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 |
5,917.00 |
5,941.25 |
24.25 |
0.4% |
5,857.00 |
High |
5,951.75 |
5,987.00 |
35.25 |
0.6% |
5,925.75 |
Low |
5,912.50 |
5,930.75 |
18.25 |
0.3% |
5,782.00 |
Close |
5,946.25 |
5,947.00 |
0.75 |
0.0% |
5,917.75 |
Range |
39.25 |
56.25 |
17.00 |
43.3% |
143.75 |
ATR |
61.89 |
61.48 |
-0.40 |
-0.7% |
0.00 |
Volume |
1,510 |
1,849 |
339 |
22.5% |
15,999 |
|
Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,123.75 |
6,091.50 |
5,978.00 |
|
R3 |
6,067.50 |
6,035.25 |
5,962.50 |
|
R2 |
6,011.25 |
6,011.25 |
5,957.25 |
|
R1 |
5,979.00 |
5,979.00 |
5,952.25 |
5,995.00 |
PP |
5,955.00 |
5,955.00 |
5,955.00 |
5,963.00 |
S1 |
5,922.75 |
5,922.75 |
5,941.75 |
5,939.00 |
S2 |
5,898.75 |
5,898.75 |
5,936.75 |
|
S3 |
5,842.50 |
5,866.50 |
5,931.50 |
|
S4 |
5,786.25 |
5,810.25 |
5,916.00 |
|
|
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 |
5,987.00 |
5,874.50 |
112.50 |
1.9% |
56.00 |
0.9% |
64% |
True |
False |
2,397 |
10 |
5,987.00 |
5,782.00 |
205.00 |
3.4% |
59.75 |
1.0% |
80% |
True |
False |
2,848 |
20 |
5,987.00 |
5,776.00 |
211.00 |
3.5% |
54.25 |
0.9% |
81% |
True |
False |
2,220 |
40 |
5,987.00 |
5,499.25 |
487.75 |
8.2% |
66.00 |
1.1% |
92% |
True |
False |
1,301 |
60 |
5,987.00 |
5,217.75 |
769.25 |
12.9% |
77.00 |
1.3% |
95% |
True |
False |
971 |
80 |
5,987.00 |
5,217.75 |
769.25 |
12.9% |
71.50 |
1.2% |
95% |
True |
False |
747 |
100 |
5,987.00 |
5,217.75 |
769.25 |
12.9% |
62.50 |
1.1% |
95% |
True |
False |
601 |
120 |
5,987.00 |
5,213.75 |
773.25 |
13.0% |
53.75 |
0.9% |
95% |
True |
False |
503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,226.00 |
2.618 |
6,134.25 |
1.618 |
6,078.00 |
1.000 |
6,043.25 |
0.618 |
6,021.75 |
HIGH |
5,987.00 |
0.618 |
5,965.50 |
0.500 |
5,959.00 |
0.382 |
5,952.25 |
LOW |
5,930.75 |
0.618 |
5,896.00 |
1.000 |
5,874.50 |
1.618 |
5,839.75 |
2.618 |
5,783.50 |
4.250 |
5,691.75 |
|
|
Fisher Pivots for day following 17-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,959.00 |
5,948.00 |
PP |
5,955.00 |
5,947.75 |
S1 |
5,951.00 |
5,947.50 |
|