| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,656.04 |
2,650.60 |
-5.44 |
-0.2% |
2,658.20 |
| High |
2,667.70 |
2,659.00 |
-8.70 |
-0.3% |
2,670.67 |
| Low |
2,637.43 |
2,639.60 |
2.17 |
0.1% |
2,627.20 |
| Close |
2,653.29 |
2,642.92 |
-10.37 |
-0.4% |
2,653.29 |
| Range |
30.27 |
19.40 |
-10.87 |
-35.9% |
43.47 |
| ATR |
29.18 |
28.48 |
-0.70 |
-2.4% |
0.00 |
| Volume |
5,445 |
5,323 |
-122 |
-2.2% |
26,849 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.37 |
2,693.55 |
2,653.59 |
|
| R3 |
2,685.97 |
2,674.15 |
2,648.26 |
|
| R2 |
2,666.57 |
2,666.57 |
2,646.48 |
|
| R1 |
2,654.75 |
2,654.75 |
2,644.70 |
2,650.96 |
| PP |
2,647.17 |
2,647.17 |
2,647.17 |
2,645.28 |
| S1 |
2,635.35 |
2,635.35 |
2,641.14 |
2,631.56 |
| S2 |
2,627.77 |
2,627.77 |
2,639.36 |
|
| S3 |
2,608.37 |
2,615.95 |
2,637.59 |
|
| S4 |
2,588.97 |
2,596.55 |
2,632.25 |
|
|
| 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 |
2,633.48 |
37.19 |
1.4% |
24.94 |
0.9% |
25% |
False |
False |
5,401 |
| 10 |
2,684.45 |
2,624.58 |
59.87 |
2.3% |
27.42 |
1.0% |
31% |
False |
False |
5,344 |
| 20 |
2,684.45 |
2,500.63 |
183.82 |
7.0% |
28.56 |
1.1% |
77% |
False |
False |
5,333 |
| 40 |
2,684.45 |
2,424.62 |
259.83 |
9.8% |
29.17 |
1.1% |
84% |
False |
False |
5,322 |
| 60 |
2,684.45 |
2,354.48 |
329.97 |
12.5% |
31.82 |
1.2% |
87% |
False |
False |
5,231 |
| 80 |
2,684.45 |
2,295.86 |
388.59 |
14.7% |
30.86 |
1.2% |
89% |
False |
False |
5,258 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
15.0% |
31.49 |
1.2% |
90% |
False |
False |
5,239 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.2% |
31.67 |
1.2% |
90% |
False |
False |
5,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,741.45 |
|
2.618 |
2,709.79 |
|
1.618 |
2,690.39 |
|
1.000 |
2,678.40 |
|
0.618 |
2,670.99 |
|
HIGH |
2,659.00 |
|
0.618 |
2,651.59 |
|
0.500 |
2,649.30 |
|
0.382 |
2,647.01 |
|
LOW |
2,639.60 |
|
0.618 |
2,627.61 |
|
1.000 |
2,620.20 |
|
1.618 |
2,608.21 |
|
2.618 |
2,588.81 |
|
4.250 |
2,557.15 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,649.30 |
2,652.57 |
| PP |
2,647.17 |
2,649.35 |
| S1 |
2,645.05 |
2,646.14 |
|