| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,603.0 |
2,602.5 |
-0.5 |
0.0% |
2,660.9 |
| High |
2,607.7 |
2,628.3 |
20.6 |
0.8% |
2,670.9 |
| Low |
2,603.0 |
2,602.5 |
-0.5 |
0.0% |
2,623.2 |
| Close |
2,606.0 |
2,620.6 |
14.6 |
0.6% |
2,645.8 |
| Range |
4.7 |
25.8 |
21.1 |
448.9% |
47.7 |
| ATR |
30.0 |
29.7 |
-0.3 |
-1.0% |
0.0 |
| Volume |
152 |
320 |
168 |
110.5% |
1,666 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.5 |
2,683.4 |
2,634.8 |
|
| R3 |
2,668.7 |
2,657.6 |
2,627.7 |
|
| R2 |
2,642.9 |
2,642.9 |
2,625.3 |
|
| R1 |
2,631.8 |
2,631.8 |
2,623.0 |
2,637.4 |
| PP |
2,617.1 |
2,617.1 |
2,617.1 |
2,619.9 |
| S1 |
2,606.0 |
2,606.0 |
2,618.2 |
2,611.6 |
| S2 |
2,591.3 |
2,591.3 |
2,615.9 |
|
| S3 |
2,565.5 |
2,580.2 |
2,613.5 |
|
| S4 |
2,539.7 |
2,554.4 |
2,606.4 |
|
|
| 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 |
2,667.0 |
2,602.5 |
64.5 |
2.5% |
21.3 |
0.8% |
28% |
False |
True |
311 |
| 10 |
2,672.1 |
2,602.5 |
69.6 |
2.7% |
25.0 |
1.0% |
26% |
False |
True |
733 |
| 20 |
2,683.9 |
2,549.4 |
134.5 |
5.1% |
28.6 |
1.1% |
53% |
False |
False |
5,910 |
| 40 |
2,683.9 |
2,446.5 |
237.4 |
9.1% |
30.7 |
1.2% |
73% |
False |
False |
6,788 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.8% |
34.0 |
1.3% |
80% |
False |
False |
8,923 |
| 80 |
2,683.9 |
2,327.5 |
356.4 |
13.6% |
33.6 |
1.3% |
82% |
False |
False |
8,072 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.6% |
34.1 |
1.3% |
82% |
False |
False |
6,906 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.6% |
34.4 |
1.3% |
82% |
False |
False |
5,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,738.0 |
|
2.618 |
2,695.8 |
|
1.618 |
2,670.0 |
|
1.000 |
2,654.1 |
|
0.618 |
2,644.2 |
|
HIGH |
2,628.3 |
|
0.618 |
2,618.4 |
|
0.500 |
2,615.4 |
|
0.382 |
2,612.4 |
|
LOW |
2,602.5 |
|
0.618 |
2,586.6 |
|
1.000 |
2,576.7 |
|
1.618 |
2,560.8 |
|
2.618 |
2,535.0 |
|
4.250 |
2,492.9 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.9 |
2,620.8 |
| PP |
2,617.1 |
2,620.7 |
| S1 |
2,615.4 |
2,620.7 |
|