
-30.3% |
59.7 |
| ATR |
32.7 |
32.0 |
-0.7 |
-2.1% |
0.0 |
| Volume |
8,093 |
2,153 |
-5,940 |
-73.4% |
62,362 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.3 |
2,748.6 |
2,701.7 |
|
| R3 |
2,739.3 |
2,725.6 |
2,695.3 |
|
| R2 |
2,716.3 |
2,716.3 |
2,693.2 |
|
| R1 |
2,702.6 |
2,702.6 |
2,691.1 |
2,698.0 |
| PP |
2,693.3 |
2,693.3 |
2,693.3 |
2,690.9 |
| S1 |
2,679.6 |
2,679.6 |
2,686.9 |
2,675.0 |
| S2 |
2,670.3 |
2,670.3 |
2,684.8 |
|
| S3 |
2,647.3 |
2,656.6 |
2,682.7 |
|
| S4 |
2,624.3 |
2,633.6 |
2,676.4 |
|
|
| 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 |
2,706.9 |
2,642.5 |
64.4 |
2.4% |
30.6 |
1.1% |
72% |
True |
False |
11,499 |
| 10 |
2,716.7 |
2,642.5 |
74.2 |
2.8% |
29.9 |
1.1% |
63% |
False |
False |
9,605 |
| 20 |
2,730.0 |
2,595.0 |
135.0 |
5.0% |
32.4 |
1.2% |
70% |
False |
False |
7,361 |
| 40 |
2,730.0 |
2,525.4 |
204.6 |
7.6% |
30.8 |
1.1% |
80% |
False |
False |
5,178 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.5% |
33.7 |
1.3% |
87% |
False |
False |
4,241 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.1 |
1.2% |
89% |
False |
False |
3,626 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.3 |
1.2% |
89% |
False |
False |
3,022 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
32.6 |
1.2% |
89% |
False |
False |
2,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,804.7 |
|
2.618 |
2,767.1 |
|
1.618 |
2,744.1 |
|
1.000 |
2,729.9 |
|
0.618 |
2,721.1 |
|
HIGH |
2,706.9 |
|
0.618 |
2,698.1 |
|
0.500 |
2,695.4 |
|
0.382 |
2,692.7 |
|
LOW |
2,683.9 |
|
0.618 |
2,669.7 |
|
1.000 |
2,660.9 |
|
1.618 |
2,646.7 |
|
2.618 |
2,623.7 |
|
4.250 |
2,586.2 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,695.4 |
2,684.2 |
| PP |
2,693.3 |
2,679.5 |
| S1 |
2,691.1 |
2,674.7 |
|