| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,722.4 |
2,697.3 |
-25.1 |
-0.9% |
2,681.9 |
| High |
2,725.2 |
2,735.0 |
9.8 |
0.4% |
2,746.2 |
| Low |
2,687.7 |
2,695.8 |
8.1 |
0.3% |
2,679.6 |
| Close |
2,699.2 |
2,730.8 |
31.6 |
1.2% |
2,707.6 |
| Range |
37.5 |
39.2 |
1.7 |
4.5% |
66.6 |
| ATR |
31.9 |
32.5 |
0.5 |
1.6% |
0.0 |
| Volume |
1,087 |
1,852 |
765 |
70.4% |
4,635 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.1 |
2,823.7 |
2,752.4 |
|
| R3 |
2,798.9 |
2,784.5 |
2,741.6 |
|
| R2 |
2,759.7 |
2,759.7 |
2,738.0 |
|
| R1 |
2,745.3 |
2,745.3 |
2,734.4 |
2,752.5 |
| PP |
2,720.5 |
2,720.5 |
2,720.5 |
2,724.2 |
| S1 |
2,706.1 |
2,706.1 |
2,727.2 |
2,713.3 |
| S2 |
2,681.3 |
2,681.3 |
2,723.6 |
|
| S3 |
2,642.1 |
2,666.9 |
2,720.0 |
|
| S4 |
2,602.9 |
2,627.7 |
2,709.2 |
|
|
| 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 |
2.1% |
31.0 |
1.1% |
74% |
False |
False |
1,038 |
| 10 |
2,746.2 |
2,613.2 |
133.0 |
4.9% |
35.1 |
1.3% |
88% |
False |
False |
1,068 |
| 20 |
2,746.2 |
2,543.4 |
202.8 |
7.4% |
31.0 |
1.1% |
92% |
False |
False |
1,178 |
| 40 |
2,746.2 |
2,458.2 |
288.0 |
10.5% |
31.2 |
1.1% |
95% |
False |
False |
1,187 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.2% |
33.5 |
1.2% |
95% |
False |
False |
1,065 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.0% |
32.9 |
1.2% |
96% |
False |
False |
911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,901.6 |
|
2.618 |
2,837.6 |
|
1.618 |
2,798.4 |
|
1.000 |
2,774.2 |
|
0.618 |
2,759.2 |
|
HIGH |
2,735.0 |
|
0.618 |
2,720.0 |
|
0.500 |
2,715.4 |
|
0.382 |
2,710.8 |
|
LOW |
2,695.8 |
|
0.618 |
2,671.6 |
|
1.000 |
2,656.6 |
|
1.618 |
2,632.4 |
|
2.618 |
2,593.2 |
|
4.250 |
2,529.2 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,725.7 |
2,724.6 |
| PP |
2,720.5 |
2,718.4 |
| S1 |
2,715.4 |
2,712.3 |
|