| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,709.0 |
2,708.6 |
-0.4 |
0.0% |
2,709.0 |
| High |
2,726.4 |
2,728.7 |
2.3 |
0.1% |
2,721.1 |
| Low |
2,703.5 |
2,697.6 |
-5.9 |
-0.2% |
2,663.1 |
| Close |
2,708.9 |
2,722.0 |
13.1 |
0.5% |
2,719.5 |
| Range |
22.9 |
31.1 |
8.2 |
35.8% |
58.0 |
| ATR |
31.0 |
31.0 |
0.0 |
0.0% |
0.0 |
| Volume |
639 |
2,748 |
2,109 |
330.0% |
17,324 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.4 |
2,796.8 |
2,739.1 |
|
| R3 |
2,778.3 |
2,765.7 |
2,730.6 |
|
| R2 |
2,747.2 |
2,747.2 |
2,727.7 |
|
| R1 |
2,734.6 |
2,734.6 |
2,724.9 |
2,740.9 |
| PP |
2,716.1 |
2,716.1 |
2,716.1 |
2,719.3 |
| S1 |
2,703.5 |
2,703.5 |
2,719.1 |
2,709.8 |
| S2 |
2,685.0 |
2,685.0 |
2,716.3 |
|
| S3 |
2,653.9 |
2,672.4 |
2,713.4 |
|
| S4 |
2,622.8 |
2,641.3 |
2,704.9 |
|
|
| 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 |
2,728.7 |
2,663.1 |
65.6 |
2.4% |
26.5 |
1.0% |
90% |
True |
False |
2,693 |
| 10 |
2,731.9 |
2,663.1 |
68.8 |
2.5% |
28.4 |
1.0% |
86% |
False |
False |
2,645 |
| 20 |
2,746.2 |
2,613.2 |
133.0 |
4.9% |
31.7 |
1.2% |
82% |
False |
False |
1,856 |
| 40 |
2,746.2 |
2,543.4 |
202.8 |
7.5% |
29.8 |
1.1% |
88% |
False |
False |
1,547 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.2% |
32.7 |
1.2% |
92% |
False |
False |
1,360 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.0% |
31.9 |
1.2% |
93% |
False |
False |
1,198 |
| 100 |
2,746.2 |
2,392.2 |
354.0 |
13.0% |
32.2 |
1.2% |
93% |
False |
False |
1,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,860.9 |
|
2.618 |
2,810.1 |
|
1.618 |
2,779.0 |
|
1.000 |
2,759.8 |
|
0.618 |
2,747.9 |
|
HIGH |
2,728.7 |
|
0.618 |
2,716.8 |
|
0.500 |
2,713.2 |
|
0.382 |
2,709.5 |
|
LOW |
2,697.6 |
|
0.618 |
2,678.4 |
|
1.000 |
2,666.5 |
|
1.618 |
2,647.3 |
|
2.618 |
2,616.2 |
|
4.250 |
2,565.4 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,719.1 |
2,717.6 |
| PP |
2,716.1 |
2,713.2 |
| S1 |
2,713.2 |
2,708.8 |
|