| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,216.0 |
2,218.2 |
2.2 |
0.1% |
2,256.4 |
| High |
2,226.5 |
2,220.1 |
-6.4 |
-0.3% |
2,268.1 |
| Low |
2,197.1 |
2,188.2 |
-8.9 |
-0.4% |
2,216.7 |
| Close |
2,214.9 |
2,199.0 |
-15.9 |
-0.7% |
2,244.3 |
| Range |
29.4 |
31.9 |
2.5 |
8.5% |
51.4 |
| ATR |
42.6 |
41.8 |
-0.8 |
-1.8% |
0.0 |
| Volume |
122,401 |
163,452 |
41,051 |
33.5% |
706,820 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,298.1 |
2,280.5 |
2,216.5 |
|
| R3 |
2,266.2 |
2,248.6 |
2,207.8 |
|
| R2 |
2,234.3 |
2,234.3 |
2,204.8 |
|
| R1 |
2,216.7 |
2,216.7 |
2,201.9 |
2,209.6 |
| PP |
2,202.4 |
2,202.4 |
2,202.4 |
2,198.9 |
| S1 |
2,184.8 |
2,184.8 |
2,196.1 |
2,177.7 |
| S2 |
2,170.5 |
2,170.5 |
2,193.2 |
|
| S3 |
2,138.6 |
2,152.9 |
2,190.2 |
|
| S4 |
2,106.7 |
2,121.0 |
2,181.5 |
|
|
| 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 |
2,188.2 |
79.9 |
3.6% |
37.8 |
1.7% |
14% |
False |
True |
158,059 |
| 10 |
2,277.9 |
2,188.2 |
89.7 |
4.1% |
34.5 |
1.6% |
12% |
False |
True |
155,370 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.3% |
42.2 |
1.9% |
53% |
False |
False |
147,117 |
| 40 |
2,305.0 |
2,045.4 |
259.6 |
11.8% |
42.8 |
1.9% |
59% |
False |
False |
73,982 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
50.3 |
2.3% |
57% |
False |
False |
49,521 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
43.2 |
2.0% |
57% |
False |
False |
37,158 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.1% |
34.6 |
1.6% |
57% |
False |
False |
29,726 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.8% |
28.8 |
1.3% |
58% |
False |
False |
24,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,355.7 |
|
2.618 |
2,303.6 |
|
1.618 |
2,271.7 |
|
1.000 |
2,252.0 |
|
0.618 |
2,239.8 |
|
HIGH |
2,220.1 |
|
0.618 |
2,207.9 |
|
0.500 |
2,204.2 |
|
0.382 |
2,200.4 |
|
LOW |
2,188.2 |
|
0.618 |
2,168.5 |
|
1.000 |
2,156.3 |
|
1.618 |
2,136.6 |
|
2.618 |
2,104.7 |
|
4.250 |
2,052.6 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,204.2 |
2,220.6 |
| PP |
2,202.4 |
2,213.4 |
| S1 |
2,200.7 |
2,206.2 |
|