| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,341.3020 |
2,430.0660 |
88.7640 |
3.8% |
2,695.3080 |
| High |
2,440.9600 |
2,518.0300 |
77.0700 |
3.2% |
2,709.1680 |
| Low |
2,334.9760 |
2,391.6130 |
56.6370 |
2.4% |
2,313.5580 |
| Close |
2,431.9000 |
2,441.3080 |
9.4080 |
0.4% |
2,431.9000 |
| Range |
105.9840 |
126.4170 |
20.4330 |
19.3% |
395.6100 |
| ATR |
131.4572 |
131.0972 |
-0.3600 |
-0.3% |
0.0000 |
| Volume |
35,926 |
477 |
-35,449 |
-98.7% |
195,096 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.5680 |
2,761.8550 |
2,510.8374 |
|
| R3 |
2,703.1510 |
2,635.4380 |
2,476.0727 |
|
| R2 |
2,576.7340 |
2,576.7340 |
2,464.4845 |
|
| R1 |
2,509.0210 |
2,509.0210 |
2,452.8962 |
2,542.8775 |
| PP |
2,450.3170 |
2,450.3170 |
2,450.3170 |
2,467.2453 |
| S1 |
2,382.6040 |
2,382.6040 |
2,429.7198 |
2,416.4605 |
| S2 |
2,323.9000 |
2,323.9000 |
2,418.1316 |
|
| S3 |
2,197.4830 |
2,256.1870 |
2,406.5433 |
|
| S4 |
2,071.0660 |
2,129.7700 |
2,371.7787 |
|
|
| 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 |
2,656.0650 |
2,313.5580 |
342.5070 |
14.0% |
138.7502 |
5.7% |
37% |
False |
False |
39,030 |
| 10 |
2,726.9870 |
2,313.5580 |
413.4290 |
16.9% |
120.9547 |
5.0% |
31% |
False |
False |
30,477 |
| 20 |
2,726.9870 |
2,255.5010 |
471.4860 |
19.3% |
119.7402 |
4.9% |
39% |
False |
False |
46,804 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
27.2% |
127.8857 |
5.2% |
43% |
False |
False |
75,004 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
57.4% |
154.0311 |
6.3% |
20% |
False |
False |
100,460 |
| 80 |
3,649.6480 |
2,154.2820 |
1,495.3660 |
61.3% |
153.7518 |
6.3% |
19% |
False |
False |
102,230 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
73.2% |
158.1601 |
6.5% |
16% |
False |
False |
115,186 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
73.2% |
157.8572 |
6.5% |
16% |
False |
False |
115,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,055.3023 |
|
2.618 |
2,848.9897 |
|
1.618 |
2,722.5727 |
|
1.000 |
2,644.4470 |
|
0.618 |
2,596.1557 |
|
HIGH |
2,518.0300 |
|
0.618 |
2,469.7387 |
|
0.500 |
2,454.8215 |
|
0.382 |
2,439.9043 |
|
LOW |
2,391.6130 |
|
0.618 |
2,313.4873 |
|
1.000 |
2,265.1960 |
|
1.618 |
2,187.0703 |
|
2.618 |
2,060.6533 |
|
4.250 |
1,854.3408 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,454.8215 |
2,432.8033 |
| PP |
2,450.3170 |
2,424.2987 |
| S1 |
2,445.8125 |
2,415.7940 |
|