| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,441.3080 |
2,442.4700 |
1.1620 |
0.0% |
2,695.3080 |
| High |
2,456.1700 |
2,471.1210 |
14.9510 |
0.6% |
2,709.1680 |
| Low |
2,403.4670 |
2,356.8570 |
-46.6100 |
-1.9% |
2,313.5580 |
| Close |
2,442.4700 |
2,357.6920 |
-84.7780 |
-3.5% |
2,431.9000 |
| Range |
52.7030 |
114.2640 |
61.5610 |
116.8% |
395.6100 |
| ATR |
125.4976 |
124.6952 |
-0.8024 |
-0.6% |
0.0000 |
| Volume |
34,210 |
29,953 |
-4,257 |
-12.4% |
195,096 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,738.0153 |
2,662.1177 |
2,420.5372 |
|
| R3 |
2,623.7513 |
2,547.8537 |
2,389.1146 |
|
| R2 |
2,509.4873 |
2,509.4873 |
2,378.6404 |
|
| R1 |
2,433.5897 |
2,433.5897 |
2,368.1662 |
2,414.4065 |
| PP |
2,395.2233 |
2,395.2233 |
2,395.2233 |
2,385.6318 |
| S1 |
2,319.3257 |
2,319.3257 |
2,347.2178 |
2,300.1425 |
| S2 |
2,280.9593 |
2,280.9593 |
2,336.7436 |
|
| S3 |
2,166.6953 |
2,205.0617 |
2,326.2694 |
|
| S4 |
2,052.4313 |
2,090.7977 |
2,294.8468 |
|
|
| 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 |
2,518.0300 |
2,313.5580 |
204.4720 |
8.7% |
97.8312 |
4.1% |
22% |
False |
False |
28,354 |
| 10 |
2,726.9870 |
2,313.5580 |
413.4290 |
17.5% |
120.4891 |
5.1% |
11% |
False |
False |
29,865 |
| 20 |
2,726.9870 |
2,255.5010 |
471.4860 |
20.0% |
119.1576 |
5.1% |
22% |
False |
False |
38,075 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
28.1% |
124.4363 |
5.3% |
31% |
False |
False |
72,855 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
59.4% |
149.0464 |
6.3% |
15% |
False |
False |
99,060 |
| 80 |
3,649.6480 |
2,154.2820 |
1,495.3660 |
63.4% |
152.0395 |
6.4% |
14% |
False |
False |
99,588 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
75.8% |
157.0942 |
6.7% |
11% |
False |
False |
113,168 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
75.8% |
156.5702 |
6.6% |
11% |
False |
False |
112,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.7430 |
|
2.618 |
2,770.2642 |
|
1.618 |
2,656.0002 |
|
1.000 |
2,585.3850 |
|
0.618 |
2,541.7362 |
|
HIGH |
2,471.1210 |
|
0.618 |
2,427.4722 |
|
0.500 |
2,413.9890 |
|
0.382 |
2,400.5058 |
|
LOW |
2,356.8570 |
|
0.618 |
2,286.2418 |
|
1.000 |
2,242.5930 |
|
1.618 |
2,171.9778 |
|
2.618 |
2,057.7138 |
|
4.250 |
1,871.2350 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,413.9890 |
2,437.4435 |
| PP |
2,395.2233 |
2,410.8597 |
| S1 |
2,376.4577 |
2,384.2758 |
|