| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,733.0 |
2,753.1 |
20.1 |
0.7% |
2,709.0 |
| High |
2,756.1 |
2,781.5 |
25.4 |
0.9% |
2,781.5 |
| Low |
2,732.0 |
2,753.1 |
21.1 |
0.8% |
2,697.6 |
| Close |
2,751.3 |
2,774.8 |
23.5 |
0.9% |
2,774.8 |
| Range |
24.1 |
28.4 |
4.3 |
17.8% |
83.9 |
| ATR |
30.2 |
30.2 |
0.0 |
0.0% |
0.0 |
| Volume |
2,393 |
1,101 |
-1,292 |
-54.0% |
8,055 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.0 |
2,843.3 |
2,790.4 |
|
| R3 |
2,826.6 |
2,814.9 |
2,782.6 |
|
| R2 |
2,798.2 |
2,798.2 |
2,780.0 |
|
| R1 |
2,786.5 |
2,786.5 |
2,777.4 |
2,792.4 |
| PP |
2,769.8 |
2,769.8 |
2,769.8 |
2,772.7 |
| S1 |
2,758.1 |
2,758.1 |
2,772.2 |
2,764.0 |
| S2 |
2,741.4 |
2,741.4 |
2,769.6 |
|
| S3 |
2,713.0 |
2,729.7 |
2,767.0 |
|
| S4 |
2,684.6 |
2,701.3 |
2,759.2 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.0 |
2,972.8 |
2,820.9 |
|
| R3 |
2,919.1 |
2,888.9 |
2,797.9 |
|
| R2 |
2,835.2 |
2,835.2 |
2,790.2 |
|
| R1 |
2,805.0 |
2,805.0 |
2,782.5 |
2,820.1 |
| PP |
2,751.3 |
2,751.3 |
2,751.3 |
2,758.9 |
| S1 |
2,721.1 |
2,721.1 |
2,767.1 |
2,736.2 |
| S2 |
2,667.4 |
2,667.4 |
2,759.4 |
|
| S3 |
2,583.5 |
2,637.2 |
2,751.7 |
|
| S4 |
2,499.6 |
2,553.3 |
2,728.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,781.5 |
2,697.6 |
83.9 |
3.0% |
26.6 |
1.0% |
92% |
True |
False |
1,611 |
| 10 |
2,781.5 |
2,663.1 |
118.4 |
4.3% |
28.0 |
1.0% |
94% |
True |
False |
2,537 |
| 20 |
2,781.5 |
2,663.1 |
118.4 |
4.3% |
28.8 |
1.0% |
94% |
True |
False |
1,934 |
| 40 |
2,781.5 |
2,543.4 |
238.1 |
8.6% |
29.4 |
1.1% |
97% |
True |
False |
1,527 |
| 60 |
2,781.5 |
2,440.4 |
341.1 |
12.3% |
32.3 |
1.2% |
98% |
True |
False |
1,419 |
| 80 |
2,781.5 |
2,393.8 |
387.7 |
14.0% |
32.2 |
1.2% |
98% |
True |
False |
1,246 |
| 100 |
2,781.5 |
2,392.2 |
389.3 |
14.0% |
32.0 |
1.2% |
98% |
True |
False |
1,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902.2 |
|
2.618 |
2,855.9 |
|
1.618 |
2,827.5 |
|
1.000 |
2,809.9 |
|
0.618 |
2,799.1 |
|
HIGH |
2,781.5 |
|
0.618 |
2,770.7 |
|
0.500 |
2,767.3 |
|
0.382 |
2,763.9 |
|
LOW |
2,753.1 |
|
0.618 |
2,735.5 |
|
1.000 |
2,724.7 |
|
1.618 |
2,707.1 |
|
2.618 |
2,678.7 |
|
4.250 |
2,632.4 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.3 |
2,766.6 |
| PP |
2,769.8 |
2,758.4 |
| S1 |
2,767.3 |
2,750.2 |
|