| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,663.6 |
2,648.6 |
-15.0 |
-0.6% |
2,702.0 |
| High |
2,665.2 |
2,672.0 |
6.8 |
0.3% |
2,716.7 |
| Low |
2,646.7 |
2,642.5 |
-4.2 |
-0.2% |
2,668.8 |
| Close |
2,648.8 |
2,662.6 |
13.8 |
0.5% |
2,690.7 |
| Range |
18.5 |
29.5 |
11.0 |
59.5% |
47.9 |
| ATR |
32.3 |
32.1 |
-0.2 |
-0.6% |
0.0 |
| Volume |
7,354 |
25,888 |
18,534 |
252.0% |
37,340 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,747.5 |
2,734.6 |
2,678.8 |
|
| R3 |
2,718.0 |
2,705.1 |
2,670.7 |
|
| R2 |
2,688.5 |
2,688.5 |
2,668.0 |
|
| R1 |
2,675.6 |
2,675.6 |
2,665.3 |
2,682.1 |
| PP |
2,659.0 |
2,659.0 |
2,659.0 |
2,662.3 |
| S1 |
2,646.1 |
2,646.1 |
2,659.9 |
2,652.6 |
| S2 |
2,629.5 |
2,629.5 |
2,657.2 |
|
| S3 |
2,600.0 |
2,616.6 |
2,654.5 |
|
| S4 |
2,570.5 |
2,587.1 |
2,646.4 |
|
|
| 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 |
2,642.5 |
70.6 |
2.7% |
31.3 |
1.2% |
28% |
False |
True |
14,137 |
| 10 |
2,718.5 |
2,642.5 |
76.0 |
2.9% |
31.4 |
1.2% |
26% |
False |
True |
9,779 |
| 20 |
2,730.0 |
2,595.0 |
135.0 |
5.1% |
31.7 |
1.2% |
50% |
False |
False |
7,491 |
| 40 |
2,730.0 |
2,492.0 |
238.0 |
8.9% |
31.8 |
1.2% |
72% |
False |
False |
5,020 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.6% |
33.9 |
1.3% |
78% |
False |
False |
4,115 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.4% |
33.2 |
1.2% |
81% |
False |
False |
3,535 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.4% |
33.4 |
1.3% |
81% |
False |
False |
2,934 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.4% |
32.9 |
1.2% |
81% |
False |
False |
2,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,797.4 |
|
2.618 |
2,749.2 |
|
1.618 |
2,719.7 |
|
1.000 |
2,701.5 |
|
0.618 |
2,690.2 |
|
HIGH |
2,672.0 |
|
0.618 |
2,660.7 |
|
0.500 |
2,657.3 |
|
0.382 |
2,653.8 |
|
LOW |
2,642.5 |
|
0.618 |
2,624.3 |
|
1.000 |
2,613.0 |
|
1.618 |
2,594.8 |
|
2.618 |
2,565.3 |
|
4.250 |
2,517.1 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,660.8 |
2,668.9 |
| PP |
2,659.0 |
2,666.8 |
| S1 |
2,657.3 |
2,664.7 |
|