| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,718.8 |
2,733.0 |
14.2 |
0.5% |
2,709.0 |
| High |
2,745.1 |
2,756.1 |
11.0 |
0.4% |
2,721.1 |
| Low |
2,718.8 |
2,732.0 |
13.2 |
0.5% |
2,663.1 |
| Close |
2,734.9 |
2,751.3 |
16.4 |
0.6% |
2,719.5 |
| Range |
26.3 |
24.1 |
-2.2 |
-8.4% |
58.0 |
| ATR |
30.7 |
30.2 |
-0.5 |
-1.5% |
0.0 |
| Volume |
1,174 |
2,393 |
1,219 |
103.8% |
17,324 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.8 |
2,809.1 |
2,764.6 |
|
| R3 |
2,794.7 |
2,785.0 |
2,757.9 |
|
| R2 |
2,770.6 |
2,770.6 |
2,755.7 |
|
| R1 |
2,760.9 |
2,760.9 |
2,753.5 |
2,765.8 |
| PP |
2,746.5 |
2,746.5 |
2,746.5 |
2,748.9 |
| S1 |
2,736.8 |
2,736.8 |
2,749.1 |
2,741.7 |
| S2 |
2,722.4 |
2,722.4 |
2,746.9 |
|
| S3 |
2,698.3 |
2,712.7 |
2,744.7 |
|
| S4 |
2,674.2 |
2,688.6 |
2,738.0 |
|
|
| 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 |
2,756.1 |
2,688.8 |
67.3 |
2.4% |
27.3 |
1.0% |
93% |
True |
False |
2,030 |
| 10 |
2,756.1 |
2,663.1 |
93.0 |
3.4% |
28.9 |
1.0% |
95% |
True |
False |
2,773 |
| 20 |
2,756.1 |
2,648.4 |
107.7 |
3.9% |
29.5 |
1.1% |
96% |
True |
False |
1,935 |
| 40 |
2,756.1 |
2,543.4 |
212.7 |
7.7% |
29.7 |
1.1% |
98% |
True |
False |
1,532 |
| 60 |
2,756.1 |
2,440.4 |
315.7 |
11.5% |
32.6 |
1.2% |
98% |
True |
False |
1,409 |
| 80 |
2,756.1 |
2,392.2 |
363.9 |
13.2% |
32.2 |
1.2% |
99% |
True |
False |
1,236 |
| 100 |
2,756.1 |
2,392.2 |
363.9 |
13.2% |
31.9 |
1.2% |
99% |
True |
False |
1,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.5 |
|
2.618 |
2,819.2 |
|
1.618 |
2,795.1 |
|
1.000 |
2,780.2 |
|
0.618 |
2,771.0 |
|
HIGH |
2,756.1 |
|
0.618 |
2,746.9 |
|
0.500 |
2,744.1 |
|
0.382 |
2,741.2 |
|
LOW |
2,732.0 |
|
0.618 |
2,717.1 |
|
1.000 |
2,707.9 |
|
1.618 |
2,693.0 |
|
2.618 |
2,668.9 |
|
4.250 |
2,629.6 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.9 |
2,743.2 |
| PP |
2,746.5 |
2,735.0 |
| S1 |
2,744.1 |
2,726.9 |
|