| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
5,066.0 |
5,090.0 |
24.0 |
0.5% |
4,902.0 |
| High |
5,101.0 |
5,106.0 |
5.0 |
0.1% |
5,101.0 |
| Low |
5,052.0 |
5,018.0 |
-34.0 |
-0.7% |
4,881.0 |
| Close |
5,097.0 |
5,030.0 |
-67.0 |
-1.3% |
5,097.0 |
| Range |
49.0 |
88.0 |
39.0 |
79.6% |
220.0 |
| ATR |
67.0 |
68.5 |
1.5 |
2.2% |
0.0 |
| Volume |
805,911 |
783,181 |
-22,730 |
-2.8% |
3,451,162 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,315.3 |
5,260.7 |
5,078.4 |
|
| R3 |
5,227.3 |
5,172.7 |
5,054.2 |
|
| R2 |
5,139.3 |
5,139.3 |
5,046.1 |
|
| R1 |
5,084.7 |
5,084.7 |
5,038.1 |
5,068.0 |
| PP |
5,051.3 |
5,051.3 |
5,051.3 |
5,043.0 |
| S1 |
4,996.7 |
4,996.7 |
5,021.9 |
4,980.0 |
| S2 |
4,963.3 |
4,963.3 |
5,013.9 |
|
| S3 |
4,875.3 |
4,908.7 |
5,005.8 |
|
| S4 |
4,787.3 |
4,820.7 |
4,981.6 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,686.3 |
5,611.7 |
5,218.0 |
|
| R3 |
5,466.3 |
5,391.7 |
5,157.5 |
|
| R2 |
5,246.3 |
5,246.3 |
5,137.3 |
|
| R1 |
5,171.7 |
5,171.7 |
5,117.2 |
5,209.0 |
| PP |
5,026.3 |
5,026.3 |
5,026.3 |
5,045.0 |
| S1 |
4,951.7 |
4,951.7 |
5,076.8 |
4,989.0 |
| S2 |
4,806.3 |
4,806.3 |
5,056.7 |
|
| S3 |
4,586.3 |
4,731.7 |
5,036.5 |
|
| S4 |
4,366.3 |
4,511.7 |
4,976.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,106.0 |
4,915.0 |
191.0 |
3.8% |
71.6 |
1.4% |
60% |
True |
False |
758,208 |
| 10 |
5,106.0 |
4,858.0 |
248.0 |
4.9% |
68.8 |
1.4% |
69% |
True |
False |
756,726 |
| 20 |
5,106.0 |
4,757.0 |
349.0 |
6.9% |
67.6 |
1.3% |
78% |
True |
False |
472,344 |
| 40 |
5,106.0 |
4,525.0 |
581.0 |
11.6% |
58.9 |
1.2% |
87% |
True |
False |
236,759 |
| 60 |
5,114.0 |
4,525.0 |
589.0 |
11.7% |
58.2 |
1.2% |
86% |
False |
False |
157,905 |
| 80 |
5,119.0 |
4,525.0 |
594.0 |
11.8% |
49.2 |
1.0% |
85% |
False |
False |
118,530 |
| 100 |
5,307.0 |
4,525.0 |
782.0 |
15.5% |
41.6 |
0.8% |
65% |
False |
False |
94,824 |
| 120 |
5,307.0 |
4,525.0 |
782.0 |
15.5% |
34.6 |
0.7% |
65% |
False |
False |
79,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,480.0 |
|
2.618 |
5,336.4 |
|
1.618 |
5,248.4 |
|
1.000 |
5,194.0 |
|
0.618 |
5,160.4 |
|
HIGH |
5,106.0 |
|
0.618 |
5,072.4 |
|
0.500 |
5,062.0 |
|
0.382 |
5,051.6 |
|
LOW |
5,018.0 |
|
0.618 |
4,963.6 |
|
1.000 |
4,930.0 |
|
1.618 |
4,875.6 |
|
2.618 |
4,787.6 |
|
4.250 |
4,644.0 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,062.0 |
5,029.8 |
| PP |
5,051.3 |
5,029.7 |
| S1 |
5,040.7 |
5,029.5 |
|