| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,692.9 |
2,685.3 |
-7.6 |
-0.3% |
2,702.0 |
| High |
2,702.2 |
2,695.2 |
-7.0 |
-0.3% |
2,716.7 |
| Low |
2,680.5 |
2,646.4 |
-34.1 |
-1.3% |
2,668.8 |
| Close |
2,689.1 |
2,658.2 |
-30.9 |
-1.1% |
2,690.7 |
| Range |
21.7 |
48.8 |
27.1 |
124.9% |
47.9 |
| ATR |
32.2 |
33.4 |
1.2 |
3.7% |
0.0 |
| Volume |
7,016 |
14,011 |
6,995 |
99.7% |
37,340 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.0 |
2,784.4 |
2,685.0 |
|
| R3 |
2,764.2 |
2,735.6 |
2,671.6 |
|
| R2 |
2,715.4 |
2,715.4 |
2,667.1 |
|
| R1 |
2,686.8 |
2,686.8 |
2,662.7 |
2,676.7 |
| PP |
2,666.6 |
2,666.6 |
2,666.6 |
2,661.6 |
| S1 |
2,638.0 |
2,638.0 |
2,653.7 |
2,627.9 |
| S2 |
2,617.8 |
2,617.8 |
2,649.3 |
|
| S3 |
2,569.0 |
2,589.2 |
2,644.8 |
|
| S4 |
2,520.2 |
2,540.4 |
2,631.4 |
|
|
| 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 |
2,713.1 |
2,646.4 |
66.7 |
2.5% |
31.0 |
1.2% |
18% |
False |
True |
8,901 |
| 10 |
2,730.0 |
2,646.4 |
83.6 |
3.1% |
31.7 |
1.2% |
14% |
False |
True |
7,363 |
| 20 |
2,730.0 |
2,550.8 |
179.2 |
6.7% |
33.2 |
1.2% |
60% |
False |
False |
6,292 |
| 40 |
2,730.0 |
2,492.0 |
238.0 |
9.0% |
32.1 |
1.2% |
70% |
False |
False |
4,324 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.6% |
34.5 |
1.3% |
77% |
False |
False |
3,610 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.4% |
33.2 |
1.3% |
80% |
False |
False |
3,136 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.4% |
33.6 |
1.3% |
80% |
False |
False |
2,608 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.4% |
33.0 |
1.2% |
80% |
False |
False |
2,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902.6 |
|
2.618 |
2,823.0 |
|
1.618 |
2,774.2 |
|
1.000 |
2,744.0 |
|
0.618 |
2,725.4 |
|
HIGH |
2,695.2 |
|
0.618 |
2,676.6 |
|
0.500 |
2,670.8 |
|
0.382 |
2,665.0 |
|
LOW |
2,646.4 |
|
0.618 |
2,616.2 |
|
1.000 |
2,597.6 |
|
1.618 |
2,567.4 |
|
2.618 |
2,518.6 |
|
4.250 |
2,439.0 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,670.8 |
2,679.8 |
| PP |
2,666.6 |
2,672.6 |
| S1 |
2,662.4 |
2,665.4 |
|