| 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 |
8,340.0 |
8,362.5 |
22.5 |
0.3% |
8,263.5 |
| High |
8,390.0 |
8,386.5 |
-3.5 |
0.0% |
8,390.0 |
| Low |
8,323.5 |
8,276.0 |
-47.5 |
-0.6% |
8,259.0 |
| Close |
8,376.0 |
8,288.5 |
-87.5 |
-1.0% |
8,376.0 |
| Range |
66.5 |
110.5 |
44.0 |
66.2% |
131.0 |
| ATR |
79.0 |
81.3 |
2.2 |
2.8% |
0.0 |
| Volume |
73,938 |
89,408 |
15,470 |
20.9% |
384,367 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,648.5 |
8,579.0 |
8,349.5 |
|
| R3 |
8,538.0 |
8,468.5 |
8,319.0 |
|
| R2 |
8,427.5 |
8,427.5 |
8,309.0 |
|
| R1 |
8,358.0 |
8,358.0 |
8,298.5 |
8,337.5 |
| PP |
8,317.0 |
8,317.0 |
8,317.0 |
8,307.0 |
| S1 |
8,247.5 |
8,247.5 |
8,278.5 |
8,227.0 |
| S2 |
8,206.5 |
8,206.5 |
8,268.0 |
|
| S3 |
8,096.0 |
8,137.0 |
8,258.0 |
|
| S4 |
7,985.5 |
8,026.5 |
8,227.5 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,734.5 |
8,686.5 |
8,448.0 |
|
| R3 |
8,603.5 |
8,555.5 |
8,412.0 |
|
| R2 |
8,472.5 |
8,472.5 |
8,400.0 |
|
| R1 |
8,424.5 |
8,424.5 |
8,388.0 |
8,448.5 |
| PP |
8,341.5 |
8,341.5 |
8,341.5 |
8,354.0 |
| S1 |
8,293.5 |
8,293.5 |
8,364.0 |
8,317.5 |
| S2 |
8,210.5 |
8,210.5 |
8,352.0 |
|
| S3 |
8,079.5 |
8,162.5 |
8,340.0 |
|
| S4 |
7,948.5 |
8,031.5 |
8,304.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,390.0 |
8,276.0 |
114.0 |
1.4% |
80.5 |
1.0% |
11% |
False |
True |
79,162 |
| 10 |
8,430.0 |
8,252.0 |
178.0 |
2.1% |
83.5 |
1.0% |
21% |
False |
False |
106,740 |
| 20 |
8,430.0 |
8,236.0 |
194.0 |
2.3% |
81.0 |
1.0% |
27% |
False |
False |
71,328 |
| 40 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
61.5 |
0.7% |
61% |
False |
False |
35,675 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
58.0 |
0.7% |
61% |
False |
False |
23,786 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
52.0 |
0.6% |
61% |
False |
False |
17,842 |
| 100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
41.5 |
0.5% |
56% |
False |
False |
14,274 |
| 120 |
8,549.5 |
7,914.5 |
635.0 |
7.7% |
34.5 |
0.4% |
59% |
False |
False |
11,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,856.0 |
|
2.618 |
8,676.0 |
|
1.618 |
8,565.5 |
|
1.000 |
8,497.0 |
|
0.618 |
8,455.0 |
|
HIGH |
8,386.5 |
|
0.618 |
8,344.5 |
|
0.500 |
8,331.0 |
|
0.382 |
8,318.0 |
|
LOW |
8,276.0 |
|
0.618 |
8,207.5 |
|
1.000 |
8,165.5 |
|
1.618 |
8,097.0 |
|
2.618 |
7,986.5 |
|
4.250 |
7,806.5 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,331.0 |
8,333.0 |
| PP |
8,317.0 |
8,318.0 |
| S1 |
8,303.0 |
8,303.5 |
|