| 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 |
2,638.3 |
2,655.0 |
16.7 |
0.6% |
2,648.7 |
| High |
2,658.1 |
2,655.3 |
-2.8 |
-0.1% |
2,658.1 |
| Low |
2,638.2 |
2,647.8 |
9.6 |
0.4% |
2,602.5 |
| Close |
2,657.6 |
2,647.8 |
-9.8 |
-0.4% |
2,657.6 |
| Range |
19.9 |
7.5 |
-12.4 |
-62.3% |
55.6 |
| ATR |
30.2 |
28.8 |
-1.5 |
-4.8% |
0.0 |
| Volume |
12 |
40 |
28 |
233.3% |
1,455 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.8 |
2,667.8 |
2,651.9 |
|
| R3 |
2,665.3 |
2,660.3 |
2,649.9 |
|
| R2 |
2,657.8 |
2,657.8 |
2,649.2 |
|
| R1 |
2,652.8 |
2,652.8 |
2,648.5 |
2,651.6 |
| PP |
2,650.3 |
2,650.3 |
2,650.3 |
2,649.7 |
| S1 |
2,645.3 |
2,645.3 |
2,647.1 |
2,644.1 |
| S2 |
2,642.8 |
2,642.8 |
2,646.4 |
|
| S3 |
2,635.3 |
2,637.8 |
2,645.7 |
|
| S4 |
2,627.8 |
2,630.3 |
2,643.7 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.2 |
2,787.5 |
2,688.2 |
|
| R3 |
2,750.6 |
2,731.9 |
2,672.9 |
|
| R2 |
2,695.0 |
2,695.0 |
2,667.8 |
|
| R1 |
2,676.3 |
2,676.3 |
2,662.7 |
2,685.7 |
| PP |
2,639.4 |
2,639.4 |
2,639.4 |
2,644.1 |
| S1 |
2,620.7 |
2,620.7 |
2,652.5 |
2,630.1 |
| S2 |
2,583.8 |
2,583.8 |
2,647.4 |
|
| S3 |
2,528.2 |
2,565.1 |
2,642.3 |
|
| S4 |
2,472.6 |
2,509.5 |
2,627.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,658.1 |
2,602.5 |
55.6 |
2.1% |
17.5 |
0.7% |
81% |
False |
False |
242 |
| 10 |
2,670.9 |
2,602.5 |
68.4 |
2.6% |
20.8 |
0.8% |
66% |
False |
False |
218 |
| 20 |
2,683.9 |
2,549.4 |
134.5 |
5.1% |
27.8 |
1.1% |
73% |
False |
False |
5,182 |
| 40 |
2,683.9 |
2,479.8 |
204.1 |
7.7% |
28.9 |
1.1% |
82% |
False |
False |
6,257 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.7% |
33.1 |
1.2% |
88% |
False |
False |
8,552 |
| 80 |
2,683.9 |
2,327.5 |
356.4 |
13.5% |
33.2 |
1.3% |
90% |
False |
False |
8,030 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
33.7 |
1.3% |
90% |
False |
False |
6,840 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
33.7 |
1.3% |
90% |
False |
False |
5,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,687.2 |
|
2.618 |
2,674.9 |
|
1.618 |
2,667.4 |
|
1.000 |
2,662.8 |
|
0.618 |
2,659.9 |
|
HIGH |
2,655.3 |
|
0.618 |
2,652.4 |
|
0.500 |
2,651.6 |
|
0.382 |
2,650.7 |
|
LOW |
2,647.8 |
|
0.618 |
2,643.2 |
|
1.000 |
2,640.3 |
|
1.618 |
2,635.7 |
|
2.618 |
2,628.2 |
|
4.250 |
2,615.9 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,651.6 |
2,642.0 |
| PP |
2,650.3 |
2,636.1 |
| S1 |
2,649.1 |
2,630.3 |
|