| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,703.4 |
2,698.6 |
-4.8 |
-0.2% |
2,702.0 |
| High |
2,705.0 |
2,713.1 |
8.1 |
0.3% |
2,716.7 |
| Low |
2,680.2 |
2,675.1 |
-5.1 |
-0.2% |
2,668.8 |
| Close |
2,701.6 |
2,690.7 |
-10.9 |
-0.4% |
2,690.7 |
| Range |
24.8 |
38.0 |
13.2 |
53.2% |
47.9 |
| ATR |
32.7 |
33.0 |
0.4 |
1.2% |
0.0 |
| Volume |
3,957 |
16,417 |
12,460 |
314.9% |
37,340 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.0 |
2,786.8 |
2,711.6 |
|
| R3 |
2,769.0 |
2,748.8 |
2,701.2 |
|
| R2 |
2,731.0 |
2,731.0 |
2,697.7 |
|
| R1 |
2,710.8 |
2,710.8 |
2,694.2 |
2,701.9 |
| PP |
2,693.0 |
2,693.0 |
2,693.0 |
2,688.5 |
| S1 |
2,672.8 |
2,672.8 |
2,687.2 |
2,663.9 |
| S2 |
2,655.0 |
2,655.0 |
2,683.7 |
|
| S3 |
2,617.0 |
2,634.8 |
2,680.3 |
|
| S4 |
2,579.0 |
2,596.8 |
2,669.8 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.8 |
2,811.1 |
2,717.0 |
|
| R3 |
2,787.9 |
2,763.2 |
2,703.9 |
|
| R2 |
2,740.0 |
2,740.0 |
2,699.5 |
|
| R1 |
2,715.3 |
2,715.3 |
2,695.1 |
2,703.7 |
| PP |
2,692.1 |
2,692.1 |
2,692.1 |
2,686.3 |
| S1 |
2,667.4 |
2,667.4 |
2,686.3 |
2,655.8 |
| S2 |
2,644.2 |
2,644.2 |
2,681.9 |
|
| S3 |
2,596.3 |
2,619.5 |
2,677.5 |
|
| S4 |
2,548.4 |
2,571.6 |
2,664.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,716.7 |
2,668.8 |
47.9 |
1.8% |
32.9 |
1.2% |
46% |
False |
False |
7,468 |
| 10 |
2,730.0 |
2,660.6 |
69.4 |
2.6% |
30.7 |
1.1% |
43% |
False |
False |
6,472 |
| 20 |
2,730.0 |
2,537.4 |
192.6 |
7.2% |
31.6 |
1.2% |
80% |
False |
False |
5,528 |
| 40 |
2,730.0 |
2,479.1 |
250.9 |
9.3% |
32.0 |
1.2% |
84% |
False |
False |
3,958 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.5% |
34.4 |
1.3% |
87% |
False |
False |
3,341 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.1 |
1.2% |
89% |
False |
False |
2,887 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.4 |
1.2% |
89% |
False |
False |
2,405 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
32.8 |
1.2% |
89% |
False |
False |
2,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,874.6 |
|
2.618 |
2,812.6 |
|
1.618 |
2,774.6 |
|
1.000 |
2,751.1 |
|
0.618 |
2,736.6 |
|
HIGH |
2,713.1 |
|
0.618 |
2,698.6 |
|
0.500 |
2,694.1 |
|
0.382 |
2,689.6 |
|
LOW |
2,675.1 |
|
0.618 |
2,651.6 |
|
1.000 |
2,637.1 |
|
1.618 |
2,613.6 |
|
2.618 |
2,575.6 |
|
4.250 |
2,513.6 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.1 |
2,694.1 |
| PP |
2,693.0 |
2,693.0 |
| S1 |
2,691.8 |
2,691.8 |
|