| 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 |
2,714.0 |
2,731.4 |
17.4 |
0.6% |
2,696.1 |
| High |
2,736.2 |
2,761.9 |
25.7 |
0.9% |
2,761.9 |
| Low |
2,712.6 |
2,731.4 |
18.8 |
0.7% |
2,678.0 |
| Close |
2,731.4 |
2,754.3 |
22.9 |
0.8% |
2,754.3 |
| Range |
23.6 |
30.5 |
6.9 |
29.2% |
83.9 |
| ATR |
31.0 |
31.0 |
0.0 |
-0.1% |
0.0 |
| Volume |
11,907 |
13,135 |
1,228 |
10.3% |
39,859 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,840.7 |
2,828.0 |
2,771.1 |
|
| R3 |
2,810.2 |
2,797.5 |
2,762.7 |
|
| R2 |
2,779.7 |
2,779.7 |
2,759.9 |
|
| R1 |
2,767.0 |
2,767.0 |
2,757.1 |
2,773.4 |
| PP |
2,749.2 |
2,749.2 |
2,749.2 |
2,752.4 |
| S1 |
2,736.5 |
2,736.5 |
2,751.5 |
2,742.9 |
| S2 |
2,718.7 |
2,718.7 |
2,748.7 |
|
| S3 |
2,688.2 |
2,706.0 |
2,745.9 |
|
| S4 |
2,657.7 |
2,675.5 |
2,737.5 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.1 |
2,952.6 |
2,800.4 |
|
| R3 |
2,899.2 |
2,868.7 |
2,777.4 |
|
| R2 |
2,815.3 |
2,815.3 |
2,769.7 |
|
| R1 |
2,784.8 |
2,784.8 |
2,762.0 |
2,800.1 |
| PP |
2,731.4 |
2,731.4 |
2,731.4 |
2,739.0 |
| S1 |
2,700.9 |
2,700.9 |
2,746.6 |
2,716.2 |
| S2 |
2,647.5 |
2,647.5 |
2,738.9 |
|
| S3 |
2,563.6 |
2,617.0 |
2,731.2 |
|
| S4 |
2,479.7 |
2,533.1 |
2,708.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,761.9 |
2,678.0 |
83.9 |
3.0% |
27.0 |
1.0% |
91% |
True |
False |
7,971 |
| 10 |
2,761.9 |
2,642.5 |
119.4 |
4.3% |
28.7 |
1.0% |
94% |
True |
False |
10,222 |
| 20 |
2,761.9 |
2,642.5 |
119.4 |
4.3% |
29.7 |
1.1% |
94% |
True |
False |
8,347 |
| 40 |
2,761.9 |
2,525.4 |
236.5 |
8.6% |
30.5 |
1.1% |
97% |
True |
False |
5,983 |
| 60 |
2,761.9 |
2,424.7 |
337.2 |
12.2% |
33.6 |
1.2% |
98% |
True |
False |
4,757 |
| 80 |
2,761.9 |
2,374.9 |
387.0 |
14.1% |
33.1 |
1.2% |
98% |
True |
False |
4,060 |
| 100 |
2,761.9 |
2,372.6 |
389.3 |
14.1% |
33.0 |
1.2% |
98% |
True |
False |
3,378 |
| 120 |
2,761.9 |
2,372.6 |
389.3 |
14.1% |
32.9 |
1.2% |
98% |
True |
False |
2,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.5 |
|
2.618 |
2,841.7 |
|
1.618 |
2,811.2 |
|
1.000 |
2,792.4 |
|
0.618 |
2,780.7 |
|
HIGH |
2,761.9 |
|
0.618 |
2,750.2 |
|
0.500 |
2,746.7 |
|
0.382 |
2,743.1 |
|
LOW |
2,731.4 |
|
0.618 |
2,712.6 |
|
1.000 |
2,700.9 |
|
1.618 |
2,682.1 |
|
2.618 |
2,651.6 |
|
4.250 |
2,601.8 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,751.8 |
2,746.3 |
| PP |
2,749.2 |
2,738.3 |
| S1 |
2,746.7 |
2,730.4 |
|