| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
20,499.25 |
20,666.75 |
167.50 |
0.8% |
20,376.25 |
| High |
20,703.00 |
20,727.25 |
24.25 |
0.1% |
20,532.75 |
| Low |
20,415.50 |
20,523.75 |
108.25 |
0.5% |
20,020.00 |
| Close |
20,685.00 |
20,650.25 |
-34.75 |
-0.2% |
20,441.00 |
| Range |
287.50 |
203.50 |
-84.00 |
-29.2% |
512.75 |
| ATR |
328.29 |
319.38 |
-8.91 |
-2.7% |
0.00 |
| Volume |
875 |
468 |
-407 |
-46.5% |
4,586 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,244.25 |
21,150.75 |
20,762.25 |
|
| R3 |
21,040.75 |
20,947.25 |
20,706.25 |
|
| R2 |
20,837.25 |
20,837.25 |
20,687.50 |
|
| R1 |
20,743.75 |
20,743.75 |
20,669.00 |
20,688.75 |
| PP |
20,633.75 |
20,633.75 |
20,633.75 |
20,606.25 |
| S1 |
20,540.25 |
20,540.25 |
20,631.50 |
20,485.25 |
| S2 |
20,430.25 |
20,430.25 |
20,613.00 |
|
| S3 |
20,226.75 |
20,336.75 |
20,594.25 |
|
| S4 |
20,023.25 |
20,133.25 |
20,538.25 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,869.50 |
21,668.00 |
20,723.00 |
|
| R3 |
21,356.75 |
21,155.25 |
20,582.00 |
|
| R2 |
20,844.00 |
20,844.00 |
20,535.00 |
|
| R1 |
20,642.50 |
20,642.50 |
20,488.00 |
20,743.25 |
| PP |
20,331.25 |
20,331.25 |
20,331.25 |
20,381.50 |
| S1 |
20,129.75 |
20,129.75 |
20,394.00 |
20,230.50 |
| S2 |
19,818.50 |
19,818.50 |
20,347.00 |
|
| S3 |
19,305.75 |
19,617.00 |
20,300.00 |
|
| S4 |
18,793.00 |
19,104.25 |
20,159.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,727.25 |
20,123.00 |
604.25 |
2.9% |
309.75 |
1.5% |
87% |
True |
False |
1,008 |
| 10 |
20,727.25 |
20,020.00 |
707.25 |
3.4% |
302.25 |
1.5% |
89% |
True |
False |
908 |
| 20 |
20,743.75 |
19,731.75 |
1,012.00 |
4.9% |
288.50 |
1.4% |
91% |
False |
False |
622 |
| 40 |
20,743.75 |
18,799.75 |
1,944.00 |
9.4% |
324.25 |
1.6% |
95% |
False |
False |
321 |
| 60 |
20,743.75 |
17,767.00 |
2,976.75 |
14.4% |
366.00 |
1.8% |
97% |
False |
False |
222 |
| 80 |
21,466.00 |
17,767.00 |
3,699.00 |
17.9% |
307.75 |
1.5% |
78% |
False |
False |
167 |
| 100 |
21,466.00 |
17,767.00 |
3,699.00 |
17.9% |
254.50 |
1.2% |
78% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,592.00 |
|
2.618 |
21,260.00 |
|
1.618 |
21,056.50 |
|
1.000 |
20,930.75 |
|
0.618 |
20,853.00 |
|
HIGH |
20,727.25 |
|
0.618 |
20,649.50 |
|
0.500 |
20,625.50 |
|
0.382 |
20,601.50 |
|
LOW |
20,523.75 |
|
0.618 |
20,398.00 |
|
1.000 |
20,320.25 |
|
1.618 |
20,194.50 |
|
2.618 |
19,991.00 |
|
4.250 |
19,659.00 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,642.00 |
20,575.25 |
| PP |
20,633.75 |
20,500.25 |
| S1 |
20,625.50 |
20,425.00 |
|