| 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 |
2,642.8 |
2,656.0 |
13.2 |
0.5% |
2,660.9 |
| High |
2,657.1 |
2,667.0 |
9.9 |
0.4% |
2,670.9 |
| Low |
2,640.0 |
2,639.0 |
-1.0 |
0.0% |
2,623.2 |
| Close |
2,657.1 |
2,645.8 |
-11.3 |
-0.4% |
2,645.8 |
| Range |
17.1 |
28.0 |
10.9 |
63.7% |
47.7 |
| ATR |
32.3 |
32.0 |
-0.3 |
-0.9% |
0.0 |
| Volume |
354 |
114 |
-240 |
-67.8% |
1,666 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.6 |
2,718.2 |
2,661.2 |
|
| R3 |
2,706.6 |
2,690.2 |
2,653.5 |
|
| R2 |
2,678.6 |
2,678.6 |
2,650.9 |
|
| R1 |
2,662.2 |
2,662.2 |
2,648.4 |
2,656.4 |
| PP |
2,650.6 |
2,650.6 |
2,650.6 |
2,647.7 |
| S1 |
2,634.2 |
2,634.2 |
2,643.2 |
2,628.4 |
| S2 |
2,622.6 |
2,622.6 |
2,640.7 |
|
| S3 |
2,594.6 |
2,606.2 |
2,638.1 |
|
| S4 |
2,566.6 |
2,578.2 |
2,630.4 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.7 |
2,765.5 |
2,672.0 |
|
| R3 |
2,742.0 |
2,717.8 |
2,658.9 |
|
| R2 |
2,694.3 |
2,694.3 |
2,654.5 |
|
| R1 |
2,670.1 |
2,670.1 |
2,650.2 |
2,658.4 |
| PP |
2,646.6 |
2,646.6 |
2,646.6 |
2,640.8 |
| S1 |
2,622.4 |
2,622.4 |
2,641.4 |
2,610.7 |
| S2 |
2,598.9 |
2,598.9 |
2,637.1 |
|
| S3 |
2,551.2 |
2,574.7 |
2,632.7 |
|
| S4 |
2,503.5 |
2,527.0 |
2,619.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,670.9 |
2,623.2 |
47.7 |
1.8% |
28.1 |
1.1% |
47% |
False |
False |
333 |
| 10 |
2,683.9 |
2,615.4 |
68.5 |
2.6% |
28.4 |
1.1% |
44% |
False |
False |
6,665 |
| 20 |
2,683.9 |
2,491.3 |
192.6 |
7.3% |
30.6 |
1.2% |
80% |
False |
False |
7,076 |
| 40 |
2,683.9 |
2,433.9 |
250.0 |
9.4% |
32.0 |
1.2% |
85% |
False |
False |
7,560 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.7% |
35.2 |
1.3% |
88% |
False |
False |
9,541 |
| 80 |
2,683.9 |
2,327.5 |
356.4 |
13.5% |
34.1 |
1.3% |
89% |
False |
False |
8,143 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
34.7 |
1.3% |
89% |
False |
False |
6,955 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
34.9 |
1.3% |
89% |
False |
False |
5,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.0 |
|
2.618 |
2,740.3 |
|
1.618 |
2,712.3 |
|
1.000 |
2,695.0 |
|
0.618 |
2,684.3 |
|
HIGH |
2,667.0 |
|
0.618 |
2,656.3 |
|
0.500 |
2,653.0 |
|
0.382 |
2,649.7 |
|
LOW |
2,639.0 |
|
0.618 |
2,621.7 |
|
1.000 |
2,611.0 |
|
1.618 |
2,593.7 |
|
2.618 |
2,565.7 |
|
4.250 |
2,520.0 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,653.0 |
2,653.0 |
| PP |
2,650.6 |
2,650.6 |
| S1 |
2,648.2 |
2,648.2 |
|