| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,633.8470 |
2,695.3080 |
61.4610 |
2.3% |
2,541.3330 |
| High |
2,726.9870 |
2,709.1680 |
-17.8190 |
-0.7% |
2,726.9870 |
| Low |
2,617.0450 |
2,579.4070 |
-37.6380 |
-1.4% |
2,529.7750 |
| Close |
2,696.5700 |
2,614.6640 |
-81.9060 |
-3.0% |
2,696.5700 |
| Range |
109.9420 |
129.7610 |
19.8190 |
18.0% |
197.2120 |
| ATR |
129.2015 |
129.2415 |
0.0400 |
0.0% |
0.0000 |
| Volume |
4 |
421 |
417 |
10,425.0% |
109,888 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.6960 |
2,948.9410 |
2,686.0326 |
|
| R3 |
2,893.9350 |
2,819.1800 |
2,650.3483 |
|
| R2 |
2,764.1740 |
2,764.1740 |
2,638.4535 |
|
| R1 |
2,689.4190 |
2,689.4190 |
2,626.5588 |
2,661.9160 |
| PP |
2,634.4130 |
2,634.4130 |
2,634.4130 |
2,620.6615 |
| S1 |
2,559.6580 |
2,559.6580 |
2,602.7692 |
2,532.1550 |
| S2 |
2,504.6520 |
2,504.6520 |
2,590.8745 |
|
| S3 |
2,374.8910 |
2,429.8970 |
2,578.9797 |
|
| S4 |
2,245.1300 |
2,300.1360 |
2,543.2955 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,242.7467 |
3,166.8703 |
2,805.0366 |
|
| R3 |
3,045.5347 |
2,969.6583 |
2,750.8033 |
|
| R2 |
2,848.3227 |
2,848.3227 |
2,732.7255 |
|
| R1 |
2,772.4463 |
2,772.4463 |
2,714.6478 |
2,810.3845 |
| PP |
2,651.1107 |
2,651.1107 |
2,651.1107 |
2,670.0798 |
| S1 |
2,575.2343 |
2,575.2343 |
2,678.4922 |
2,613.1725 |
| S2 |
2,453.8987 |
2,453.8987 |
2,660.4145 |
|
| S3 |
2,256.6867 |
2,378.0223 |
2,642.3367 |
|
| S4 |
2,059.4747 |
2,180.8103 |
2,588.1034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,726.9870 |
2,559.9300 |
167.0570 |
6.4% |
103.1592 |
3.9% |
33% |
False |
False |
21,925 |
| 10 |
2,726.9870 |
2,264.1740 |
462.8130 |
17.7% |
118.5663 |
4.5% |
76% |
False |
False |
34,552 |
| 20 |
2,726.9870 |
2,154.2820 |
572.7050 |
21.9% |
127.8326 |
4.9% |
80% |
False |
False |
55,492 |
| 40 |
3,019.5260 |
2,154.2820 |
865.2440 |
33.1% |
150.4679 |
5.8% |
53% |
False |
False |
98,866 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
53.6% |
154.0921 |
5.9% |
33% |
False |
False |
104,133 |
| 80 |
3,877.1480 |
2,154.2820 |
1,722.8660 |
65.9% |
155.1862 |
5.9% |
27% |
False |
False |
107,360 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
68.3% |
156.9299 |
6.0% |
26% |
False |
False |
117,738 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
68.3% |
161.7529 |
6.2% |
26% |
False |
False |
119,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,260.6523 |
|
2.618 |
3,048.8823 |
|
1.618 |
2,919.1213 |
|
1.000 |
2,838.9290 |
|
0.618 |
2,789.3603 |
|
HIGH |
2,709.1680 |
|
0.618 |
2,659.5993 |
|
0.500 |
2,644.2875 |
|
0.382 |
2,628.9757 |
|
LOW |
2,579.4070 |
|
0.618 |
2,499.2147 |
|
1.000 |
2,449.6460 |
|
1.618 |
2,369.4537 |
|
2.618 |
2,239.6927 |
|
4.250 |
2,027.9228 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,644.2875 |
2,643.4585 |
| PP |
2,634.4130 |
2,633.8603 |
| S1 |
2,624.5385 |
2,624.2622 |
|