| 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 |
2,685.3 |
2,663.6 |
-21.7 |
-0.8% |
2,702.0 |
| High |
2,695.2 |
2,665.2 |
-30.0 |
-1.1% |
2,716.7 |
| Low |
2,646.4 |
2,646.7 |
0.3 |
0.0% |
2,668.8 |
| Close |
2,658.2 |
2,648.8 |
-9.4 |
-0.4% |
2,690.7 |
| Range |
48.8 |
18.5 |
-30.3 |
-62.1% |
47.9 |
| ATR |
33.4 |
32.3 |
-1.1 |
-3.2% |
0.0 |
| Volume |
14,011 |
7,354 |
-6,657 |
-47.5% |
37,340 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,709.1 |
2,697.4 |
2,659.0 |
|
| R3 |
2,690.6 |
2,678.9 |
2,653.9 |
|
| R2 |
2,672.1 |
2,672.1 |
2,652.2 |
|
| R1 |
2,660.4 |
2,660.4 |
2,650.5 |
2,657.0 |
| PP |
2,653.6 |
2,653.6 |
2,653.6 |
2,651.9 |
| S1 |
2,641.9 |
2,641.9 |
2,647.1 |
2,638.5 |
| S2 |
2,635.1 |
2,635.1 |
2,645.4 |
|
| S3 |
2,616.6 |
2,623.4 |
2,643.7 |
|
| S4 |
2,598.1 |
2,604.9 |
2,638.6 |
|
|
| 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% |
30.4 |
1.1% |
4% |
False |
False |
9,751 |
| 10 |
2,730.0 |
2,646.4 |
83.6 |
3.2% |
31.5 |
1.2% |
3% |
False |
False |
7,739 |
| 20 |
2,730.0 |
2,561.0 |
169.0 |
6.4% |
32.7 |
1.2% |
52% |
False |
False |
6,440 |
| 40 |
2,730.0 |
2,492.0 |
238.0 |
9.0% |
32.1 |
1.2% |
66% |
False |
False |
4,408 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.7% |
34.0 |
1.3% |
74% |
False |
False |
3,700 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.5% |
33.1 |
1.2% |
77% |
False |
False |
3,220 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.5% |
33.6 |
1.3% |
77% |
False |
False |
2,679 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.5% |
32.9 |
1.2% |
77% |
False |
False |
2,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,743.8 |
|
2.618 |
2,713.6 |
|
1.618 |
2,695.1 |
|
1.000 |
2,683.7 |
|
0.618 |
2,676.6 |
|
HIGH |
2,665.2 |
|
0.618 |
2,658.1 |
|
0.500 |
2,656.0 |
|
0.382 |
2,653.8 |
|
LOW |
2,646.7 |
|
0.618 |
2,635.3 |
|
1.000 |
2,628.2 |
|
1.618 |
2,616.8 |
|
2.618 |
2,598.3 |
|
4.250 |
2,568.1 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,656.0 |
2,674.3 |
| PP |
2,653.6 |
2,665.8 |
| S1 |
2,651.2 |
2,657.3 |
|