| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,671.7 |
2,662.8 |
-8.9 |
-0.3% |
2,680.5 |
| High |
2,679.2 |
2,672.4 |
-6.8 |
-0.3% |
2,694.7 |
| Low |
2,657.3 |
2,623.4 |
-33.9 |
-1.3% |
2,646.2 |
| Close |
2,666.0 |
2,635.4 |
-30.6 |
-1.1% |
2,667.8 |
| Range |
21.9 |
49.0 |
27.1 |
123.7% |
48.5 |
| ATR |
33.2 |
34.3 |
1.1 |
3.4% |
0.0 |
| Volume |
130,705 |
233,849 |
103,144 |
78.9% |
835,895 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.7 |
2,762.1 |
2,662.4 |
|
| R3 |
2,741.7 |
2,713.1 |
2,648.9 |
|
| R2 |
2,692.7 |
2,692.7 |
2,644.4 |
|
| R1 |
2,664.1 |
2,664.1 |
2,639.9 |
2,653.9 |
| PP |
2,643.7 |
2,643.7 |
2,643.7 |
2,638.7 |
| S1 |
2,615.1 |
2,615.1 |
2,630.9 |
2,604.9 |
| S2 |
2,594.7 |
2,594.7 |
2,626.4 |
|
| S3 |
2,545.7 |
2,566.1 |
2,621.9 |
|
| S4 |
2,496.7 |
2,517.1 |
2,608.5 |
|
|
| 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 |
2,690.6 |
2,623.4 |
67.2 |
2.5% |
31.6 |
1.2% |
18% |
False |
True |
164,888 |
| 10 |
2,708.7 |
2,623.4 |
85.3 |
3.2% |
32.5 |
1.2% |
14% |
False |
True |
180,476 |
| 20 |
2,708.7 |
2,529.0 |
179.7 |
6.8% |
34.0 |
1.3% |
59% |
False |
False |
186,308 |
| 40 |
2,708.7 |
2,469.2 |
239.5 |
9.1% |
33.3 |
1.3% |
69% |
False |
False |
179,835 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.8% |
36.4 |
1.4% |
76% |
False |
False |
167,114 |
| 80 |
2,708.7 |
2,350.5 |
358.2 |
13.6% |
35.2 |
1.3% |
80% |
False |
False |
132,567 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.6% |
35.7 |
1.4% |
80% |
False |
False |
106,824 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.6% |
35.7 |
1.4% |
80% |
False |
False |
89,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,880.7 |
|
2.618 |
2,800.7 |
|
1.618 |
2,751.7 |
|
1.000 |
2,721.4 |
|
0.618 |
2,702.7 |
|
HIGH |
2,672.4 |
|
0.618 |
2,653.7 |
|
0.500 |
2,647.9 |
|
0.382 |
2,642.1 |
|
LOW |
2,623.4 |
|
0.618 |
2,593.1 |
|
1.000 |
2,574.4 |
|
1.618 |
2,544.1 |
|
2.618 |
2,495.1 |
|
4.250 |
2,415.2 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,647.9 |
2,657.0 |
| PP |
2,643.7 |
2,649.8 |
| S1 |
2,639.6 |
2,642.6 |
|