| Trading Metrics calculated at close of trading on 14-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,688.8 |
2,709.0 |
20.2 |
0.8% |
2,709.0 |
| High |
2,720.9 |
2,726.4 |
5.5 |
0.2% |
2,721.1 |
| Low |
2,688.8 |
2,703.5 |
14.7 |
0.5% |
2,663.1 |
| Close |
2,719.5 |
2,708.9 |
-10.6 |
-0.4% |
2,719.5 |
| Range |
32.1 |
22.9 |
-9.2 |
-28.7% |
58.0 |
| ATR |
31.6 |
31.0 |
-0.6 |
-2.0% |
0.0 |
| Volume |
3,200 |
639 |
-2,561 |
-80.0% |
17,324 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.6 |
2,768.2 |
2,721.5 |
|
| R3 |
2,758.7 |
2,745.3 |
2,715.2 |
|
| R2 |
2,735.8 |
2,735.8 |
2,713.1 |
|
| R1 |
2,722.4 |
2,722.4 |
2,711.0 |
2,717.7 |
| PP |
2,712.9 |
2,712.9 |
2,712.9 |
2,710.6 |
| S1 |
2,699.5 |
2,699.5 |
2,706.8 |
2,694.8 |
| S2 |
2,690.0 |
2,690.0 |
2,704.7 |
|
| S3 |
2,667.1 |
2,676.6 |
2,702.6 |
|
| S4 |
2,644.2 |
2,653.7 |
2,696.3 |
|
|
| 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 |
2,726.4 |
2,663.1 |
63.3 |
2.3% |
29.8 |
1.1% |
72% |
True |
False |
3,094 |
| 10 |
2,735.0 |
2,663.1 |
71.9 |
2.7% |
29.2 |
1.1% |
64% |
False |
False |
2,555 |
| 20 |
2,746.2 |
2,613.2 |
133.0 |
4.9% |
31.4 |
1.2% |
72% |
False |
False |
1,787 |
| 40 |
2,746.2 |
2,543.4 |
202.8 |
7.5% |
29.5 |
1.1% |
82% |
False |
False |
1,490 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.3% |
32.6 |
1.2% |
88% |
False |
False |
1,317 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.1% |
32.2 |
1.2% |
89% |
False |
False |
1,168 |
| 100 |
2,746.2 |
2,392.2 |
354.0 |
13.1% |
32.3 |
1.2% |
89% |
False |
False |
996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.7 |
|
2.618 |
2,786.4 |
|
1.618 |
2,763.5 |
|
1.000 |
2,749.3 |
|
0.618 |
2,740.6 |
|
HIGH |
2,726.4 |
|
0.618 |
2,717.7 |
|
0.500 |
2,715.0 |
|
0.382 |
2,712.2 |
|
LOW |
2,703.5 |
|
0.618 |
2,689.3 |
|
1.000 |
2,680.6 |
|
1.618 |
2,666.4 |
|
2.618 |
2,643.5 |
|
4.250 |
2,606.2 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.0 |
2,704.2 |
| PP |
2,712.9 |
2,699.5 |
| S1 |
2,710.9 |
2,694.8 |
|