| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,702.9 |
2,714.0 |
11.1 |
0.4% |
2,692.9 |
| High |
2,726.0 |
2,736.2 |
10.2 |
0.4% |
2,702.2 |
| Low |
2,698.8 |
2,712.6 |
13.8 |
0.5% |
2,642.5 |
| Close |
2,714.9 |
2,731.4 |
16.5 |
0.6% |
2,699.7 |
| Range |
27.2 |
23.6 |
-3.6 |
-13.2% |
59.7 |
| ATR |
31.6 |
31.0 |
-0.6 |
-1.8% |
0.0 |
| Volume |
7,159 |
11,907 |
4,748 |
66.3% |
62,362 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.5 |
2,788.1 |
2,744.4 |
|
| R3 |
2,773.9 |
2,764.5 |
2,737.9 |
|
| R2 |
2,750.3 |
2,750.3 |
2,735.7 |
|
| R1 |
2,740.9 |
2,740.9 |
2,733.6 |
2,745.6 |
| PP |
2,726.7 |
2,726.7 |
2,726.7 |
2,729.1 |
| S1 |
2,717.3 |
2,717.3 |
2,729.2 |
2,722.0 |
| S2 |
2,703.1 |
2,703.1 |
2,727.1 |
|
| S3 |
2,679.5 |
2,693.7 |
2,724.9 |
|
| S4 |
2,655.9 |
2,670.1 |
2,718.4 |
|
|
| 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 |
2,736.2 |
2,668.9 |
67.3 |
2.5% |
27.5 |
1.0% |
93% |
True |
False |
6,963 |
| 10 |
2,736.2 |
2,642.5 |
93.7 |
3.4% |
29.4 |
1.1% |
95% |
True |
False |
10,550 |
| 20 |
2,736.2 |
2,631.0 |
105.2 |
3.9% |
30.3 |
1.1% |
95% |
True |
False |
8,035 |
| 40 |
2,736.2 |
2,525.4 |
210.8 |
7.7% |
30.8 |
1.1% |
98% |
True |
False |
5,694 |
| 60 |
2,736.2 |
2,421.2 |
315.0 |
11.5% |
33.7 |
1.2% |
98% |
True |
False |
4,602 |
| 80 |
2,736.2 |
2,372.6 |
363.6 |
13.3% |
33.1 |
1.2% |
99% |
True |
False |
3,902 |
| 100 |
2,736.2 |
2,372.6 |
363.6 |
13.3% |
32.9 |
1.2% |
99% |
True |
False |
3,249 |
| 120 |
2,736.2 |
2,372.6 |
363.6 |
13.3% |
32.8 |
1.2% |
99% |
True |
False |
2,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.5 |
|
2.618 |
2,798.0 |
|
1.618 |
2,774.4 |
|
1.000 |
2,759.8 |
|
0.618 |
2,750.8 |
|
HIGH |
2,736.2 |
|
0.618 |
2,727.2 |
|
0.500 |
2,724.4 |
|
0.382 |
2,721.6 |
|
LOW |
2,712.6 |
|
0.618 |
2,698.0 |
|
1.000 |
2,689.0 |
|
1.618 |
2,674.4 |
|
2.618 |
2,650.8 |
|
4.250 |
2,612.3 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.1 |
2,723.3 |
| PP |
2,726.7 |
2,715.2 |
| S1 |
2,724.4 |
2,707.1 |
|