| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,698.6 |
2,692.9 |
-5.7 |
-0.2% |
2,702.0 |
| High |
2,713.1 |
2,702.2 |
-10.9 |
-0.4% |
2,716.7 |
| Low |
2,675.1 |
2,680.5 |
5.4 |
0.2% |
2,668.8 |
| Close |
2,690.7 |
2,689.1 |
-1.6 |
-0.1% |
2,690.7 |
| Range |
38.0 |
21.7 |
-16.3 |
-42.9% |
47.9 |
| ATR |
33.0 |
32.2 |
-0.8 |
-2.5% |
0.0 |
| Volume |
16,417 |
7,016 |
-9,401 |
-57.3% |
37,340 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.7 |
2,744.1 |
2,701.0 |
|
| R3 |
2,734.0 |
2,722.4 |
2,695.1 |
|
| R2 |
2,712.3 |
2,712.3 |
2,693.1 |
|
| R1 |
2,700.7 |
2,700.7 |
2,691.1 |
2,695.7 |
| PP |
2,690.6 |
2,690.6 |
2,690.6 |
2,688.1 |
| S1 |
2,679.0 |
2,679.0 |
2,687.1 |
2,674.0 |
| S2 |
2,668.9 |
2,668.9 |
2,685.1 |
|
| S3 |
2,647.2 |
2,657.3 |
2,683.1 |
|
| S4 |
2,625.5 |
2,635.6 |
2,677.2 |
|
|
| 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 |
2,675.1 |
41.6 |
1.5% |
29.2 |
1.1% |
34% |
False |
False |
7,710 |
| 10 |
2,730.0 |
2,668.8 |
61.2 |
2.3% |
30.8 |
1.1% |
33% |
False |
False |
6,633 |
| 20 |
2,730.0 |
2,550.8 |
179.2 |
6.7% |
31.7 |
1.2% |
77% |
False |
False |
5,789 |
| 40 |
2,730.0 |
2,486.4 |
243.6 |
9.1% |
32.1 |
1.2% |
83% |
False |
False |
4,060 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.5% |
34.3 |
1.3% |
87% |
False |
False |
3,410 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.0 |
1.2% |
89% |
False |
False |
2,969 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.5 |
1.2% |
89% |
False |
False |
2,473 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
32.7 |
1.2% |
89% |
False |
False |
2,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,794.4 |
|
2.618 |
2,759.0 |
|
1.618 |
2,737.3 |
|
1.000 |
2,723.9 |
|
0.618 |
2,715.6 |
|
HIGH |
2,702.2 |
|
0.618 |
2,693.9 |
|
0.500 |
2,691.4 |
|
0.382 |
2,688.8 |
|
LOW |
2,680.5 |
|
0.618 |
2,667.1 |
|
1.000 |
2,658.8 |
|
1.618 |
2,645.4 |
|
2.618 |
2,623.7 |
|
4.250 |
2,588.3 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,691.4 |
2,694.1 |
| PP |
2,690.6 |
2,692.4 |
| S1 |
2,689.9 |
2,690.8 |
|