| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,662.8 |
2,640.7 |
-22.1 |
-0.8% |
2,680.5 |
| High |
2,672.4 |
2,642.9 |
-29.5 |
-1.1% |
2,694.7 |
| Low |
2,623.4 |
2,622.8 |
-0.6 |
0.0% |
2,646.2 |
| Close |
2,635.4 |
2,626.0 |
-9.4 |
-0.4% |
2,667.8 |
| Range |
49.0 |
20.1 |
-28.9 |
-59.0% |
48.5 |
| ATR |
34.3 |
33.3 |
-1.0 |
-3.0% |
0.0 |
| Volume |
233,849 |
143,000 |
-90,849 |
-38.8% |
835,895 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,690.9 |
2,678.5 |
2,637.1 |
|
| R3 |
2,670.8 |
2,658.4 |
2,631.5 |
|
| R2 |
2,650.7 |
2,650.7 |
2,629.7 |
|
| R1 |
2,638.3 |
2,638.3 |
2,627.8 |
2,634.5 |
| PP |
2,630.6 |
2,630.6 |
2,630.6 |
2,628.6 |
| S1 |
2,618.2 |
2,618.2 |
2,624.2 |
2,614.4 |
| S2 |
2,610.5 |
2,610.5 |
2,622.3 |
|
| S3 |
2,590.4 |
2,598.1 |
2,620.5 |
|
| S4 |
2,570.3 |
2,578.0 |
2,614.9 |
|
|
| 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 |
2,622.8 |
67.8 |
2.6% |
31.1 |
1.2% |
5% |
False |
True |
167,752 |
| 10 |
2,708.7 |
2,622.8 |
85.9 |
3.3% |
32.4 |
1.2% |
4% |
False |
True |
175,782 |
| 20 |
2,708.7 |
2,538.7 |
170.0 |
6.5% |
33.6 |
1.3% |
51% |
False |
False |
183,754 |
| 40 |
2,708.7 |
2,469.2 |
239.5 |
9.1% |
33.3 |
1.3% |
65% |
False |
False |
179,533 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.8% |
35.9 |
1.4% |
73% |
False |
False |
168,630 |
| 80 |
2,708.7 |
2,350.5 |
358.2 |
13.6% |
35.0 |
1.3% |
77% |
False |
False |
134,317 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.7% |
35.6 |
1.4% |
77% |
False |
False |
108,238 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.7% |
35.7 |
1.4% |
77% |
False |
False |
90,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,728.3 |
|
2.618 |
2,695.5 |
|
1.618 |
2,675.4 |
|
1.000 |
2,663.0 |
|
0.618 |
2,655.3 |
|
HIGH |
2,642.9 |
|
0.618 |
2,635.2 |
|
0.500 |
2,632.9 |
|
0.382 |
2,630.5 |
|
LOW |
2,622.8 |
|
0.618 |
2,610.4 |
|
1.000 |
2,602.7 |
|
1.618 |
2,590.3 |
|
2.618 |
2,570.2 |
|
4.250 |
2,537.4 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,632.9 |
2,651.0 |
| PP |
2,630.6 |
2,642.7 |
| S1 |
2,628.3 |
2,634.3 |
|