| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,634.73 |
2,663.53 |
28.80 |
1.1% |
2,621.96 |
| High |
2,670.67 |
2,663.73 |
-6.94 |
-0.3% |
2,684.45 |
| Low |
2,633.48 |
2,644.46 |
10.98 |
0.4% |
2,614.86 |
| Close |
2,663.49 |
2,658.98 |
-4.51 |
-0.2% |
2,658.05 |
| Range |
37.19 |
19.27 |
-17.92 |
-48.2% |
69.59 |
| ATR |
30.72 |
29.90 |
-0.82 |
-2.7% |
0.00 |
| Volume |
5,357 |
5,454 |
97 |
1.8% |
26,061 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.53 |
2,705.53 |
2,669.58 |
|
| R3 |
2,694.26 |
2,686.26 |
2,664.28 |
|
| R2 |
2,674.99 |
2,674.99 |
2,662.51 |
|
| R1 |
2,666.99 |
2,666.99 |
2,660.75 |
2,661.36 |
| PP |
2,655.72 |
2,655.72 |
2,655.72 |
2,652.91 |
| S1 |
2,647.72 |
2,647.72 |
2,657.21 |
2,642.09 |
| S2 |
2,636.45 |
2,636.45 |
2,655.45 |
|
| S3 |
2,617.18 |
2,628.45 |
2,653.68 |
|
| S4 |
2,597.91 |
2,609.18 |
2,648.38 |
|
|
| 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 |
2.2% |
30.42 |
1.1% |
56% |
False |
False |
5,313 |
| 10 |
2,684.45 |
2,552.80 |
131.65 |
5.0% |
30.45 |
1.1% |
81% |
False |
False |
5,260 |
| 20 |
2,684.45 |
2,487.06 |
197.39 |
7.4% |
29.38 |
1.1% |
87% |
False |
False |
5,321 |
| 40 |
2,684.45 |
2,381.66 |
302.79 |
11.4% |
29.61 |
1.1% |
92% |
False |
False |
5,304 |
| 60 |
2,684.45 |
2,354.48 |
329.97 |
12.4% |
32.30 |
1.2% |
92% |
False |
False |
5,234 |
| 80 |
2,684.45 |
2,289.43 |
395.02 |
14.9% |
30.91 |
1.2% |
94% |
False |
False |
5,253 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
14.9% |
31.66 |
1.2% |
94% |
False |
False |
5,235 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.1% |
32.57 |
1.2% |
94% |
False |
False |
5,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.63 |
|
2.618 |
2,714.18 |
|
1.618 |
2,694.91 |
|
1.000 |
2,683.00 |
|
0.618 |
2,675.64 |
|
HIGH |
2,663.73 |
|
0.618 |
2,656.37 |
|
0.500 |
2,654.10 |
|
0.382 |
2,651.82 |
|
LOW |
2,644.46 |
|
0.618 |
2,632.55 |
|
1.000 |
2,625.19 |
|
1.618 |
2,613.28 |
|
2.618 |
2,594.01 |
|
4.250 |
2,562.56 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,657.35 |
2,655.63 |
| PP |
2,655.72 |
2,652.28 |
| S1 |
2,654.10 |
2,648.94 |
|