| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
4,948.0 |
4,933.0 |
-15.0 |
-0.3% |
5,002.0 |
| High |
4,954.0 |
4,993.0 |
39.0 |
0.8% |
5,030.0 |
| Low |
4,914.0 |
4,921.0 |
7.0 |
0.1% |
4,931.0 |
| Close |
4,930.0 |
4,967.0 |
37.0 |
0.8% |
5,024.0 |
| Range |
40.0 |
72.0 |
32.0 |
80.0% |
99.0 |
| ATR |
70.3 |
70.4 |
0.1 |
0.2% |
0.0 |
| Volume |
760,725 |
710,808 |
-49,917 |
-6.6% |
2,443,693 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,176.3 |
5,143.7 |
5,006.6 |
|
| R3 |
5,104.3 |
5,071.7 |
4,986.8 |
|
| R2 |
5,032.3 |
5,032.3 |
4,980.2 |
|
| R1 |
4,999.7 |
4,999.7 |
4,973.6 |
5,016.0 |
| PP |
4,960.3 |
4,960.3 |
4,960.3 |
4,968.5 |
| S1 |
4,927.7 |
4,927.7 |
4,960.4 |
4,944.0 |
| S2 |
4,888.3 |
4,888.3 |
4,953.8 |
|
| S3 |
4,816.3 |
4,855.7 |
4,947.2 |
|
| S4 |
4,744.3 |
4,783.7 |
4,927.4 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,292.0 |
5,257.0 |
5,078.5 |
|
| R3 |
5,193.0 |
5,158.0 |
5,051.2 |
|
| R2 |
5,094.0 |
5,094.0 |
5,042.2 |
|
| R1 |
5,059.0 |
5,059.0 |
5,033.1 |
5,076.5 |
| PP |
4,995.0 |
4,995.0 |
4,995.0 |
5,003.8 |
| S1 |
4,960.0 |
4,960.0 |
5,014.9 |
4,977.5 |
| S2 |
4,896.0 |
4,896.0 |
5,005.9 |
|
| S3 |
4,797.0 |
4,861.0 |
4,996.8 |
|
| S4 |
4,698.0 |
4,762.0 |
4,969.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,084.0 |
4,914.0 |
170.0 |
3.4% |
76.4 |
1.5% |
31% |
False |
False |
657,269 |
| 10 |
5,084.0 |
4,914.0 |
170.0 |
3.4% |
68.4 |
1.4% |
31% |
False |
False |
589,853 |
| 20 |
5,106.0 |
4,881.0 |
225.0 |
4.5% |
67.8 |
1.4% |
38% |
False |
False |
657,131 |
| 40 |
5,106.0 |
4,757.0 |
349.0 |
7.0% |
62.9 |
1.3% |
60% |
False |
False |
438,749 |
| 60 |
5,106.0 |
4,525.0 |
581.0 |
11.7% |
62.7 |
1.3% |
76% |
False |
False |
292,777 |
| 80 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
56.9 |
1.1% |
75% |
False |
False |
219,651 |
| 100 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
49.8 |
1.0% |
57% |
False |
False |
175,780 |
| 120 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
42.0 |
0.8% |
57% |
False |
False |
146,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,299.0 |
|
2.618 |
5,181.5 |
|
1.618 |
5,109.5 |
|
1.000 |
5,065.0 |
|
0.618 |
5,037.5 |
|
HIGH |
4,993.0 |
|
0.618 |
4,965.5 |
|
0.500 |
4,957.0 |
|
0.382 |
4,948.5 |
|
LOW |
4,921.0 |
|
0.618 |
4,876.5 |
|
1.000 |
4,849.0 |
|
1.618 |
4,804.5 |
|
2.618 |
4,732.5 |
|
4.250 |
4,615.0 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,963.7 |
4,999.0 |
| PP |
4,960.3 |
4,988.3 |
| S1 |
4,957.0 |
4,977.7 |
|