| 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 |
2,690.4 |
2,707.8 |
17.4 |
0.6% |
2,673.1 |
| High |
2,712.7 |
2,737.8 |
25.1 |
0.9% |
2,737.8 |
| Low |
2,688.2 |
2,707.3 |
19.1 |
0.7% |
2,654.4 |
| Close |
2,707.5 |
2,730.0 |
22.5 |
0.8% |
2,730.0 |
| Range |
24.5 |
30.5 |
6.0 |
24.5% |
83.4 |
| ATR |
31.9 |
31.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
181,816 |
178,959 |
-2,857 |
-1.6% |
801,577 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.5 |
2,803.8 |
2,746.8 |
|
| R3 |
2,786.0 |
2,773.3 |
2,738.4 |
|
| R2 |
2,755.5 |
2,755.5 |
2,735.6 |
|
| R1 |
2,742.8 |
2,742.8 |
2,732.8 |
2,749.2 |
| PP |
2,725.0 |
2,725.0 |
2,725.0 |
2,728.2 |
| S1 |
2,712.3 |
2,712.3 |
2,727.2 |
2,718.7 |
| S2 |
2,694.5 |
2,694.5 |
2,724.4 |
|
| S3 |
2,664.0 |
2,681.8 |
2,721.6 |
|
| S4 |
2,633.5 |
2,651.3 |
2,713.2 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.6 |
2,927.2 |
2,775.9 |
|
| R3 |
2,874.2 |
2,843.8 |
2,752.9 |
|
| R2 |
2,790.8 |
2,790.8 |
2,745.3 |
|
| R1 |
2,760.4 |
2,760.4 |
2,737.6 |
2,775.6 |
| PP |
2,707.4 |
2,707.4 |
2,707.4 |
2,715.0 |
| S1 |
2,677.0 |
2,677.0 |
2,722.4 |
2,692.2 |
| S2 |
2,624.0 |
2,624.0 |
2,714.7 |
|
| S3 |
2,540.6 |
2,593.6 |
2,707.1 |
|
| S4 |
2,457.2 |
2,510.2 |
2,684.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,737.8 |
2,654.4 |
83.4 |
3.1% |
27.7 |
1.0% |
91% |
True |
False |
160,315 |
| 10 |
2,737.8 |
2,618.8 |
119.0 |
4.4% |
29.3 |
1.1% |
93% |
True |
False |
167,330 |
| 20 |
2,737.8 |
2,618.8 |
119.0 |
4.4% |
30.5 |
1.1% |
93% |
True |
False |
175,028 |
| 40 |
2,737.8 |
2,502.7 |
235.1 |
8.6% |
31.4 |
1.2% |
97% |
True |
False |
177,324 |
| 60 |
2,737.8 |
2,401.0 |
336.8 |
12.3% |
34.9 |
1.3% |
98% |
True |
False |
180,328 |
| 80 |
2,737.8 |
2,352.4 |
385.4 |
14.1% |
34.9 |
1.3% |
98% |
True |
False |
148,474 |
| 100 |
2,737.8 |
2,349.8 |
388.0 |
14.2% |
34.8 |
1.3% |
98% |
True |
False |
119,606 |
| 120 |
2,737.8 |
2,349.8 |
388.0 |
14.2% |
35.1 |
1.3% |
98% |
True |
False |
100,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.4 |
|
2.618 |
2,817.6 |
|
1.618 |
2,787.1 |
|
1.000 |
2,768.3 |
|
0.618 |
2,756.6 |
|
HIGH |
2,737.8 |
|
0.618 |
2,726.1 |
|
0.500 |
2,722.6 |
|
0.382 |
2,719.0 |
|
LOW |
2,707.3 |
|
0.618 |
2,688.5 |
|
1.000 |
2,676.8 |
|
1.618 |
2,658.0 |
|
2.618 |
2,627.5 |
|
4.250 |
2,577.7 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,727.5 |
2,722.1 |
| PP |
2,725.0 |
2,714.2 |
| S1 |
2,722.6 |
2,706.4 |
|