| 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 |
2,706.2 |
2,703.4 |
-2.8 |
-0.1% |
2,667.7 |
| High |
2,706.6 |
2,705.0 |
-1.6 |
-0.1% |
2,730.0 |
| Low |
2,684.7 |
2,680.2 |
-4.5 |
-0.2% |
2,660.6 |
| Close |
2,692.0 |
2,701.6 |
9.6 |
0.4% |
2,689.9 |
| Range |
21.9 |
24.8 |
2.9 |
13.2% |
69.4 |
| ATR |
33.3 |
32.7 |
-0.6 |
-1.8% |
0.0 |
| Volume |
3,107 |
3,957 |
850 |
27.4% |
27,380 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,770.0 |
2,760.6 |
2,715.2 |
|
| R3 |
2,745.2 |
2,735.8 |
2,708.4 |
|
| R2 |
2,720.4 |
2,720.4 |
2,706.1 |
|
| R1 |
2,711.0 |
2,711.0 |
2,703.9 |
2,703.3 |
| PP |
2,695.6 |
2,695.6 |
2,695.6 |
2,691.8 |
| S1 |
2,686.2 |
2,686.2 |
2,699.3 |
2,678.5 |
| S2 |
2,670.8 |
2,670.8 |
2,697.1 |
|
| S3 |
2,646.0 |
2,661.4 |
2,694.8 |
|
| S4 |
2,621.2 |
2,636.6 |
2,688.0 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.7 |
2,865.2 |
2,728.1 |
|
| R3 |
2,832.3 |
2,795.8 |
2,709.0 |
|
| R2 |
2,762.9 |
2,762.9 |
2,702.6 |
|
| R1 |
2,726.4 |
2,726.4 |
2,696.3 |
2,744.7 |
| PP |
2,693.5 |
2,693.5 |
2,693.5 |
2,702.6 |
| S1 |
2,657.0 |
2,657.0 |
2,683.5 |
2,675.3 |
| S2 |
2,624.1 |
2,624.1 |
2,677.2 |
|
| S3 |
2,554.7 |
2,587.6 |
2,670.8 |
|
| S4 |
2,485.3 |
2,518.2 |
2,651.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,718.5 |
2,668.8 |
49.7 |
1.8% |
31.5 |
1.2% |
66% |
False |
False |
5,421 |
| 10 |
2,730.0 |
2,631.0 |
99.0 |
3.7% |
31.1 |
1.2% |
71% |
False |
False |
5,520 |
| 20 |
2,730.0 |
2,536.1 |
193.9 |
7.2% |
31.9 |
1.2% |
85% |
False |
False |
4,853 |
| 40 |
2,730.0 |
2,442.3 |
287.7 |
10.6% |
32.2 |
1.2% |
90% |
False |
False |
3,638 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.4% |
34.6 |
1.3% |
91% |
False |
False |
3,162 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
32.9 |
1.2% |
92% |
False |
False |
2,689 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.4 |
1.2% |
92% |
False |
False |
2,250 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.0 |
1.2% |
92% |
False |
False |
1,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,810.4 |
|
2.618 |
2,769.9 |
|
1.618 |
2,745.1 |
|
1.000 |
2,729.8 |
|
0.618 |
2,720.3 |
|
HIGH |
2,705.0 |
|
0.618 |
2,695.5 |
|
0.500 |
2,692.6 |
|
0.382 |
2,689.7 |
|
LOW |
2,680.2 |
|
0.618 |
2,664.9 |
|
1.000 |
2,655.4 |
|
1.618 |
2,640.1 |
|
2.618 |
2,615.3 |
|
4.250 |
2,574.8 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.6 |
2,700.0 |
| PP |
2,695.6 |
2,698.4 |
| S1 |
2,692.6 |
2,696.9 |
|