| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
20,666.75 |
20,665.00 |
-1.75 |
0.0% |
20,437.25 |
| High |
20,727.25 |
20,714.75 |
-12.50 |
-0.1% |
20,727.25 |
| Low |
20,523.75 |
20,537.00 |
13.25 |
0.1% |
20,123.00 |
| Close |
20,650.25 |
20,671.50 |
21.25 |
0.1% |
20,671.50 |
| Range |
203.50 |
177.75 |
-25.75 |
-12.7% |
604.25 |
| ATR |
319.38 |
309.26 |
-10.12 |
-3.2% |
0.00 |
| Volume |
468 |
277 |
-191 |
-40.8% |
3,939 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,174.25 |
21,100.75 |
20,769.25 |
|
| R3 |
20,996.50 |
20,923.00 |
20,720.50 |
|
| R2 |
20,818.75 |
20,818.75 |
20,704.00 |
|
| R1 |
20,745.25 |
20,745.25 |
20,687.75 |
20,782.00 |
| PP |
20,641.00 |
20,641.00 |
20,641.00 |
20,659.50 |
| S1 |
20,567.50 |
20,567.50 |
20,655.25 |
20,604.25 |
| S2 |
20,463.25 |
20,463.25 |
20,639.00 |
|
| S3 |
20,285.50 |
20,389.75 |
20,622.50 |
|
| S4 |
20,107.75 |
20,212.00 |
20,573.75 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,320.00 |
22,100.00 |
21,003.75 |
|
| R3 |
21,715.75 |
21,495.75 |
20,837.75 |
|
| R2 |
21,111.50 |
21,111.50 |
20,782.25 |
|
| R1 |
20,891.50 |
20,891.50 |
20,727.00 |
21,001.50 |
| PP |
20,507.25 |
20,507.25 |
20,507.25 |
20,562.25 |
| S1 |
20,287.25 |
20,287.25 |
20,616.00 |
20,397.25 |
| S2 |
19,903.00 |
19,903.00 |
20,560.75 |
|
| S3 |
19,298.75 |
19,683.00 |
20,505.25 |
|
| S4 |
18,694.50 |
19,078.75 |
20,339.25 |
|
|
| 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% |
280.50 |
1.4% |
91% |
False |
False |
787 |
| 10 |
20,727.25 |
20,020.00 |
707.25 |
3.4% |
298.00 |
1.4% |
92% |
False |
False |
852 |
| 20 |
20,743.75 |
19,731.75 |
1,012.00 |
4.9% |
289.75 |
1.4% |
93% |
False |
False |
636 |
| 40 |
20,743.75 |
18,799.75 |
1,944.00 |
9.4% |
317.75 |
1.5% |
96% |
False |
False |
328 |
| 60 |
20,743.75 |
17,767.00 |
2,976.75 |
14.4% |
363.00 |
1.8% |
98% |
False |
False |
226 |
| 80 |
21,466.00 |
17,767.00 |
3,699.00 |
17.9% |
310.00 |
1.5% |
79% |
False |
False |
170 |
| 100 |
21,466.00 |
17,767.00 |
3,699.00 |
17.9% |
256.25 |
1.2% |
79% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,470.25 |
|
2.618 |
21,180.00 |
|
1.618 |
21,002.25 |
|
1.000 |
20,892.50 |
|
0.618 |
20,824.50 |
|
HIGH |
20,714.75 |
|
0.618 |
20,646.75 |
|
0.500 |
20,626.00 |
|
0.382 |
20,605.00 |
|
LOW |
20,537.00 |
|
0.618 |
20,427.25 |
|
1.000 |
20,359.25 |
|
1.618 |
20,249.50 |
|
2.618 |
20,071.75 |
|
4.250 |
19,781.50 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,656.25 |
20,638.00 |
| PP |
20,641.00 |
20,604.75 |
| S1 |
20,626.00 |
20,571.50 |
|