| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,213.9 |
2,213.7 |
-0.2 |
0.0% |
2,241.8 |
| High |
2,221.4 |
2,233.9 |
12.5 |
0.6% |
2,256.9 |
| Low |
2,201.5 |
2,200.7 |
-0.8 |
0.0% |
2,188.2 |
| Close |
2,213.7 |
2,218.3 |
4.6 |
0.2% |
2,230.5 |
| Range |
19.9 |
33.2 |
13.3 |
66.8% |
68.7 |
| ATR |
40.5 |
40.0 |
-0.5 |
-1.3% |
0.0 |
| Volume |
121,535 |
134,271 |
12,736 |
10.5% |
797,274 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,317.2 |
2,301.0 |
2,236.6 |
|
| R3 |
2,284.0 |
2,267.8 |
2,227.4 |
|
| R2 |
2,250.8 |
2,250.8 |
2,224.4 |
|
| R1 |
2,234.6 |
2,234.6 |
2,221.3 |
2,242.7 |
| PP |
2,217.6 |
2,217.6 |
2,217.6 |
2,221.7 |
| S1 |
2,201.4 |
2,201.4 |
2,215.3 |
2,209.5 |
| S2 |
2,184.4 |
2,184.4 |
2,212.2 |
|
| S3 |
2,151.2 |
2,168.2 |
2,209.2 |
|
| S4 |
2,118.0 |
2,135.0 |
2,200.0 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.3 |
2,399.6 |
2,268.3 |
|
| R3 |
2,362.6 |
2,330.9 |
2,249.4 |
|
| R2 |
2,293.9 |
2,293.9 |
2,243.1 |
|
| R1 |
2,262.2 |
2,262.2 |
2,236.8 |
2,243.7 |
| PP |
2,225.2 |
2,225.2 |
2,225.2 |
2,216.0 |
| S1 |
2,193.5 |
2,193.5 |
2,224.2 |
2,175.0 |
| S2 |
2,156.5 |
2,156.5 |
2,217.9 |
|
| S3 |
2,087.8 |
2,124.8 |
2,211.6 |
|
| S4 |
2,019.1 |
2,056.1 |
2,192.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,240.9 |
2,188.2 |
52.7 |
2.4% |
34.4 |
1.6% |
57% |
False |
False |
140,834 |
| 10 |
2,268.1 |
2,188.2 |
79.9 |
3.6% |
36.4 |
1.6% |
38% |
False |
False |
147,630 |
| 20 |
2,305.0 |
2,120.5 |
184.5 |
8.3% |
40.0 |
1.8% |
53% |
False |
False |
173,180 |
| 40 |
2,305.0 |
2,077.7 |
227.3 |
10.2% |
41.6 |
1.9% |
62% |
False |
False |
87,458 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
48.5 |
2.2% |
62% |
False |
False |
58,509 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
44.6 |
2.0% |
62% |
False |
False |
43,917 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
15.0% |
36.0 |
1.6% |
62% |
False |
False |
35,133 |
| 120 |
2,343.7 |
1,999.9 |
343.8 |
15.5% |
30.0 |
1.4% |
64% |
False |
False |
29,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,375.0 |
|
2.618 |
2,320.8 |
|
1.618 |
2,287.6 |
|
1.000 |
2,267.1 |
|
0.618 |
2,254.4 |
|
HIGH |
2,233.9 |
|
0.618 |
2,221.2 |
|
0.500 |
2,217.3 |
|
0.382 |
2,213.4 |
|
LOW |
2,200.7 |
|
0.618 |
2,180.2 |
|
1.000 |
2,167.5 |
|
1.618 |
2,147.0 |
|
2.618 |
2,113.8 |
|
4.250 |
2,059.6 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,218.0 |
2,217.8 |
| PP |
2,217.6 |
2,217.2 |
| S1 |
2,217.3 |
2,216.7 |
|