| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,650.60 |
2,642.93 |
-7.67 |
-0.3% |
2,658.20 |
| High |
2,659.00 |
2,652.05 |
-6.95 |
-0.3% |
2,670.67 |
| Low |
2,639.60 |
2,607.09 |
-32.51 |
-1.2% |
2,627.20 |
| Close |
2,642.92 |
2,621.94 |
-20.98 |
-0.8% |
2,653.29 |
| Range |
19.40 |
44.96 |
25.56 |
131.8% |
43.47 |
| ATR |
28.48 |
29.65 |
1.18 |
4.1% |
0.00 |
| Volume |
5,323 |
5,073 |
-250 |
-4.7% |
26,849 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.91 |
2,736.88 |
2,646.67 |
|
| R3 |
2,716.95 |
2,691.92 |
2,634.30 |
|
| R2 |
2,671.99 |
2,671.99 |
2,630.18 |
|
| R1 |
2,646.96 |
2,646.96 |
2,626.06 |
2,637.00 |
| PP |
2,627.03 |
2,627.03 |
2,627.03 |
2,622.04 |
| S1 |
2,602.00 |
2,602.00 |
2,617.82 |
2,592.04 |
| S2 |
2,582.07 |
2,582.07 |
2,613.70 |
|
| S3 |
2,537.11 |
2,557.04 |
2,609.58 |
|
| S4 |
2,492.15 |
2,512.08 |
2,597.21 |
|
|
| 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 |
2,667.70 |
2,607.09 |
60.61 |
2.3% |
26.50 |
1.0% |
25% |
False |
True |
5,344 |
| 10 |
2,684.45 |
2,607.09 |
77.36 |
3.0% |
28.04 |
1.1% |
19% |
False |
True |
5,318 |
| 20 |
2,684.45 |
2,504.77 |
179.68 |
6.9% |
29.98 |
1.1% |
65% |
False |
False |
5,322 |
| 40 |
2,684.45 |
2,435.86 |
248.59 |
9.5% |
29.10 |
1.1% |
75% |
False |
False |
5,317 |
| 60 |
2,684.45 |
2,354.48 |
329.97 |
12.6% |
32.01 |
1.2% |
81% |
False |
False |
5,228 |
| 80 |
2,684.45 |
2,295.86 |
388.59 |
14.8% |
31.07 |
1.2% |
84% |
False |
False |
5,256 |
| 100 |
2,684.45 |
2,287.64 |
396.81 |
15.1% |
31.60 |
1.2% |
84% |
False |
False |
5,237 |
| 120 |
2,684.45 |
2,281.97 |
402.48 |
15.4% |
31.78 |
1.2% |
84% |
False |
False |
5,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.13 |
|
2.618 |
2,769.76 |
|
1.618 |
2,724.80 |
|
1.000 |
2,697.01 |
|
0.618 |
2,679.84 |
|
HIGH |
2,652.05 |
|
0.618 |
2,634.88 |
|
0.500 |
2,629.57 |
|
0.382 |
2,624.26 |
|
LOW |
2,607.09 |
|
0.618 |
2,579.30 |
|
1.000 |
2,562.13 |
|
1.618 |
2,534.34 |
|
2.618 |
2,489.38 |
|
4.250 |
2,416.01 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,629.57 |
2,637.40 |
| PP |
2,627.03 |
2,632.24 |
| S1 |
2,624.48 |
2,627.09 |
|