| 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 |
2,231.0 |
2,241.8 |
10.8 |
0.5% |
2,256.4 |
| High |
2,268.1 |
2,256.9 |
-11.2 |
-0.5% |
2,268.1 |
| Low |
2,222.6 |
2,226.2 |
3.6 |
0.2% |
2,216.7 |
| Close |
2,244.3 |
2,249.2 |
4.9 |
0.2% |
2,244.3 |
| Range |
45.5 |
30.7 |
-14.8 |
-32.5% |
51.4 |
| ATR |
44.0 |
43.0 |
-0.9 |
-2.2% |
0.0 |
| Volume |
167,053 |
152,402 |
-14,651 |
-8.8% |
706,820 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,336.2 |
2,323.4 |
2,266.1 |
|
| R3 |
2,305.5 |
2,292.7 |
2,257.6 |
|
| R2 |
2,274.8 |
2,274.8 |
2,254.8 |
|
| R1 |
2,262.0 |
2,262.0 |
2,252.0 |
2,268.4 |
| PP |
2,244.1 |
2,244.1 |
2,244.1 |
2,247.3 |
| S1 |
2,231.3 |
2,231.3 |
2,246.4 |
2,237.7 |
| S2 |
2,213.4 |
2,213.4 |
2,243.6 |
|
| S3 |
2,182.7 |
2,200.6 |
2,240.8 |
|
| S4 |
2,152.0 |
2,169.9 |
2,232.3 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.2 |
2,372.2 |
2,272.6 |
|
| R3 |
2,345.8 |
2,320.8 |
2,258.4 |
|
| R2 |
2,294.4 |
2,294.4 |
2,253.7 |
|
| R1 |
2,269.4 |
2,269.4 |
2,249.0 |
2,256.2 |
| PP |
2,243.0 |
2,243.0 |
2,243.0 |
2,236.5 |
| S1 |
2,218.0 |
2,218.0 |
2,239.6 |
2,204.8 |
| S2 |
2,191.6 |
2,191.6 |
2,234.9 |
|
| S3 |
2,140.2 |
2,166.6 |
2,230.2 |
|
| S4 |
2,088.8 |
2,115.2 |
2,216.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,268.1 |
2,216.7 |
51.4 |
2.3% |
34.2 |
1.5% |
63% |
False |
False |
146,771 |
| 10 |
2,305.0 |
2,207.4 |
97.6 |
4.3% |
42.0 |
1.9% |
43% |
False |
False |
195,248 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.1% |
43.8 |
1.9% |
75% |
False |
False |
123,708 |
| 40 |
2,305.0 |
2,010.8 |
294.2 |
13.1% |
46.4 |
2.1% |
81% |
False |
False |
62,301 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
49.7 |
2.2% |
72% |
False |
False |
41,679 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
41.8 |
1.9% |
72% |
False |
False |
31,272 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.8% |
33.5 |
1.5% |
72% |
False |
False |
25,018 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.4% |
27.9 |
1.2% |
73% |
False |
False |
20,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,387.4 |
|
2.618 |
2,337.3 |
|
1.618 |
2,306.6 |
|
1.000 |
2,287.6 |
|
0.618 |
2,275.9 |
|
HIGH |
2,256.9 |
|
0.618 |
2,245.2 |
|
0.500 |
2,241.6 |
|
0.382 |
2,237.9 |
|
LOW |
2,226.2 |
|
0.618 |
2,207.2 |
|
1.000 |
2,195.5 |
|
1.618 |
2,176.5 |
|
2.618 |
2,145.8 |
|
4.250 |
2,095.7 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,246.7 |
2,247.4 |
| PP |
2,244.1 |
2,245.5 |
| S1 |
2,241.6 |
2,243.7 |
|