| 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 |
2,696.1 |
2,688.9 |
-7.2 |
-0.3% |
2,692.9 |
| High |
2,706.9 |
2,708.9 |
2.0 |
0.1% |
2,702.2 |
| Low |
2,683.9 |
2,678.0 |
-5.9 |
-0.2% |
2,642.5 |
| Close |
2,689.0 |
2,702.4 |
13.4 |
0.5% |
2,699.7 |
| Range |
23.0 |
30.9 |
7.9 |
34.3% |
59.7 |
| ATR |
32.0 |
31.9 |
-0.1 |
-0.2% |
0.0 |
| Volume |
2,153 |
5,505 |
3,352 |
155.7% |
62,362 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.1 |
2,776.7 |
2,719.4 |
|
| R3 |
2,758.2 |
2,745.8 |
2,710.9 |
|
| R2 |
2,727.3 |
2,727.3 |
2,708.1 |
|
| R1 |
2,714.9 |
2,714.9 |
2,705.2 |
2,721.1 |
| PP |
2,696.4 |
2,696.4 |
2,696.4 |
2,699.6 |
| S1 |
2,684.0 |
2,684.0 |
2,699.6 |
2,690.2 |
| S2 |
2,665.5 |
2,665.5 |
2,696.7 |
|
| S3 |
2,634.6 |
2,653.1 |
2,693.9 |
|
| S4 |
2,603.7 |
2,622.2 |
2,685.4 |
|
|
| 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 |
2,708.9 |
2,642.5 |
66.4 |
2.5% |
27.0 |
1.0% |
90% |
True |
False |
9,798 |
| 10 |
2,713.1 |
2,642.5 |
70.6 |
2.6% |
29.0 |
1.1% |
85% |
False |
False |
9,350 |
| 20 |
2,730.0 |
2,595.0 |
135.0 |
5.0% |
32.6 |
1.2% |
80% |
False |
False |
7,478 |
| 40 |
2,730.0 |
2,525.4 |
204.6 |
7.6% |
31.0 |
1.1% |
87% |
False |
False |
5,277 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.4% |
33.8 |
1.2% |
91% |
False |
False |
4,319 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
32.8 |
1.2% |
92% |
False |
False |
3,682 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.1 |
1.2% |
92% |
False |
False |
3,074 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
32.7 |
1.2% |
92% |
False |
False |
2,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.2 |
|
2.618 |
2,789.8 |
|
1.618 |
2,758.9 |
|
1.000 |
2,739.8 |
|
0.618 |
2,728.0 |
|
HIGH |
2,708.9 |
|
0.618 |
2,697.1 |
|
0.500 |
2,693.5 |
|
0.382 |
2,689.8 |
|
LOW |
2,678.0 |
|
0.618 |
2,658.9 |
|
1.000 |
2,647.1 |
|
1.618 |
2,628.0 |
|
2.618 |
2,597.1 |
|
4.250 |
2,546.7 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.4 |
2,697.9 |
| PP |
2,696.4 |
2,693.4 |
| S1 |
2,693.5 |
2,688.9 |
|