| 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 |
20,857.50 |
20,574.75 |
-282.75 |
-1.4% |
20,437.25 |
| High |
20,882.25 |
20,620.00 |
-262.25 |
-1.3% |
20,727.25 |
| Low |
20,480.50 |
20,431.00 |
-49.50 |
-0.2% |
20,123.00 |
| Close |
20,565.75 |
20,573.75 |
8.00 |
0.0% |
20,671.50 |
| Range |
401.75 |
189.00 |
-212.75 |
-53.0% |
604.25 |
| ATR |
315.06 |
306.05 |
-9.00 |
-2.9% |
0.00 |
| Volume |
1,162 |
554 |
-608 |
-52.3% |
3,939 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,108.50 |
21,030.25 |
20,677.75 |
|
| R3 |
20,919.50 |
20,841.25 |
20,625.75 |
|
| R2 |
20,730.50 |
20,730.50 |
20,608.50 |
|
| R1 |
20,652.25 |
20,652.25 |
20,591.00 |
20,597.00 |
| PP |
20,541.50 |
20,541.50 |
20,541.50 |
20,514.00 |
| S1 |
20,463.25 |
20,463.25 |
20,556.50 |
20,408.00 |
| S2 |
20,352.50 |
20,352.50 |
20,539.00 |
|
| S3 |
20,163.50 |
20,274.25 |
20,521.75 |
|
| S4 |
19,974.50 |
20,085.25 |
20,469.75 |
|
|
| 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 |
20,903.75 |
20,431.00 |
472.75 |
2.3% |
253.75 |
1.2% |
30% |
False |
True |
573 |
| 10 |
20,903.75 |
20,056.75 |
847.00 |
4.1% |
287.50 |
1.4% |
61% |
False |
False |
801 |
| 20 |
20,903.75 |
19,878.00 |
1,025.75 |
5.0% |
292.00 |
1.4% |
68% |
False |
False |
725 |
| 40 |
20,903.75 |
18,799.75 |
2,104.00 |
10.2% |
323.50 |
1.6% |
84% |
False |
False |
381 |
| 60 |
20,903.75 |
17,767.00 |
3,136.75 |
15.2% |
364.75 |
1.8% |
89% |
False |
False |
262 |
| 80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.0% |
317.50 |
1.5% |
76% |
False |
False |
197 |
| 100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.0% |
263.00 |
1.3% |
76% |
False |
False |
157 |
| 120 |
21,466.00 |
17,767.00 |
3,699.00 |
18.0% |
225.50 |
1.1% |
76% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,423.25 |
|
2.618 |
21,114.75 |
|
1.618 |
20,925.75 |
|
1.000 |
20,809.00 |
|
0.618 |
20,736.75 |
|
HIGH |
20,620.00 |
|
0.618 |
20,547.75 |
|
0.500 |
20,525.50 |
|
0.382 |
20,503.25 |
|
LOW |
20,431.00 |
|
0.618 |
20,314.25 |
|
1.000 |
20,242.00 |
|
1.618 |
20,125.25 |
|
2.618 |
19,936.25 |
|
4.250 |
19,627.75 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,557.75 |
20,667.50 |
| PP |
20,541.50 |
20,636.25 |
| S1 |
20,525.50 |
20,605.00 |
|