| 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 |
2,656.0 |
2,648.7 |
-7.3 |
-0.3% |
2,660.9 |
| High |
2,667.0 |
2,657.4 |
-9.6 |
-0.4% |
2,670.9 |
| Low |
2,639.0 |
2,639.0 |
0.0 |
0.0% |
2,623.2 |
| Close |
2,645.8 |
2,644.8 |
-1.0 |
0.0% |
2,645.8 |
| Range |
28.0 |
18.4 |
-9.6 |
-34.3% |
47.7 |
| ATR |
32.0 |
31.0 |
-1.0 |
-3.0% |
0.0 |
| Volume |
114 |
284 |
170 |
149.1% |
1,666 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.3 |
2,691.9 |
2,654.9 |
|
| R3 |
2,683.9 |
2,673.5 |
2,649.9 |
|
| R2 |
2,665.5 |
2,665.5 |
2,648.2 |
|
| R1 |
2,655.1 |
2,655.1 |
2,646.5 |
2,651.1 |
| PP |
2,647.1 |
2,647.1 |
2,647.1 |
2,645.1 |
| S1 |
2,636.7 |
2,636.7 |
2,643.1 |
2,632.7 |
| S2 |
2,628.7 |
2,628.7 |
2,641.4 |
|
| S3 |
2,610.3 |
2,618.3 |
2,639.7 |
|
| S4 |
2,591.9 |
2,599.9 |
2,634.7 |
|
|
| 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 |
2,631.4 |
39.5 |
1.5% |
24.0 |
0.9% |
34% |
False |
False |
195 |
| 10 |
2,683.9 |
2,623.2 |
60.7 |
2.3% |
28.2 |
1.1% |
36% |
False |
False |
5,823 |
| 20 |
2,683.9 |
2,505.6 |
178.3 |
6.7% |
30.4 |
1.2% |
78% |
False |
False |
6,858 |
| 40 |
2,683.9 |
2,439.8 |
244.1 |
9.2% |
31.9 |
1.2% |
84% |
False |
False |
7,403 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.7% |
35.1 |
1.3% |
87% |
False |
False |
9,428 |
| 80 |
2,683.9 |
2,327.5 |
356.4 |
13.5% |
34.0 |
1.3% |
89% |
False |
False |
8,117 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
34.6 |
1.3% |
89% |
False |
False |
6,945 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
34.8 |
1.3% |
89% |
False |
False |
5,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,735.6 |
|
2.618 |
2,705.6 |
|
1.618 |
2,687.2 |
|
1.000 |
2,675.8 |
|
0.618 |
2,668.8 |
|
HIGH |
2,657.4 |
|
0.618 |
2,650.4 |
|
0.500 |
2,648.2 |
|
0.382 |
2,646.0 |
|
LOW |
2,639.0 |
|
0.618 |
2,627.6 |
|
1.000 |
2,620.6 |
|
1.618 |
2,609.2 |
|
2.618 |
2,590.8 |
|
4.250 |
2,560.8 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.2 |
2,653.0 |
| PP |
2,647.1 |
2,650.3 |
| S1 |
2,645.9 |
2,647.5 |
|