| 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 |
2,708.6 |
2,718.8 |
10.2 |
0.4% |
2,709.0 |
| High |
2,728.7 |
2,745.1 |
16.4 |
0.6% |
2,721.1 |
| Low |
2,697.6 |
2,718.8 |
21.2 |
0.8% |
2,663.1 |
| Close |
2,722.0 |
2,734.9 |
12.9 |
0.5% |
2,719.5 |
| Range |
31.1 |
26.3 |
-4.8 |
-15.4% |
58.0 |
| ATR |
31.0 |
30.7 |
-0.3 |
-1.1% |
0.0 |
| Volume |
2,748 |
1,174 |
-1,574 |
-57.3% |
17,324 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.8 |
2,799.7 |
2,749.4 |
|
| R3 |
2,785.5 |
2,773.4 |
2,742.1 |
|
| R2 |
2,759.2 |
2,759.2 |
2,739.7 |
|
| R1 |
2,747.1 |
2,747.1 |
2,737.3 |
2,753.2 |
| PP |
2,732.9 |
2,732.9 |
2,732.9 |
2,736.0 |
| S1 |
2,720.8 |
2,720.8 |
2,732.5 |
2,726.9 |
| S2 |
2,706.6 |
2,706.6 |
2,730.1 |
|
| S3 |
2,680.3 |
2,694.5 |
2,727.7 |
|
| S4 |
2,654.0 |
2,668.2 |
2,720.4 |
|
|
| 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 |
2,745.1 |
2,663.1 |
82.0 |
3.0% |
28.2 |
1.0% |
88% |
True |
False |
2,426 |
| 10 |
2,745.1 |
2,663.1 |
82.0 |
3.0% |
28.9 |
1.1% |
88% |
True |
False |
2,649 |
| 20 |
2,746.2 |
2,614.4 |
131.8 |
4.8% |
30.4 |
1.1% |
91% |
False |
False |
1,846 |
| 40 |
2,746.2 |
2,543.4 |
202.8 |
7.4% |
29.7 |
1.1% |
94% |
False |
False |
1,517 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.2% |
32.8 |
1.2% |
96% |
False |
False |
1,373 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
12.9% |
32.1 |
1.2% |
97% |
False |
False |
1,209 |
| 100 |
2,746.2 |
2,392.2 |
354.0 |
12.9% |
31.9 |
1.2% |
97% |
False |
False |
1,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.9 |
|
2.618 |
2,814.0 |
|
1.618 |
2,787.7 |
|
1.000 |
2,771.4 |
|
0.618 |
2,761.4 |
|
HIGH |
2,745.1 |
|
0.618 |
2,735.1 |
|
0.500 |
2,732.0 |
|
0.382 |
2,728.8 |
|
LOW |
2,718.8 |
|
0.618 |
2,702.5 |
|
1.000 |
2,692.5 |
|
1.618 |
2,676.2 |
|
2.618 |
2,649.9 |
|
4.250 |
2,607.0 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.9 |
2,730.4 |
| PP |
2,732.9 |
2,725.9 |
| S1 |
2,732.0 |
2,721.4 |
|