| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,631.4 |
2,650.6 |
19.2 |
0.7% |
2,622.5 |
| High |
2,670.9 |
2,657.2 |
-13.7 |
-0.5% |
2,683.9 |
| Low |
2,631.4 |
2,640.0 |
8.6 |
0.3% |
2,615.4 |
| Close |
2,667.3 |
2,647.1 |
-20.2 |
-0.8% |
2,644.3 |
| Range |
39.5 |
17.2 |
-22.3 |
-56.5% |
68.5 |
| ATR |
33.9 |
33.5 |
-0.5 |
-1.4% |
0.0 |
| Volume |
153 |
72 |
-81 |
-52.9% |
64,987 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.7 |
2,690.6 |
2,656.6 |
|
| R3 |
2,682.5 |
2,673.4 |
2,651.8 |
|
| R2 |
2,665.3 |
2,665.3 |
2,650.3 |
|
| R1 |
2,656.2 |
2,656.2 |
2,648.7 |
2,652.2 |
| PP |
2,648.1 |
2,648.1 |
2,648.1 |
2,646.1 |
| S1 |
2,639.0 |
2,639.0 |
2,645.5 |
2,635.0 |
| S2 |
2,630.9 |
2,630.9 |
2,643.9 |
|
| S3 |
2,613.7 |
2,621.8 |
2,642.4 |
|
| S4 |
2,596.5 |
2,604.6 |
2,637.6 |
|
|
| 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% |
31.3 |
1.2% |
39% |
False |
False |
4,528 |
| 10 |
2,683.9 |
2,552.1 |
131.8 |
5.0% |
32.5 |
1.2% |
72% |
False |
False |
8,408 |
| 20 |
2,683.9 |
2,490.7 |
193.2 |
7.3% |
32.1 |
1.2% |
81% |
False |
False |
7,701 |
| 40 |
2,683.9 |
2,397.0 |
286.9 |
10.8% |
32.7 |
1.2% |
87% |
False |
False |
7,882 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.7% |
35.7 |
1.3% |
88% |
False |
False |
9,795 |
| 80 |
2,683.9 |
2,327.2 |
356.7 |
13.5% |
34.2 |
1.3% |
90% |
False |
False |
8,166 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
34.8 |
1.3% |
90% |
False |
False |
6,971 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
35.9 |
1.4% |
90% |
False |
False |
5,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.3 |
|
2.618 |
2,702.2 |
|
1.618 |
2,685.0 |
|
1.000 |
2,674.4 |
|
0.618 |
2,667.8 |
|
HIGH |
2,657.2 |
|
0.618 |
2,650.6 |
|
0.500 |
2,648.6 |
|
0.382 |
2,646.6 |
|
LOW |
2,640.0 |
|
0.618 |
2,629.4 |
|
1.000 |
2,622.8 |
|
1.618 |
2,612.2 |
|
2.618 |
2,595.0 |
|
4.250 |
2,566.9 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.6 |
2,647.1 |
| PP |
2,648.1 |
2,647.1 |
| S1 |
2,647.6 |
2,647.1 |
|