| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,658.20 |
2,634.73 |
-23.47 |
-0.9% |
2,621.96 |
| High |
2,665.36 |
2,670.67 |
5.31 |
0.2% |
2,684.45 |
| Low |
2,627.20 |
2,633.48 |
6.28 |
0.2% |
2,614.86 |
| Close |
2,634.70 |
2,663.49 |
28.79 |
1.1% |
2,658.05 |
| Range |
38.16 |
37.19 |
-0.97 |
-2.5% |
69.59 |
| ATR |
30.22 |
30.72 |
0.50 |
1.6% |
0.00 |
| Volume |
5,165 |
5,357 |
192 |
3.7% |
26,061 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.45 |
2,752.66 |
2,683.94 |
|
| R3 |
2,730.26 |
2,715.47 |
2,673.72 |
|
| R2 |
2,693.07 |
2,693.07 |
2,670.31 |
|
| R1 |
2,678.28 |
2,678.28 |
2,666.90 |
2,685.68 |
| PP |
2,655.88 |
2,655.88 |
2,655.88 |
2,659.58 |
| S1 |
2,641.09 |
2,641.09 |
2,660.08 |
2,648.49 |
| S2 |
2,618.69 |
2,618.69 |
2,656.67 |
|
| S3 |
2,581.50 |
2,603.90 |
2,653.26 |
|
| S4 |
2,544.31 |
2,566.71 |
2,643.04 |
|
|
| 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 |
2,627.20 |
57.25 |
2.1% |
29.59 |
1.1% |
63% |
False |
False |
5,293 |
| 10 |
2,684.45 |
2,549.18 |
135.27 |
5.1% |
33.34 |
1.3% |
85% |
False |
False |
5,253 |
| 20 |
2,684.45 |
2,474.08 |
210.37 |
7.9% |
29.65 |
1.1% |
90% |
False |
False |
5,316 |
| 40 |
2,684.45 |
2,381.66 |
302.79 |
11.4% |
29.97 |
1.1% |
93% |
False |
False |
5,290 |
| 60 |
2,684.45 |
2,352.28 |
332.17 |
12.5% |
32.25 |
1.2% |
94% |
False |
False |
5,233 |
| 80 |
2,684.45 |
2,287.64 |
396.81 |
14.9% |
31.91 |
1.2% |
95% |
False |
False |
5,245 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
14.9% |
31.86 |
1.2% |
95% |
False |
False |
5,234 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.1% |
32.82 |
1.2% |
95% |
False |
False |
5,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.73 |
|
2.618 |
2,768.03 |
|
1.618 |
2,730.84 |
|
1.000 |
2,707.86 |
|
0.618 |
2,693.65 |
|
HIGH |
2,670.67 |
|
0.618 |
2,656.46 |
|
0.500 |
2,652.08 |
|
0.382 |
2,647.69 |
|
LOW |
2,633.48 |
|
0.618 |
2,610.50 |
|
1.000 |
2,596.29 |
|
1.618 |
2,573.31 |
|
2.618 |
2,536.12 |
|
4.250 |
2,475.42 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.69 |
2,659.14 |
| PP |
2,655.88 |
2,654.79 |
| S1 |
2,652.08 |
2,650.44 |
|