| 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 |
2,647.4 |
2,673.1 |
25.7 |
1.0% |
2,671.7 |
| High |
2,679.0 |
2,684.2 |
5.2 |
0.2% |
2,679.2 |
| Low |
2,645.3 |
2,660.0 |
14.7 |
0.6% |
2,618.8 |
| Close |
2,676.3 |
2,665.6 |
-10.7 |
-0.4% |
2,676.3 |
| Range |
33.7 |
24.2 |
-9.5 |
-28.2% |
60.4 |
| ATR |
33.6 |
32.9 |
-0.7 |
-2.0% |
0.0 |
| Volume |
168,597 |
123,361 |
-45,236 |
-26.8% |
871,732 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,742.5 |
2,728.3 |
2,678.9 |
|
| R3 |
2,718.3 |
2,704.1 |
2,672.3 |
|
| R2 |
2,694.1 |
2,694.1 |
2,670.0 |
|
| R1 |
2,679.9 |
2,679.9 |
2,667.8 |
2,674.9 |
| PP |
2,669.9 |
2,669.9 |
2,669.9 |
2,667.5 |
| S1 |
2,655.7 |
2,655.7 |
2,663.4 |
2,650.7 |
| S2 |
2,645.7 |
2,645.7 |
2,661.2 |
|
| S3 |
2,621.5 |
2,631.5 |
2,658.9 |
|
| S4 |
2,597.3 |
2,607.3 |
2,652.3 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.3 |
2,818.2 |
2,709.5 |
|
| R3 |
2,778.9 |
2,757.8 |
2,692.9 |
|
| R2 |
2,718.5 |
2,718.5 |
2,687.4 |
|
| R1 |
2,697.4 |
2,697.4 |
2,681.8 |
2,708.0 |
| PP |
2,658.1 |
2,658.1 |
2,658.1 |
2,663.4 |
| S1 |
2,637.0 |
2,637.0 |
2,670.8 |
2,647.6 |
| S2 |
2,597.7 |
2,597.7 |
2,665.2 |
|
| S3 |
2,537.3 |
2,576.6 |
2,659.7 |
|
| S4 |
2,476.9 |
2,516.2 |
2,643.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,684.2 |
2,618.8 |
65.4 |
2.5% |
31.4 |
1.2% |
72% |
True |
False |
172,877 |
| 10 |
2,694.7 |
2,618.8 |
75.9 |
2.8% |
30.7 |
1.2% |
62% |
False |
False |
165,773 |
| 20 |
2,708.7 |
2,572.5 |
136.2 |
5.1% |
33.3 |
1.2% |
68% |
False |
False |
181,334 |
| 40 |
2,708.7 |
2,502.7 |
206.0 |
7.7% |
32.0 |
1.2% |
79% |
False |
False |
177,205 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.6% |
35.3 |
1.3% |
86% |
False |
False |
174,361 |
| 80 |
2,708.7 |
2,350.5 |
358.2 |
13.4% |
35.0 |
1.3% |
88% |
False |
False |
140,264 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
35.3 |
1.3% |
88% |
False |
False |
112,998 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
35.1 |
1.3% |
88% |
False |
False |
94,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,787.1 |
|
2.618 |
2,747.6 |
|
1.618 |
2,723.4 |
|
1.000 |
2,708.4 |
|
0.618 |
2,699.2 |
|
HIGH |
2,684.2 |
|
0.618 |
2,675.0 |
|
0.500 |
2,672.1 |
|
0.382 |
2,669.2 |
|
LOW |
2,660.0 |
|
0.618 |
2,645.0 |
|
1.000 |
2,635.8 |
|
1.618 |
2,620.8 |
|
2.618 |
2,596.6 |
|
4.250 |
2,557.2 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,672.1 |
2,660.9 |
| PP |
2,669.9 |
2,656.2 |
| S1 |
2,667.8 |
2,651.5 |
|