| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,684.6 |
2,679.9 |
-4.7 |
-0.2% |
2,646.2 |
| High |
2,684.8 |
2,683.4 |
-1.4 |
-0.1% |
2,708.7 |
| Low |
2,662.1 |
2,657.8 |
-4.3 |
-0.2% |
2,638.6 |
| Close |
2,669.7 |
2,679.2 |
9.5 |
0.4% |
2,668.1 |
| Range |
22.7 |
25.6 |
2.9 |
12.8% |
70.1 |
| ATR |
34.3 |
33.7 |
-0.6 |
-1.8% |
0.0 |
| Volume |
128,680 |
138,551 |
9,871 |
7.7% |
991,365 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,750.3 |
2,740.3 |
2,693.3 |
|
| R3 |
2,724.7 |
2,714.7 |
2,686.2 |
|
| R2 |
2,699.1 |
2,699.1 |
2,683.9 |
|
| R1 |
2,689.1 |
2,689.1 |
2,681.5 |
2,681.3 |
| PP |
2,673.5 |
2,673.5 |
2,673.5 |
2,669.6 |
| S1 |
2,663.5 |
2,663.5 |
2,676.9 |
2,655.7 |
| S2 |
2,647.9 |
2,647.9 |
2,674.5 |
|
| S3 |
2,622.3 |
2,637.9 |
2,672.2 |
|
| S4 |
2,596.7 |
2,612.3 |
2,665.1 |
|
|
| 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 |
2,696.9 |
2,646.2 |
50.7 |
1.9% |
32.5 |
1.2% |
65% |
False |
False |
167,994 |
| 10 |
2,708.7 |
2,608.7 |
100.0 |
3.7% |
32.1 |
1.2% |
71% |
False |
False |
184,181 |
| 20 |
2,708.7 |
2,513.9 |
194.8 |
7.3% |
32.9 |
1.2% |
85% |
False |
False |
184,688 |
| 40 |
2,708.7 |
2,420.2 |
288.5 |
10.8% |
33.5 |
1.3% |
90% |
False |
False |
178,451 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.6% |
36.6 |
1.4% |
90% |
False |
False |
160,941 |
| 80 |
2,708.7 |
2,350.5 |
358.2 |
13.4% |
34.9 |
1.3% |
92% |
False |
False |
125,754 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.4% |
35.5 |
1.3% |
92% |
False |
False |
101,321 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.4% |
35.9 |
1.3% |
92% |
False |
False |
84,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,792.2 |
|
2.618 |
2,750.4 |
|
1.618 |
2,724.8 |
|
1.000 |
2,709.0 |
|
0.618 |
2,699.2 |
|
HIGH |
2,683.4 |
|
0.618 |
2,673.6 |
|
0.500 |
2,670.6 |
|
0.382 |
2,667.6 |
|
LOW |
2,657.8 |
|
0.618 |
2,642.0 |
|
1.000 |
2,632.2 |
|
1.618 |
2,616.4 |
|
2.618 |
2,590.8 |
|
4.250 |
2,549.0 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,676.3 |
2,677.6 |
| PP |
2,673.5 |
2,675.9 |
| S1 |
2,670.6 |
2,674.3 |
|