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 |
5,912.50 |
5,973.00 |
60.50 |
1.0% |
5,857.00 |
High |
5,977.00 |
5,974.00 |
-3.00 |
-0.1% |
5,925.75 |
Low |
5,908.50 |
5,909.25 |
0.75 |
0.0% |
5,782.00 |
Close |
5,967.50 |
5,921.75 |
-45.75 |
-0.8% |
5,917.75 |
Range |
68.50 |
64.75 |
-3.75 |
-5.5% |
143.75 |
ATR |
63.54 |
63.63 |
0.09 |
0.1% |
0.00 |
Volume |
2,230 |
5,146 |
2,916 |
130.8% |
15,999 |
|
Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,129.25 |
6,090.25 |
5,957.25 |
|
R3 |
6,064.50 |
6,025.50 |
5,939.50 |
|
R2 |
5,999.75 |
5,999.75 |
5,933.50 |
|
R1 |
5,960.75 |
5,960.75 |
5,927.75 |
5,948.00 |
PP |
5,935.00 |
5,935.00 |
5,935.00 |
5,928.50 |
S1 |
5,896.00 |
5,896.00 |
5,915.75 |
5,883.00 |
S2 |
5,870.25 |
5,870.25 |
5,910.00 |
|
S3 |
5,805.50 |
5,831.25 |
5,904.00 |
|
S4 |
5,740.75 |
5,766.50 |
5,886.25 |
|
|
Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,306.50 |
6,255.75 |
5,996.75 |
|
R3 |
6,162.75 |
6,112.00 |
5,957.25 |
|
R2 |
6,019.00 |
6,019.00 |
5,944.00 |
|
R1 |
5,968.25 |
5,968.25 |
5,931.00 |
5,993.50 |
PP |
5,875.25 |
5,875.25 |
5,875.25 |
5,887.75 |
S1 |
5,824.50 |
5,824.50 |
5,904.50 |
5,850.00 |
S2 |
5,731.50 |
5,731.50 |
5,891.50 |
|
S3 |
5,587.75 |
5,680.75 |
5,878.25 |
|
S4 |
5,444.00 |
5,537.00 |
5,838.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,977.00 |
5,837.75 |
139.25 |
2.4% |
56.25 |
0.9% |
60% |
False |
False |
2,956 |
10 |
5,977.00 |
5,776.00 |
201.00 |
3.4% |
59.50 |
1.0% |
73% |
False |
False |
2,993 |
20 |
5,977.00 |
5,728.25 |
248.75 |
4.2% |
57.75 |
1.0% |
78% |
False |
False |
2,112 |
40 |
5,977.00 |
5,499.25 |
477.75 |
8.1% |
65.50 |
1.1% |
88% |
False |
False |
1,222 |
60 |
5,977.00 |
5,217.75 |
759.25 |
12.8% |
78.25 |
1.3% |
93% |
False |
False |
918 |
80 |
5,977.00 |
5,217.75 |
759.25 |
12.8% |
71.00 |
1.2% |
93% |
False |
False |
705 |
100 |
5,977.00 |
5,217.75 |
759.25 |
12.8% |
62.50 |
1.1% |
93% |
False |
False |
570 |
120 |
5,977.00 |
5,213.75 |
763.25 |
12.9% |
53.00 |
0.9% |
93% |
False |
False |
475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,249.25 |
2.618 |
6,143.50 |
1.618 |
6,078.75 |
1.000 |
6,038.75 |
0.618 |
6,014.00 |
HIGH |
5,974.00 |
0.618 |
5,949.25 |
0.500 |
5,941.50 |
0.382 |
5,934.00 |
LOW |
5,909.25 |
0.618 |
5,869.25 |
1.000 |
5,844.50 |
1.618 |
5,804.50 |
2.618 |
5,739.75 |
4.250 |
5,634.00 |
|
|
Fisher Pivots for day following 15-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,941.50 |
5,925.75 |
PP |
5,935.00 |
5,924.50 |
S1 |
5,928.50 |
5,923.00 |
|