| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,675.7 |
2,671.7 |
-4.0 |
-0.1% |
2,680.5 |
| High |
2,690.6 |
2,679.2 |
-11.4 |
-0.4% |
2,694.7 |
| Low |
2,651.6 |
2,657.3 |
5.7 |
0.2% |
2,646.2 |
| Close |
2,667.8 |
2,666.0 |
-1.8 |
-0.1% |
2,667.8 |
| Range |
39.0 |
21.9 |
-17.1 |
-43.8% |
48.5 |
| ATR |
34.1 |
33.2 |
-0.9 |
-2.6% |
0.0 |
| Volume |
192,656 |
130,705 |
-61,951 |
-32.2% |
835,895 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.2 |
2,721.5 |
2,678.0 |
|
| R3 |
2,711.3 |
2,699.6 |
2,672.0 |
|
| R2 |
2,689.4 |
2,689.4 |
2,670.0 |
|
| R1 |
2,677.7 |
2,677.7 |
2,668.0 |
2,672.6 |
| PP |
2,667.5 |
2,667.5 |
2,667.5 |
2,665.0 |
| S1 |
2,655.8 |
2,655.8 |
2,664.0 |
2,650.7 |
| S2 |
2,645.6 |
2,645.6 |
2,662.0 |
|
| S3 |
2,623.7 |
2,633.9 |
2,660.0 |
|
| S4 |
2,601.8 |
2,612.0 |
2,654.0 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.1 |
2,789.9 |
2,694.5 |
|
| R3 |
2,766.6 |
2,741.4 |
2,681.1 |
|
| R2 |
2,718.1 |
2,718.1 |
2,676.7 |
|
| R1 |
2,692.9 |
2,692.9 |
2,672.2 |
2,681.3 |
| PP |
2,669.6 |
2,669.6 |
2,669.6 |
2,663.7 |
| S1 |
2,644.4 |
2,644.4 |
2,663.4 |
2,632.8 |
| S2 |
2,621.1 |
2,621.1 |
2,658.9 |
|
| S3 |
2,572.6 |
2,595.9 |
2,654.5 |
|
| S4 |
2,524.1 |
2,547.4 |
2,641.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,694.7 |
2,651.6 |
43.1 |
1.6% |
30.0 |
1.1% |
33% |
False |
False |
158,669 |
| 10 |
2,708.7 |
2,646.2 |
62.5 |
2.3% |
31.8 |
1.2% |
32% |
False |
False |
178,747 |
| 20 |
2,708.7 |
2,528.9 |
179.8 |
6.7% |
32.5 |
1.2% |
76% |
False |
False |
182,421 |
| 40 |
2,708.7 |
2,462.7 |
246.0 |
9.2% |
33.3 |
1.3% |
83% |
False |
False |
178,268 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.6% |
36.2 |
1.4% |
86% |
False |
False |
163,736 |
| 80 |
2,708.7 |
2,350.5 |
358.2 |
13.4% |
35.0 |
1.3% |
88% |
False |
False |
129,705 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
35.6 |
1.3% |
88% |
False |
False |
104,511 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
35.6 |
1.3% |
88% |
False |
False |
87,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,772.3 |
|
2.618 |
2,736.5 |
|
1.618 |
2,714.6 |
|
1.000 |
2,701.1 |
|
0.618 |
2,692.7 |
|
HIGH |
2,679.2 |
|
0.618 |
2,670.8 |
|
0.500 |
2,668.3 |
|
0.382 |
2,665.7 |
|
LOW |
2,657.3 |
|
0.618 |
2,643.8 |
|
1.000 |
2,635.4 |
|
1.618 |
2,621.9 |
|
2.618 |
2,600.0 |
|
4.250 |
2,564.2 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,668.3 |
2,671.1 |
| PP |
2,667.5 |
2,669.4 |
| S1 |
2,666.8 |
2,667.7 |
|