| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,660.9 |
2,631.4 |
-29.5 |
-1.1% |
2,622.5 |
| High |
2,662.1 |
2,670.9 |
8.8 |
0.3% |
2,683.9 |
| Low |
2,623.2 |
2,631.4 |
8.2 |
0.3% |
2,615.4 |
| Close |
2,636.1 |
2,667.3 |
31.2 |
1.2% |
2,644.3 |
| Range |
38.9 |
39.5 |
0.6 |
1.5% |
68.5 |
| ATR |
33.5 |
33.9 |
0.4 |
1.3% |
0.0 |
| Volume |
973 |
153 |
-820 |
-84.3% |
64,987 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.0 |
2,760.7 |
2,689.0 |
|
| R3 |
2,735.5 |
2,721.2 |
2,678.2 |
|
| R2 |
2,696.0 |
2,696.0 |
2,674.5 |
|
| R1 |
2,681.7 |
2,681.7 |
2,670.9 |
2,688.9 |
| PP |
2,656.5 |
2,656.5 |
2,656.5 |
2,660.1 |
| S1 |
2,642.2 |
2,642.2 |
2,663.7 |
2,649.4 |
| S2 |
2,617.0 |
2,617.0 |
2,660.1 |
|
| S3 |
2,577.5 |
2,602.7 |
2,656.4 |
|
| S4 |
2,538.0 |
2,563.2 |
2,645.6 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.4 |
2,817.3 |
2,682.0 |
|
| R3 |
2,784.9 |
2,748.8 |
2,663.1 |
|
| R2 |
2,716.4 |
2,716.4 |
2,656.9 |
|
| R1 |
2,680.3 |
2,680.3 |
2,650.6 |
2,698.4 |
| PP |
2,647.9 |
2,647.9 |
2,647.9 |
2,656.9 |
| S1 |
2,611.8 |
2,611.8 |
2,638.0 |
2,629.9 |
| S2 |
2,579.4 |
2,579.4 |
2,631.7 |
|
| S3 |
2,510.9 |
2,543.3 |
2,625.5 |
|
| S4 |
2,442.4 |
2,474.8 |
2,606.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,683.9 |
2,623.2 |
60.7 |
2.3% |
32.0 |
1.2% |
73% |
False |
False |
8,866 |
| 10 |
2,683.9 |
2,549.4 |
134.5 |
5.0% |
36.2 |
1.4% |
88% |
False |
False |
9,467 |
| 20 |
2,683.9 |
2,479.8 |
204.1 |
7.7% |
32.6 |
1.2% |
92% |
False |
False |
7,994 |
| 40 |
2,683.9 |
2,397.0 |
286.9 |
10.8% |
33.2 |
1.2% |
94% |
False |
False |
8,100 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.6% |
35.8 |
1.3% |
95% |
False |
False |
9,921 |
| 80 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
35.2 |
1.3% |
95% |
False |
False |
8,220 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
35.1 |
1.3% |
95% |
False |
False |
6,980 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
36.1 |
1.4% |
95% |
False |
False |
5,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.8 |
|
2.618 |
2,774.3 |
|
1.618 |
2,734.8 |
|
1.000 |
2,710.4 |
|
0.618 |
2,695.3 |
|
HIGH |
2,670.9 |
|
0.618 |
2,655.8 |
|
0.500 |
2,651.2 |
|
0.382 |
2,646.5 |
|
LOW |
2,631.4 |
|
0.618 |
2,607.0 |
|
1.000 |
2,591.9 |
|
1.618 |
2,567.5 |
|
2.618 |
2,528.0 |
|
4.250 |
2,463.5 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.9 |
2,660.8 |
| PP |
2,656.5 |
2,654.2 |
| S1 |
2,651.2 |
2,647.7 |
|