| 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 |
2,663.5 |
2,679.5 |
16.0 |
0.6% |
2,671.7 |
| High |
2,685.9 |
2,702.5 |
16.6 |
0.6% |
2,679.2 |
| Low |
2,654.4 |
2,674.9 |
20.5 |
0.8% |
2,618.8 |
| Close |
2,678.9 |
2,691.3 |
12.4 |
0.5% |
2,676.3 |
| Range |
31.5 |
27.6 |
-3.9 |
-12.4% |
60.4 |
| ATR |
32.8 |
32.4 |
-0.4 |
-1.1% |
0.0 |
| Volume |
160,564 |
156,877 |
-3,687 |
-2.3% |
871,732 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.4 |
2,759.4 |
2,706.5 |
|
| R3 |
2,744.8 |
2,731.8 |
2,698.9 |
|
| R2 |
2,717.2 |
2,717.2 |
2,696.4 |
|
| R1 |
2,704.2 |
2,704.2 |
2,693.8 |
2,710.7 |
| PP |
2,689.6 |
2,689.6 |
2,689.6 |
2,692.8 |
| S1 |
2,676.6 |
2,676.6 |
2,688.8 |
2,683.1 |
| S2 |
2,662.0 |
2,662.0 |
2,686.2 |
|
| S3 |
2,634.4 |
2,649.0 |
2,683.7 |
|
| S4 |
2,606.8 |
2,621.4 |
2,676.1 |
|
|
| 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 |
2,702.5 |
2,618.8 |
83.7 |
3.1% |
29.4 |
1.1% |
87% |
True |
False |
160,996 |
| 10 |
2,702.5 |
2,618.8 |
83.7 |
3.1% |
30.3 |
1.1% |
87% |
True |
False |
164,374 |
| 20 |
2,708.7 |
2,575.3 |
133.4 |
5.0% |
32.2 |
1.2% |
87% |
False |
False |
177,573 |
| 40 |
2,708.7 |
2,502.7 |
206.0 |
7.7% |
31.9 |
1.2% |
92% |
False |
False |
176,461 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.5% |
35.4 |
1.3% |
94% |
False |
False |
177,710 |
| 80 |
2,708.7 |
2,350.5 |
358.2 |
13.3% |
34.8 |
1.3% |
95% |
False |
False |
144,137 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.3% |
34.8 |
1.3% |
95% |
False |
False |
116,093 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.3% |
35.1 |
1.3% |
95% |
False |
False |
97,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,819.8 |
|
2.618 |
2,774.8 |
|
1.618 |
2,747.2 |
|
1.000 |
2,730.1 |
|
0.618 |
2,719.6 |
|
HIGH |
2,702.5 |
|
0.618 |
2,692.0 |
|
0.500 |
2,688.7 |
|
0.382 |
2,685.4 |
|
LOW |
2,674.9 |
|
0.618 |
2,657.8 |
|
1.000 |
2,647.3 |
|
1.618 |
2,630.2 |
|
2.618 |
2,602.6 |
|
4.250 |
2,557.6 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,690.4 |
2,687.0 |
| PP |
2,689.6 |
2,682.7 |
| S1 |
2,688.7 |
2,678.5 |
|