| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,640.7 |
2,625.8 |
-14.9 |
-0.6% |
2,680.5 |
| High |
2,642.9 |
2,648.9 |
6.0 |
0.2% |
2,694.7 |
| Low |
2,622.8 |
2,618.8 |
-4.0 |
-0.2% |
2,646.2 |
| Close |
2,626.0 |
2,639.3 |
13.3 |
0.5% |
2,667.8 |
| Range |
20.1 |
30.1 |
10.0 |
49.8% |
48.5 |
| ATR |
33.3 |
33.1 |
-0.2 |
-0.7% |
0.0 |
| Volume |
143,000 |
195,581 |
52,581 |
36.8% |
835,895 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,726.0 |
2,712.7 |
2,655.9 |
|
| R3 |
2,695.9 |
2,682.6 |
2,647.6 |
|
| R2 |
2,665.8 |
2,665.8 |
2,644.8 |
|
| R1 |
2,652.5 |
2,652.5 |
2,642.1 |
2,659.2 |
| PP |
2,635.7 |
2,635.7 |
2,635.7 |
2,639.0 |
| S1 |
2,622.4 |
2,622.4 |
2,636.5 |
2,629.1 |
| S2 |
2,605.6 |
2,605.6 |
2,633.8 |
|
| S3 |
2,575.5 |
2,592.3 |
2,631.0 |
|
| S4 |
2,545.4 |
2,562.2 |
2,622.7 |
|
|
| 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 |
2,618.8 |
71.8 |
2.7% |
32.0 |
1.2% |
29% |
False |
True |
179,158 |
| 10 |
2,696.9 |
2,618.8 |
78.1 |
3.0% |
32.2 |
1.2% |
26% |
False |
True |
173,576 |
| 20 |
2,708.7 |
2,572.5 |
136.2 |
5.2% |
32.6 |
1.2% |
49% |
False |
False |
181,849 |
| 40 |
2,708.7 |
2,469.2 |
239.5 |
9.1% |
33.0 |
1.2% |
71% |
False |
False |
179,738 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.8% |
35.8 |
1.4% |
78% |
False |
False |
170,952 |
| 80 |
2,708.7 |
2,350.5 |
358.2 |
13.6% |
35.1 |
1.3% |
81% |
False |
False |
136,726 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.6% |
35.4 |
1.3% |
81% |
False |
False |
110,174 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.6% |
35.5 |
1.3% |
81% |
False |
False |
92,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,776.8 |
|
2.618 |
2,727.7 |
|
1.618 |
2,697.6 |
|
1.000 |
2,679.0 |
|
0.618 |
2,667.5 |
|
HIGH |
2,648.9 |
|
0.618 |
2,637.4 |
|
0.500 |
2,633.9 |
|
0.382 |
2,630.3 |
|
LOW |
2,618.8 |
|
0.618 |
2,600.2 |
|
1.000 |
2,588.7 |
|
1.618 |
2,570.1 |
|
2.618 |
2,540.0 |
|
4.250 |
2,490.9 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,637.5 |
2,645.6 |
| PP |
2,635.7 |
2,643.5 |
| S1 |
2,633.9 |
2,641.4 |
|