| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,663.53 |
2,658.99 |
-4.54 |
-0.2% |
2,621.96 |
| High |
2,663.73 |
2,661.35 |
-2.38 |
-0.1% |
2,684.45 |
| Low |
2,644.46 |
2,642.77 |
-1.69 |
-0.1% |
2,614.86 |
| Close |
2,658.98 |
2,656.03 |
-2.95 |
-0.1% |
2,658.05 |
| Range |
19.27 |
18.58 |
-0.69 |
-3.6% |
69.59 |
| ATR |
29.90 |
29.09 |
-0.81 |
-2.7% |
0.00 |
| Volume |
5,454 |
5,428 |
-26 |
-0.5% |
26,061 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,709.12 |
2,701.16 |
2,666.25 |
|
| R3 |
2,690.54 |
2,682.58 |
2,661.14 |
|
| R2 |
2,671.96 |
2,671.96 |
2,659.44 |
|
| R1 |
2,664.00 |
2,664.00 |
2,657.73 |
2,658.69 |
| PP |
2,653.38 |
2,653.38 |
2,653.38 |
2,650.73 |
| S1 |
2,645.42 |
2,645.42 |
2,654.33 |
2,640.11 |
| S2 |
2,634.80 |
2,634.80 |
2,652.62 |
|
| S3 |
2,616.22 |
2,626.84 |
2,650.92 |
|
| S4 |
2,597.64 |
2,608.26 |
2,645.81 |
|
|
| 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 |
2,673.67 |
2,627.20 |
46.47 |
1.7% |
28.51 |
1.1% |
62% |
False |
False |
5,345 |
| 10 |
2,684.45 |
2,585.65 |
98.80 |
3.7% |
28.31 |
1.1% |
71% |
False |
False |
5,282 |
| 20 |
2,684.45 |
2,487.06 |
197.39 |
7.4% |
28.91 |
1.1% |
86% |
False |
False |
5,325 |
| 40 |
2,684.45 |
2,381.66 |
302.79 |
11.4% |
29.50 |
1.1% |
91% |
False |
False |
5,313 |
| 60 |
2,684.45 |
2,354.48 |
329.97 |
12.4% |
32.25 |
1.2% |
91% |
False |
False |
5,233 |
| 80 |
2,684.45 |
2,295.86 |
388.59 |
14.6% |
30.84 |
1.2% |
93% |
False |
False |
5,256 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
14.9% |
31.53 |
1.2% |
93% |
False |
False |
5,237 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.2% |
31.97 |
1.2% |
93% |
False |
False |
5,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.32 |
|
2.618 |
2,709.99 |
|
1.618 |
2,691.41 |
|
1.000 |
2,679.93 |
|
0.618 |
2,672.83 |
|
HIGH |
2,661.35 |
|
0.618 |
2,654.25 |
|
0.500 |
2,652.06 |
|
0.382 |
2,649.87 |
|
LOW |
2,642.77 |
|
0.618 |
2,631.29 |
|
1.000 |
2,624.19 |
|
1.618 |
2,612.71 |
|
2.618 |
2,594.13 |
|
4.250 |
2,563.81 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,654.71 |
2,654.71 |
| PP |
2,653.38 |
2,653.39 |
| S1 |
2,652.06 |
2,652.08 |
|