| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,248.4 |
2,216.0 |
-32.4 |
-1.4% |
2,256.4 |
| High |
2,252.9 |
2,226.5 |
-26.4 |
-1.2% |
2,268.1 |
| Low |
2,201.5 |
2,197.1 |
-4.4 |
-0.2% |
2,216.7 |
| Close |
2,217.9 |
2,214.9 |
-3.0 |
-0.1% |
2,244.3 |
| Range |
51.4 |
29.4 |
-22.0 |
-42.8% |
51.4 |
| ATR |
43.6 |
42.6 |
-1.0 |
-2.3% |
0.0 |
| Volume |
184,990 |
122,401 |
-62,589 |
-33.8% |
706,820 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.0 |
2,287.4 |
2,231.1 |
|
| R3 |
2,271.6 |
2,258.0 |
2,223.0 |
|
| R2 |
2,242.2 |
2,242.2 |
2,220.3 |
|
| R1 |
2,228.6 |
2,228.6 |
2,217.6 |
2,220.7 |
| PP |
2,212.8 |
2,212.8 |
2,212.8 |
2,208.9 |
| S1 |
2,199.2 |
2,199.2 |
2,212.2 |
2,191.3 |
| S2 |
2,183.4 |
2,183.4 |
2,209.5 |
|
| S3 |
2,154.0 |
2,169.8 |
2,206.8 |
|
| S4 |
2,124.6 |
2,140.4 |
2,198.7 |
|
|
| 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 |
2,197.1 |
71.0 |
3.2% |
38.3 |
1.7% |
25% |
False |
True |
154,426 |
| 10 |
2,305.0 |
2,197.1 |
107.9 |
4.9% |
38.4 |
1.7% |
16% |
False |
True |
164,365 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.3% |
42.3 |
1.9% |
60% |
False |
False |
139,001 |
| 40 |
2,305.0 |
2,045.4 |
259.6 |
11.7% |
43.9 |
2.0% |
65% |
False |
False |
69,920 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
50.1 |
2.3% |
61% |
False |
False |
46,798 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
42.8 |
1.9% |
61% |
False |
False |
35,115 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
34.3 |
1.5% |
61% |
False |
False |
28,092 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.7% |
28.6 |
1.3% |
63% |
False |
False |
23,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,351.5 |
|
2.618 |
2,303.5 |
|
1.618 |
2,274.1 |
|
1.000 |
2,255.9 |
|
0.618 |
2,244.7 |
|
HIGH |
2,226.5 |
|
0.618 |
2,215.3 |
|
0.500 |
2,211.8 |
|
0.382 |
2,208.3 |
|
LOW |
2,197.1 |
|
0.618 |
2,178.9 |
|
1.000 |
2,167.7 |
|
1.618 |
2,149.5 |
|
2.618 |
2,120.1 |
|
4.250 |
2,072.2 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,213.9 |
2,227.0 |
| PP |
2,212.8 |
2,223.0 |
| S1 |
2,211.8 |
2,218.9 |
|