| 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 |
2,688.9 |
2,702.9 |
14.0 |
0.5% |
2,692.9 |
| High |
2,708.9 |
2,726.0 |
17.1 |
0.6% |
2,702.2 |
| Low |
2,678.0 |
2,698.8 |
20.8 |
0.8% |
2,642.5 |
| Close |
2,702.4 |
2,714.9 |
12.5 |
0.5% |
2,699.7 |
| Range |
30.9 |
27.2 |
-3.7 |
-12.0% |
59.7 |
| ATR |
31.9 |
31.6 |
-0.3 |
-1.1% |
0.0 |
| Volume |
5,505 |
7,159 |
1,654 |
30.0% |
62,362 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.8 |
2,782.1 |
2,729.9 |
|
| R3 |
2,767.6 |
2,754.9 |
2,722.4 |
|
| R2 |
2,740.4 |
2,740.4 |
2,719.9 |
|
| R1 |
2,727.7 |
2,727.7 |
2,717.4 |
2,734.1 |
| PP |
2,713.2 |
2,713.2 |
2,713.2 |
2,716.4 |
| S1 |
2,700.5 |
2,700.5 |
2,712.4 |
2,706.9 |
| S2 |
2,686.0 |
2,686.0 |
2,709.9 |
|
| S3 |
2,658.8 |
2,673.3 |
2,707.4 |
|
| S4 |
2,631.6 |
2,646.1 |
2,699.9 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.6 |
2,839.8 |
2,732.5 |
|
| R3 |
2,800.9 |
2,780.1 |
2,716.1 |
|
| R2 |
2,741.2 |
2,741.2 |
2,710.6 |
|
| R1 |
2,720.4 |
2,720.4 |
2,705.2 |
2,730.8 |
| PP |
2,681.5 |
2,681.5 |
2,681.5 |
2,686.7 |
| S1 |
2,660.7 |
2,660.7 |
2,694.2 |
2,671.1 |
| S2 |
2,621.8 |
2,621.8 |
2,688.8 |
|
| S3 |
2,562.1 |
2,601.0 |
2,683.3 |
|
| S4 |
2,502.4 |
2,541.3 |
2,666.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,726.0 |
2,642.5 |
83.5 |
3.1% |
28.7 |
1.1% |
87% |
True |
False |
9,759 |
| 10 |
2,726.0 |
2,642.5 |
83.5 |
3.1% |
29.5 |
1.1% |
87% |
True |
False |
9,755 |
| 20 |
2,730.0 |
2,596.7 |
133.3 |
4.9% |
31.3 |
1.2% |
89% |
False |
False |
7,547 |
| 40 |
2,730.0 |
2,525.4 |
204.6 |
7.5% |
30.9 |
1.1% |
93% |
False |
False |
5,426 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.4% |
33.9 |
1.2% |
95% |
False |
False |
4,425 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.0 |
1.2% |
96% |
False |
False |
3,762 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
32.9 |
1.2% |
96% |
False |
False |
3,134 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
32.7 |
1.2% |
96% |
False |
False |
2,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.6 |
|
2.618 |
2,797.2 |
|
1.618 |
2,770.0 |
|
1.000 |
2,753.2 |
|
0.618 |
2,742.8 |
|
HIGH |
2,726.0 |
|
0.618 |
2,715.6 |
|
0.500 |
2,712.4 |
|
0.382 |
2,709.2 |
|
LOW |
2,698.8 |
|
0.618 |
2,682.0 |
|
1.000 |
2,671.6 |
|
1.618 |
2,654.8 |
|
2.618 |
2,627.6 |
|
4.250 |
2,583.2 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,714.1 |
2,710.6 |
| PP |
2,713.2 |
2,706.3 |
| S1 |
2,712.4 |
2,702.0 |
|