| 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 |
5,802.00 |
5,752.50 |
-49.50 |
-0.9% |
5,784.00 |
| High |
5,808.00 |
5,806.75 |
-1.25 |
0.0% |
5,822.50 |
| Low |
5,734.25 |
5,725.25 |
-9.00 |
-0.2% |
5,724.00 |
| Close |
5,744.75 |
5,800.50 |
55.75 |
1.0% |
5,800.00 |
| Range |
73.75 |
81.50 |
7.75 |
10.5% |
98.50 |
| ATR |
66.24 |
67.33 |
1.09 |
1.6% |
0.00 |
| Volume |
1,211,368 |
1,172,261 |
-39,107 |
-3.2% |
7,582,333 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,022.00 |
5,992.75 |
5,845.25 |
|
| R3 |
5,940.50 |
5,911.25 |
5,823.00 |
|
| R2 |
5,859.00 |
5,859.00 |
5,815.50 |
|
| R1 |
5,829.75 |
5,829.75 |
5,808.00 |
5,844.50 |
| PP |
5,777.50 |
5,777.50 |
5,777.50 |
5,784.75 |
| S1 |
5,748.25 |
5,748.25 |
5,793.00 |
5,763.00 |
| S2 |
5,696.00 |
5,696.00 |
5,785.50 |
|
| S3 |
5,614.50 |
5,666.75 |
5,778.00 |
|
| S4 |
5,533.00 |
5,585.25 |
5,755.75 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,077.75 |
6,037.25 |
5,854.25 |
|
| R3 |
5,979.25 |
5,938.75 |
5,827.00 |
|
| R2 |
5,880.75 |
5,880.75 |
5,818.00 |
|
| R1 |
5,840.25 |
5,840.25 |
5,809.00 |
5,860.50 |
| PP |
5,782.25 |
5,782.25 |
5,782.25 |
5,792.25 |
| S1 |
5,741.75 |
5,741.75 |
5,791.00 |
5,762.00 |
| S2 |
5,683.75 |
5,683.75 |
5,782.00 |
|
| S3 |
5,585.25 |
5,643.25 |
5,773.00 |
|
| S4 |
5,486.75 |
5,544.75 |
5,745.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,808.00 |
5,724.00 |
84.00 |
1.4% |
63.00 |
1.1% |
91% |
False |
False |
1,303,211 |
| 10 |
5,830.00 |
5,724.00 |
106.00 |
1.8% |
59.00 |
1.0% |
72% |
False |
False |
1,364,992 |
| 20 |
5,830.00 |
5,470.00 |
360.00 |
6.2% |
63.00 |
1.1% |
92% |
False |
False |
1,291,304 |
| 40 |
5,830.00 |
5,423.75 |
406.25 |
7.0% |
68.50 |
1.2% |
93% |
False |
False |
654,538 |
| 60 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
80.75 |
1.4% |
96% |
False |
False |
437,938 |
| 80 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
72.25 |
1.2% |
96% |
False |
False |
328,766 |
| 100 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
67.25 |
1.2% |
96% |
False |
False |
263,054 |
| 120 |
5,830.00 |
5,075.00 |
755.00 |
13.0% |
65.75 |
1.1% |
96% |
False |
False |
219,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,153.00 |
|
2.618 |
6,020.00 |
|
1.618 |
5,938.50 |
|
1.000 |
5,888.25 |
|
0.618 |
5,857.00 |
|
HIGH |
5,806.75 |
|
0.618 |
5,775.50 |
|
0.500 |
5,766.00 |
|
0.382 |
5,756.50 |
|
LOW |
5,725.25 |
|
0.618 |
5,675.00 |
|
1.000 |
5,643.75 |
|
1.618 |
5,593.50 |
|
2.618 |
5,512.00 |
|
4.250 |
5,379.00 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,789.00 |
5,789.25 |
| PP |
5,777.50 |
5,778.00 |
| S1 |
5,766.00 |
5,766.50 |
|