| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,241.8 |
2,248.4 |
6.6 |
0.3% |
2,256.4 |
| High |
2,256.9 |
2,252.9 |
-4.0 |
-0.2% |
2,268.1 |
| Low |
2,226.2 |
2,201.5 |
-24.7 |
-1.1% |
2,216.7 |
| Close |
2,249.2 |
2,217.9 |
-31.3 |
-1.4% |
2,244.3 |
| Range |
30.7 |
51.4 |
20.7 |
67.4% |
51.4 |
| ATR |
43.0 |
43.6 |
0.6 |
1.4% |
0.0 |
| Volume |
152,402 |
184,990 |
32,588 |
21.4% |
706,820 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.3 |
2,349.5 |
2,246.2 |
|
| R3 |
2,326.9 |
2,298.1 |
2,232.0 |
|
| R2 |
2,275.5 |
2,275.5 |
2,227.3 |
|
| R1 |
2,246.7 |
2,246.7 |
2,222.6 |
2,235.4 |
| PP |
2,224.1 |
2,224.1 |
2,224.1 |
2,218.5 |
| S1 |
2,195.3 |
2,195.3 |
2,213.2 |
2,184.0 |
| S2 |
2,172.7 |
2,172.7 |
2,208.5 |
|
| S3 |
2,121.3 |
2,143.9 |
2,203.8 |
|
| S4 |
2,069.9 |
2,092.5 |
2,189.6 |
|
|
| 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 |
2,201.5 |
66.6 |
3.0% |
39.3 |
1.8% |
25% |
False |
True |
156,231 |
| 10 |
2,305.0 |
2,201.5 |
103.5 |
4.7% |
42.2 |
1.9% |
16% |
False |
True |
182,184 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.2% |
42.6 |
1.9% |
62% |
False |
False |
132,921 |
| 40 |
2,305.0 |
2,045.4 |
259.6 |
11.7% |
44.7 |
2.0% |
66% |
False |
False |
66,881 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
50.0 |
2.3% |
62% |
False |
False |
44,759 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
42.5 |
1.9% |
62% |
False |
False |
33,585 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
34.0 |
1.5% |
62% |
False |
False |
26,868 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.7% |
28.3 |
1.3% |
64% |
False |
False |
22,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,471.4 |
|
2.618 |
2,387.5 |
|
1.618 |
2,336.1 |
|
1.000 |
2,304.3 |
|
0.618 |
2,284.7 |
|
HIGH |
2,252.9 |
|
0.618 |
2,233.3 |
|
0.500 |
2,227.2 |
|
0.382 |
2,221.1 |
|
LOW |
2,201.5 |
|
0.618 |
2,169.7 |
|
1.000 |
2,150.1 |
|
1.618 |
2,118.3 |
|
2.618 |
2,066.9 |
|
4.250 |
1,983.1 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.2 |
2,234.8 |
| PP |
2,224.1 |
2,229.2 |
| S1 |
2,221.0 |
2,223.5 |
|