| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,734.7 |
2,722.4 |
-12.3 |
-0.4% |
2,681.9 |
| High |
2,736.8 |
2,725.2 |
-11.6 |
-0.4% |
2,746.2 |
| Low |
2,705.5 |
2,687.7 |
-17.8 |
-0.7% |
2,679.6 |
| Close |
2,707.6 |
2,699.2 |
-8.4 |
-0.3% |
2,707.6 |
| Range |
31.3 |
37.5 |
6.2 |
19.8% |
66.6 |
| ATR |
31.5 |
31.9 |
0.4 |
1.4% |
0.0 |
| Volume |
958 |
1,087 |
129 |
13.5% |
4,635 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.5 |
2,795.4 |
2,719.8 |
|
| R3 |
2,779.0 |
2,757.9 |
2,709.5 |
|
| R2 |
2,741.5 |
2,741.5 |
2,706.1 |
|
| R1 |
2,720.4 |
2,720.4 |
2,702.6 |
2,712.2 |
| PP |
2,704.0 |
2,704.0 |
2,704.0 |
2,700.0 |
| S1 |
2,682.9 |
2,682.9 |
2,695.8 |
2,674.7 |
| S2 |
2,666.5 |
2,666.5 |
2,692.3 |
|
| S3 |
2,629.0 |
2,645.4 |
2,688.9 |
|
| S4 |
2,591.5 |
2,607.9 |
2,678.6 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.9 |
2,875.9 |
2,744.2 |
|
| R3 |
2,844.3 |
2,809.3 |
2,725.9 |
|
| R2 |
2,777.7 |
2,777.7 |
2,719.8 |
|
| R1 |
2,742.7 |
2,742.7 |
2,713.7 |
2,760.2 |
| PP |
2,711.1 |
2,711.1 |
2,711.1 |
2,719.9 |
| S1 |
2,676.1 |
2,676.1 |
2,701.5 |
2,693.6 |
| S2 |
2,644.5 |
2,644.5 |
2,695.4 |
|
| S3 |
2,577.9 |
2,609.5 |
2,689.3 |
|
| S4 |
2,511.3 |
2,542.9 |
2,671.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,746.2 |
2,687.7 |
58.5 |
2.2% |
31.1 |
1.2% |
20% |
False |
True |
1,051 |
| 10 |
2,746.2 |
2,613.2 |
133.0 |
4.9% |
33.6 |
1.2% |
65% |
False |
False |
1,019 |
| 20 |
2,746.2 |
2,543.4 |
202.8 |
7.5% |
30.8 |
1.1% |
77% |
False |
False |
1,124 |
| 40 |
2,746.2 |
2,440.4 |
305.8 |
11.3% |
32.7 |
1.2% |
85% |
False |
False |
1,180 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.3% |
33.4 |
1.2% |
85% |
False |
False |
1,060 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.1% |
32.7 |
1.2% |
87% |
False |
False |
892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,884.6 |
|
2.618 |
2,823.4 |
|
1.618 |
2,785.9 |
|
1.000 |
2,762.7 |
|
0.618 |
2,748.4 |
|
HIGH |
2,725.2 |
|
0.618 |
2,710.9 |
|
0.500 |
2,706.5 |
|
0.382 |
2,702.0 |
|
LOW |
2,687.7 |
|
0.618 |
2,664.5 |
|
1.000 |
2,650.2 |
|
1.618 |
2,627.0 |
|
2.618 |
2,589.5 |
|
4.250 |
2,528.3 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,706.5 |
2,717.0 |
| PP |
2,704.0 |
2,711.0 |
| S1 |
2,701.6 |
2,705.1 |
|