| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,658.99 |
2,656.04 |
-2.95 |
-0.1% |
2,658.20 |
| High |
2,661.35 |
2,667.70 |
6.35 |
0.2% |
2,670.67 |
| Low |
2,642.77 |
2,637.43 |
-5.34 |
-0.2% |
2,627.20 |
| Close |
2,656.03 |
2,653.29 |
-2.74 |
-0.1% |
2,653.29 |
| Range |
18.58 |
30.27 |
11.69 |
62.9% |
43.47 |
| ATR |
29.09 |
29.18 |
0.08 |
0.3% |
0.00 |
| Volume |
5,428 |
5,445 |
17 |
0.3% |
26,849 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,743.62 |
2,728.72 |
2,669.94 |
|
| R3 |
2,713.35 |
2,698.45 |
2,661.61 |
|
| R2 |
2,683.08 |
2,683.08 |
2,658.84 |
|
| R1 |
2,668.18 |
2,668.18 |
2,656.06 |
2,660.50 |
| PP |
2,652.81 |
2,652.81 |
2,652.81 |
2,648.96 |
| S1 |
2,637.91 |
2,637.91 |
2,650.52 |
2,630.23 |
| S2 |
2,622.54 |
2,622.54 |
2,647.74 |
|
| S3 |
2,592.27 |
2,607.64 |
2,644.97 |
|
| S4 |
2,562.00 |
2,577.37 |
2,636.64 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.80 |
2,760.51 |
2,677.20 |
|
| R3 |
2,737.33 |
2,717.04 |
2,665.24 |
|
| R2 |
2,693.86 |
2,693.86 |
2,661.26 |
|
| R1 |
2,673.57 |
2,673.57 |
2,657.27 |
2,661.98 |
| PP |
2,650.39 |
2,650.39 |
2,650.39 |
2,644.59 |
| S1 |
2,630.10 |
2,630.10 |
2,649.31 |
2,618.51 |
| S2 |
2,606.92 |
2,606.92 |
2,645.32 |
|
| S3 |
2,563.45 |
2,586.63 |
2,641.34 |
|
| S4 |
2,519.98 |
2,543.16 |
2,629.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,670.67 |
2,627.20 |
43.47 |
1.6% |
28.69 |
1.1% |
60% |
False |
False |
5,369 |
| 10 |
2,684.45 |
2,614.86 |
69.59 |
2.6% |
27.39 |
1.0% |
55% |
False |
False |
5,291 |
| 20 |
2,684.45 |
2,487.11 |
197.34 |
7.4% |
28.54 |
1.1% |
84% |
False |
False |
5,333 |
| 40 |
2,684.45 |
2,417.83 |
266.62 |
10.0% |
29.12 |
1.1% |
88% |
False |
False |
5,321 |
| 60 |
2,684.45 |
2,354.48 |
329.97 |
12.4% |
31.89 |
1.2% |
91% |
False |
False |
5,233 |
| 80 |
2,684.45 |
2,295.86 |
388.59 |
14.6% |
30.96 |
1.2% |
92% |
False |
False |
5,257 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
15.0% |
31.53 |
1.2% |
92% |
False |
False |
5,239 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.2% |
31.76 |
1.2% |
92% |
False |
False |
5,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.35 |
|
2.618 |
2,746.95 |
|
1.618 |
2,716.68 |
|
1.000 |
2,697.97 |
|
0.618 |
2,686.41 |
|
HIGH |
2,667.70 |
|
0.618 |
2,656.14 |
|
0.500 |
2,652.57 |
|
0.382 |
2,648.99 |
|
LOW |
2,637.43 |
|
0.618 |
2,618.72 |
|
1.000 |
2,607.16 |
|
1.618 |
2,588.45 |
|
2.618 |
2,558.18 |
|
4.250 |
2,508.78 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,653.05 |
2,653.05 |
| PP |
2,652.81 |
2,652.81 |
| S1 |
2,652.57 |
2,652.57 |
|