| 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 |
2,668.3 |
2,688.8 |
20.5 |
0.8% |
2,709.0 |
| High |
2,691.6 |
2,720.9 |
29.3 |
1.1% |
2,721.1 |
| Low |
2,663.1 |
2,688.8 |
25.7 |
1.0% |
2,663.1 |
| Close |
2,682.3 |
2,719.5 |
37.2 |
1.4% |
2,719.5 |
| Range |
28.5 |
32.1 |
3.6 |
12.6% |
58.0 |
| ATR |
31.1 |
31.6 |
0.5 |
1.7% |
0.0 |
| Volume |
4,370 |
3,200 |
-1,170 |
-26.8% |
17,324 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.0 |
2,794.9 |
2,737.2 |
|
| R3 |
2,773.9 |
2,762.8 |
2,728.3 |
|
| R2 |
2,741.8 |
2,741.8 |
2,725.4 |
|
| R1 |
2,730.7 |
2,730.7 |
2,722.4 |
2,736.3 |
| PP |
2,709.7 |
2,709.7 |
2,709.7 |
2,712.5 |
| S1 |
2,698.6 |
2,698.6 |
2,716.6 |
2,704.2 |
| S2 |
2,677.6 |
2,677.6 |
2,713.6 |
|
| S3 |
2,645.5 |
2,666.5 |
2,710.7 |
|
| S4 |
2,613.4 |
2,634.4 |
2,701.8 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.2 |
2,855.4 |
2,751.4 |
|
| R3 |
2,817.2 |
2,797.4 |
2,735.5 |
|
| R2 |
2,759.2 |
2,759.2 |
2,730.1 |
|
| R1 |
2,739.4 |
2,739.4 |
2,724.8 |
2,749.3 |
| PP |
2,701.2 |
2,701.2 |
2,701.2 |
2,706.2 |
| S1 |
2,681.4 |
2,681.4 |
2,714.2 |
2,691.3 |
| S2 |
2,643.2 |
2,643.2 |
2,708.9 |
|
| S3 |
2,585.2 |
2,623.4 |
2,703.6 |
|
| S4 |
2,527.2 |
2,565.4 |
2,687.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,721.1 |
2,663.1 |
58.0 |
2.1% |
29.4 |
1.1% |
97% |
False |
False |
3,464 |
| 10 |
2,735.0 |
2,663.1 |
71.9 |
2.6% |
30.7 |
1.1% |
78% |
False |
False |
2,600 |
| 20 |
2,746.2 |
2,613.2 |
133.0 |
4.9% |
30.9 |
1.1% |
80% |
False |
False |
1,800 |
| 40 |
2,746.2 |
2,530.6 |
215.6 |
7.9% |
30.4 |
1.1% |
88% |
False |
False |
1,502 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.2% |
33.1 |
1.2% |
91% |
False |
False |
1,319 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.0% |
32.4 |
1.2% |
92% |
False |
False |
1,165 |
| 100 |
2,746.2 |
2,392.2 |
354.0 |
13.0% |
32.4 |
1.2% |
92% |
False |
False |
992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.3 |
|
2.618 |
2,804.9 |
|
1.618 |
2,772.8 |
|
1.000 |
2,753.0 |
|
0.618 |
2,740.7 |
|
HIGH |
2,720.9 |
|
0.618 |
2,708.6 |
|
0.500 |
2,704.9 |
|
0.382 |
2,701.1 |
|
LOW |
2,688.8 |
|
0.618 |
2,669.0 |
|
1.000 |
2,656.7 |
|
1.618 |
2,636.9 |
|
2.618 |
2,604.8 |
|
4.250 |
2,552.4 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,714.6 |
2,710.3 |
| PP |
2,709.7 |
2,701.2 |
| S1 |
2,704.9 |
2,692.0 |
|