| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,388.9650 |
2,341.3020 |
-47.6630 |
-2.0% |
2,695.3080 |
| High |
2,403.3460 |
2,440.9600 |
37.6140 |
1.6% |
2,709.1680 |
| Low |
2,313.5580 |
2,334.9760 |
21.4180 |
0.9% |
2,313.5580 |
| Close |
2,343.5820 |
2,431.9000 |
88.3180 |
3.8% |
2,431.9000 |
| Range |
89.7880 |
105.9840 |
16.1960 |
18.0% |
395.6100 |
| ATR |
133.4166 |
131.4572 |
-1.9595 |
-1.5% |
0.0000 |
| Volume |
41,207 |
35,926 |
-5,281 |
-12.8% |
195,096 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,720.5640 |
2,682.2160 |
2,490.1912 |
|
| R3 |
2,614.5800 |
2,576.2320 |
2,461.0456 |
|
| R2 |
2,508.5960 |
2,508.5960 |
2,451.3304 |
|
| R1 |
2,470.2480 |
2,470.2480 |
2,441.6152 |
2,489.4220 |
| PP |
2,402.6120 |
2,402.6120 |
2,402.6120 |
2,412.1990 |
| S1 |
2,364.2640 |
2,364.2640 |
2,422.1848 |
2,383.4380 |
| S2 |
2,296.6280 |
2,296.6280 |
2,412.4696 |
|
| S3 |
2,190.6440 |
2,258.2800 |
2,402.7544 |
|
| S4 |
2,084.6600 |
2,152.2960 |
2,373.6088 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,671.7053 |
3,447.4127 |
2,649.4855 |
|
| R3 |
3,276.0953 |
3,051.8027 |
2,540.6928 |
|
| R2 |
2,880.4853 |
2,880.4853 |
2,504.4285 |
|
| R1 |
2,656.1927 |
2,656.1927 |
2,468.1643 |
2,570.5340 |
| PP |
2,484.8753 |
2,484.8753 |
2,484.8753 |
2,442.0460 |
| S1 |
2,260.5827 |
2,260.5827 |
2,395.6358 |
2,174.9240 |
| S2 |
2,089.2653 |
2,089.2653 |
2,359.3715 |
|
| S3 |
1,693.6553 |
1,864.9727 |
2,323.1073 |
|
| S4 |
1,298.0453 |
1,469.3627 |
2,214.3145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,709.1680 |
2,313.5580 |
395.6100 |
16.3% |
139.4190 |
5.7% |
30% |
False |
False |
39,019 |
| 10 |
2,726.9870 |
2,313.5580 |
413.4290 |
17.0% |
125.4085 |
5.2% |
29% |
False |
False |
30,498 |
| 20 |
2,726.9870 |
2,154.2820 |
572.7050 |
23.5% |
123.2788 |
5.1% |
48% |
False |
False |
46,842 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
27.3% |
128.7445 |
5.3% |
42% |
False |
False |
80,676 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
57.6% |
153.4695 |
6.3% |
20% |
False |
False |
101,871 |
| 80 |
3,649.7620 |
2,154.2820 |
1,495.4800 |
61.5% |
154.5003 |
6.4% |
19% |
False |
False |
104,182 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
73.4% |
157.8157 |
6.5% |
16% |
False |
False |
116,387 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
73.4% |
157.8619 |
6.5% |
16% |
False |
False |
116,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.3920 |
|
2.618 |
2,718.4261 |
|
1.618 |
2,612.4421 |
|
1.000 |
2,546.9440 |
|
0.618 |
2,506.4581 |
|
HIGH |
2,440.9600 |
|
0.618 |
2,400.4741 |
|
0.500 |
2,387.9680 |
|
0.382 |
2,375.4619 |
|
LOW |
2,334.9760 |
|
0.618 |
2,269.4779 |
|
1.000 |
2,228.9920 |
|
1.618 |
2,163.4939 |
|
2.618 |
2,057.5099 |
|
4.250 |
1,884.5440 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,417.2560 |
2,423.4250 |
| PP |
2,402.6120 |
2,414.9500 |
| S1 |
2,387.9680 |
2,406.4750 |
|