| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,680.5 |
2,656.1 |
-24.4 |
-0.9% |
2,646.2 |
| High |
2,687.7 |
2,694.7 |
7.0 |
0.3% |
2,708.7 |
| Low |
2,646.2 |
2,653.8 |
7.6 |
0.3% |
2,638.6 |
| Close |
2,659.4 |
2,690.3 |
30.9 |
1.2% |
2,668.1 |
| Range |
41.5 |
40.9 |
-0.6 |
-1.4% |
70.1 |
| ATR |
34.3 |
34.8 |
0.5 |
1.4% |
0.0 |
| Volume |
173,252 |
202,756 |
29,504 |
17.0% |
991,365 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.3 |
2,787.2 |
2,712.8 |
|
| R3 |
2,761.4 |
2,746.3 |
2,701.5 |
|
| R2 |
2,720.5 |
2,720.5 |
2,697.8 |
|
| R1 |
2,705.4 |
2,705.4 |
2,694.0 |
2,713.0 |
| PP |
2,679.6 |
2,679.6 |
2,679.6 |
2,683.4 |
| S1 |
2,664.5 |
2,664.5 |
2,686.6 |
2,672.1 |
| S2 |
2,638.7 |
2,638.7 |
2,682.8 |
|
| S3 |
2,597.8 |
2,623.6 |
2,679.1 |
|
| S4 |
2,556.9 |
2,582.7 |
2,667.8 |
|
|
| 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 |
2.3% |
33.3 |
1.2% |
71% |
False |
False |
196,065 |
| 10 |
2,708.7 |
2,572.5 |
136.2 |
5.1% |
37.2 |
1.4% |
86% |
False |
False |
201,218 |
| 20 |
2,708.7 |
2,502.7 |
206.0 |
7.7% |
33.4 |
1.2% |
91% |
False |
False |
187,359 |
| 40 |
2,708.7 |
2,418.8 |
289.9 |
10.8% |
34.0 |
1.3% |
94% |
False |
False |
180,575 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.5% |
36.5 |
1.4% |
94% |
False |
False |
158,959 |
| 80 |
2,708.7 |
2,349.8 |
358.9 |
13.3% |
35.9 |
1.3% |
95% |
False |
False |
122,549 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.3% |
35.8 |
1.3% |
95% |
False |
False |
98,702 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.3% |
36.8 |
1.4% |
95% |
False |
False |
82,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.5 |
|
2.618 |
2,801.8 |
|
1.618 |
2,760.9 |
|
1.000 |
2,735.6 |
|
0.618 |
2,720.0 |
|
HIGH |
2,694.7 |
|
0.618 |
2,679.1 |
|
0.500 |
2,674.3 |
|
0.382 |
2,669.4 |
|
LOW |
2,653.8 |
|
0.618 |
2,628.5 |
|
1.000 |
2,612.9 |
|
1.618 |
2,587.6 |
|
2.618 |
2,546.7 |
|
4.250 |
2,480.0 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,685.0 |
2,684.1 |
| PP |
2,679.6 |
2,677.8 |
| S1 |
2,674.3 |
2,671.6 |
|