| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
5,973.00 |
5,917.00 |
-56.00 |
-0.9% |
5,857.00 |
| High |
5,974.00 |
5,951.75 |
-22.25 |
-0.4% |
5,925.75 |
| Low |
5,909.25 |
5,912.50 |
3.25 |
0.1% |
5,782.00 |
| Close |
5,921.75 |
5,946.25 |
24.50 |
0.4% |
5,917.75 |
| Range |
64.75 |
39.25 |
-25.50 |
-39.4% |
143.75 |
| ATR |
63.63 |
61.89 |
-1.74 |
-2.7% |
0.00 |
| Volume |
5,146 |
1,510 |
-3,636 |
-70.7% |
15,999 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,054.50 |
6,039.75 |
5,967.75 |
|
| R3 |
6,015.25 |
6,000.50 |
5,957.00 |
|
| R2 |
5,976.00 |
5,976.00 |
5,953.50 |
|
| R1 |
5,961.25 |
5,961.25 |
5,949.75 |
5,968.50 |
| PP |
5,936.75 |
5,936.75 |
5,936.75 |
5,940.50 |
| S1 |
5,922.00 |
5,922.00 |
5,942.75 |
5,929.50 |
| S2 |
5,897.50 |
5,897.50 |
5,939.00 |
|
| S3 |
5,858.25 |
5,882.75 |
5,935.50 |
|
| S4 |
5,819.00 |
5,843.50 |
5,924.75 |
|
|
| 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 |
5,869.50 |
107.50 |
1.8% |
51.00 |
0.9% |
71% |
False |
False |
2,772 |
| 10 |
5,977.00 |
5,778.00 |
199.00 |
3.3% |
58.75 |
1.0% |
85% |
False |
False |
2,938 |
| 20 |
5,977.00 |
5,750.00 |
227.00 |
3.8% |
56.25 |
0.9% |
86% |
False |
False |
2,153 |
| 40 |
5,977.00 |
5,499.25 |
477.75 |
8.0% |
65.75 |
1.1% |
94% |
False |
False |
1,257 |
| 60 |
5,977.00 |
5,217.75 |
759.25 |
12.8% |
78.25 |
1.3% |
96% |
False |
False |
941 |
| 80 |
5,977.00 |
5,217.75 |
759.25 |
12.8% |
71.00 |
1.2% |
96% |
False |
False |
724 |
| 100 |
5,977.00 |
5,217.75 |
759.25 |
12.8% |
62.00 |
1.0% |
96% |
False |
False |
582 |
| 120 |
5,977.00 |
5,213.75 |
763.25 |
12.8% |
53.25 |
0.9% |
96% |
False |
False |
487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,118.50 |
|
2.618 |
6,054.50 |
|
1.618 |
6,015.25 |
|
1.000 |
5,991.00 |
|
0.618 |
5,976.00 |
|
HIGH |
5,951.75 |
|
0.618 |
5,936.75 |
|
0.500 |
5,932.00 |
|
0.382 |
5,927.50 |
|
LOW |
5,912.50 |
|
0.618 |
5,888.25 |
|
1.000 |
5,873.25 |
|
1.618 |
5,849.00 |
|
2.618 |
5,809.75 |
|
4.250 |
5,745.75 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,941.50 |
5,945.00 |
| PP |
5,936.75 |
5,944.00 |
| S1 |
5,932.00 |
5,942.75 |
|