| 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 |
2,672.48 |
2,658.20 |
-14.28 |
-0.5% |
2,621.96 |
| High |
2,673.67 |
2,665.36 |
-8.31 |
-0.3% |
2,684.45 |
| Low |
2,644.32 |
2,627.20 |
-17.12 |
-0.6% |
2,614.86 |
| Close |
2,658.05 |
2,634.70 |
-23.35 |
-0.9% |
2,658.05 |
| Range |
29.35 |
38.16 |
8.81 |
30.0% |
69.59 |
| ATR |
29.61 |
30.22 |
0.61 |
2.1% |
0.00 |
| Volume |
5,325 |
5,165 |
-160 |
-3.0% |
26,061 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.90 |
2,733.96 |
2,655.69 |
|
| R3 |
2,718.74 |
2,695.80 |
2,645.19 |
|
| R2 |
2,680.58 |
2,680.58 |
2,641.70 |
|
| R1 |
2,657.64 |
2,657.64 |
2,638.20 |
2,650.03 |
| PP |
2,642.42 |
2,642.42 |
2,642.42 |
2,638.62 |
| S1 |
2,619.48 |
2,619.48 |
2,631.20 |
2,611.87 |
| S2 |
2,604.26 |
2,604.26 |
2,627.70 |
|
| S3 |
2,566.10 |
2,581.32 |
2,624.21 |
|
| S4 |
2,527.94 |
2,543.16 |
2,613.71 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.22 |
2,829.23 |
2,696.32 |
|
| R3 |
2,791.63 |
2,759.64 |
2,677.19 |
|
| R2 |
2,722.04 |
2,722.04 |
2,670.81 |
|
| R1 |
2,690.05 |
2,690.05 |
2,664.43 |
2,706.05 |
| PP |
2,652.45 |
2,652.45 |
2,652.45 |
2,660.45 |
| S1 |
2,620.46 |
2,620.46 |
2,651.67 |
2,636.46 |
| S2 |
2,582.86 |
2,582.86 |
2,645.29 |
|
| S3 |
2,513.27 |
2,550.87 |
2,638.91 |
|
| S4 |
2,443.68 |
2,481.28 |
2,619.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,684.45 |
2,624.58 |
59.87 |
2.3% |
29.90 |
1.1% |
17% |
False |
False |
5,287 |
| 10 |
2,684.45 |
2,549.18 |
135.27 |
5.1% |
32.00 |
1.2% |
63% |
False |
False |
5,262 |
| 20 |
2,684.45 |
2,474.08 |
210.37 |
8.0% |
29.22 |
1.1% |
76% |
False |
False |
5,318 |
| 40 |
2,684.45 |
2,369.10 |
315.35 |
12.0% |
31.21 |
1.2% |
84% |
False |
False |
5,265 |
| 60 |
2,684.45 |
2,352.28 |
332.17 |
12.6% |
32.24 |
1.2% |
85% |
False |
False |
5,231 |
| 80 |
2,684.45 |
2,287.64 |
396.81 |
15.1% |
31.72 |
1.2% |
87% |
False |
False |
5,244 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
15.1% |
31.64 |
1.2% |
87% |
False |
False |
5,234 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.3% |
32.79 |
1.2% |
88% |
False |
False |
5,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.54 |
|
2.618 |
2,765.26 |
|
1.618 |
2,727.10 |
|
1.000 |
2,703.52 |
|
0.618 |
2,688.94 |
|
HIGH |
2,665.36 |
|
0.618 |
2,650.78 |
|
0.500 |
2,646.28 |
|
0.382 |
2,641.78 |
|
LOW |
2,627.20 |
|
0.618 |
2,603.62 |
|
1.000 |
2,589.04 |
|
1.618 |
2,565.46 |
|
2.618 |
2,527.30 |
|
4.250 |
2,465.02 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,646.28 |
2,655.83 |
| PP |
2,642.42 |
2,648.78 |
| S1 |
2,638.56 |
2,641.74 |
|