| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,656.1 |
2,684.6 |
28.5 |
1.1% |
2,646.2 |
| High |
2,694.7 |
2,684.8 |
-9.9 |
-0.4% |
2,708.7 |
| Low |
2,653.8 |
2,662.1 |
8.3 |
0.3% |
2,638.6 |
| Close |
2,690.3 |
2,669.7 |
-20.6 |
-0.8% |
2,668.1 |
| Range |
40.9 |
22.7 |
-18.2 |
-44.5% |
70.1 |
| ATR |
34.8 |
34.3 |
-0.5 |
-1.4% |
0.0 |
| Volume |
202,756 |
128,680 |
-74,076 |
-36.5% |
991,365 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,740.3 |
2,727.7 |
2,682.2 |
|
| R3 |
2,717.6 |
2,705.0 |
2,675.9 |
|
| R2 |
2,694.9 |
2,694.9 |
2,673.9 |
|
| R1 |
2,682.3 |
2,682.3 |
2,671.8 |
2,677.3 |
| PP |
2,672.2 |
2,672.2 |
2,672.2 |
2,669.7 |
| S1 |
2,659.6 |
2,659.6 |
2,667.6 |
2,654.6 |
| S2 |
2,649.5 |
2,649.5 |
2,665.5 |
|
| S3 |
2,626.8 |
2,636.9 |
2,663.5 |
|
| S4 |
2,604.1 |
2,614.2 |
2,657.2 |
|
|
| 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% |
33.6 |
1.3% |
38% |
False |
False |
183,812 |
| 10 |
2,708.7 |
2,575.3 |
133.4 |
5.0% |
34.0 |
1.3% |
71% |
False |
False |
190,773 |
| 20 |
2,708.7 |
2,513.9 |
194.8 |
7.3% |
33.1 |
1.2% |
80% |
False |
False |
185,396 |
| 40 |
2,708.7 |
2,418.8 |
289.9 |
10.9% |
33.6 |
1.3% |
87% |
False |
False |
179,140 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.6% |
36.5 |
1.4% |
87% |
False |
False |
159,464 |
| 80 |
2,708.7 |
2,349.8 |
358.9 |
13.4% |
34.9 |
1.3% |
89% |
False |
False |
124,067 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.4% |
35.6 |
1.3% |
89% |
False |
False |
99,961 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.4% |
36.5 |
1.4% |
89% |
False |
False |
83,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,781.3 |
|
2.618 |
2,744.2 |
|
1.618 |
2,721.5 |
|
1.000 |
2,707.5 |
|
0.618 |
2,698.8 |
|
HIGH |
2,684.8 |
|
0.618 |
2,676.1 |
|
0.500 |
2,673.5 |
|
0.382 |
2,670.8 |
|
LOW |
2,662.1 |
|
0.618 |
2,648.1 |
|
1.000 |
2,639.4 |
|
1.618 |
2,625.4 |
|
2.618 |
2,602.7 |
|
4.250 |
2,565.6 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,673.5 |
2,670.5 |
| PP |
2,672.2 |
2,670.2 |
| S1 |
2,671.0 |
2,670.0 |
|