| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,695.1 |
2,680.5 |
-14.6 |
-0.5% |
2,646.2 |
| High |
2,696.9 |
2,687.7 |
-9.2 |
-0.3% |
2,708.7 |
| Low |
2,665.3 |
2,646.2 |
-19.1 |
-0.7% |
2,638.6 |
| Close |
2,668.1 |
2,659.4 |
-8.7 |
-0.3% |
2,668.1 |
| Range |
31.6 |
41.5 |
9.9 |
31.3% |
70.1 |
| ATR |
33.8 |
34.3 |
0.6 |
1.6% |
0.0 |
| Volume |
196,732 |
173,252 |
-23,480 |
-11.9% |
991,365 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,788.9 |
2,765.7 |
2,682.2 |
|
| R3 |
2,747.4 |
2,724.2 |
2,670.8 |
|
| R2 |
2,705.9 |
2,705.9 |
2,667.0 |
|
| R1 |
2,682.7 |
2,682.7 |
2,663.2 |
2,673.6 |
| PP |
2,664.4 |
2,664.4 |
2,664.4 |
2,659.9 |
| S1 |
2,641.2 |
2,641.2 |
2,655.6 |
2,632.1 |
| S2 |
2,622.9 |
2,622.9 |
2,651.8 |
|
| S3 |
2,581.4 |
2,599.7 |
2,648.0 |
|
| S4 |
2,539.9 |
2,558.2 |
2,636.6 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,882.1 |
2,845.2 |
2,706.7 |
|
| R3 |
2,812.0 |
2,775.1 |
2,687.4 |
|
| R2 |
2,741.9 |
2,741.9 |
2,681.0 |
|
| R1 |
2,705.0 |
2,705.0 |
2,674.5 |
2,723.5 |
| PP |
2,671.8 |
2,671.8 |
2,671.8 |
2,681.0 |
| S1 |
2,634.9 |
2,634.9 |
2,661.7 |
2,653.4 |
| S2 |
2,601.7 |
2,601.7 |
2,655.2 |
|
| S3 |
2,531.6 |
2,564.8 |
2,648.8 |
|
| S4 |
2,461.5 |
2,494.7 |
2,629.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,708.7 |
2,646.2 |
62.5 |
2.4% |
33.6 |
1.3% |
21% |
False |
True |
198,824 |
| 10 |
2,708.7 |
2,572.5 |
136.2 |
5.1% |
35.8 |
1.3% |
64% |
False |
False |
196,895 |
| 20 |
2,708.7 |
2,502.7 |
206.0 |
7.7% |
33.1 |
1.2% |
76% |
False |
False |
190,899 |
| 40 |
2,708.7 |
2,403.8 |
304.9 |
11.5% |
35.4 |
1.3% |
84% |
False |
False |
184,312 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.7% |
36.5 |
1.4% |
84% |
False |
False |
156,898 |
| 80 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
35.7 |
1.3% |
86% |
False |
False |
120,046 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
35.5 |
1.3% |
86% |
False |
False |
96,739 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
36.8 |
1.4% |
86% |
False |
False |
81,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,864.1 |
|
2.618 |
2,796.3 |
|
1.618 |
2,754.8 |
|
1.000 |
2,729.2 |
|
0.618 |
2,713.3 |
|
HIGH |
2,687.7 |
|
0.618 |
2,671.8 |
|
0.500 |
2,667.0 |
|
0.382 |
2,662.1 |
|
LOW |
2,646.2 |
|
0.618 |
2,620.6 |
|
1.000 |
2,604.7 |
|
1.618 |
2,579.1 |
|
2.618 |
2,537.6 |
|
4.250 |
2,469.8 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,667.0 |
2,677.5 |
| PP |
2,664.4 |
2,671.4 |
| S1 |
2,661.9 |
2,665.4 |
|