| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,697.3 |
2,724.0 |
26.7 |
1.0% |
2,681.9 |
| High |
2,735.0 |
2,725.3 |
-9.7 |
-0.4% |
2,746.2 |
| Low |
2,695.8 |
2,703.6 |
7.8 |
0.3% |
2,679.6 |
| Close |
2,730.8 |
2,710.4 |
-20.4 |
-0.7% |
2,707.6 |
| Range |
39.2 |
21.7 |
-17.5 |
-44.6% |
66.6 |
| ATR |
32.5 |
32.1 |
-0.4 |
-1.2% |
0.0 |
| Volume |
1,852 |
1,133 |
-719 |
-38.8% |
4,635 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.2 |
2,766.0 |
2,722.3 |
|
| R3 |
2,756.5 |
2,744.3 |
2,716.4 |
|
| R2 |
2,734.8 |
2,734.8 |
2,714.4 |
|
| R1 |
2,722.6 |
2,722.6 |
2,712.4 |
2,717.9 |
| PP |
2,713.1 |
2,713.1 |
2,713.1 |
2,710.7 |
| S1 |
2,700.9 |
2,700.9 |
2,708.4 |
2,696.2 |
| S2 |
2,691.4 |
2,691.4 |
2,706.4 |
|
| S3 |
2,669.7 |
2,679.2 |
2,704.4 |
|
| S4 |
2,648.0 |
2,657.5 |
2,698.5 |
|
|
| 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% |
31.6 |
1.2% |
39% |
False |
False |
1,144 |
| 10 |
2,746.2 |
2,614.4 |
131.8 |
4.9% |
31.9 |
1.2% |
73% |
False |
False |
1,043 |
| 20 |
2,746.2 |
2,554.4 |
191.8 |
7.1% |
30.8 |
1.1% |
81% |
False |
False |
1,194 |
| 40 |
2,746.2 |
2,458.2 |
288.0 |
10.6% |
30.9 |
1.1% |
88% |
False |
False |
1,191 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.3% |
33.6 |
1.2% |
88% |
False |
False |
1,054 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.1% |
32.0 |
1.2% |
90% |
False |
False |
922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.5 |
|
2.618 |
2,782.1 |
|
1.618 |
2,760.4 |
|
1.000 |
2,747.0 |
|
0.618 |
2,738.7 |
|
HIGH |
2,725.3 |
|
0.618 |
2,717.0 |
|
0.500 |
2,714.5 |
|
0.382 |
2,711.9 |
|
LOW |
2,703.6 |
|
0.618 |
2,690.2 |
|
1.000 |
2,681.9 |
|
1.618 |
2,668.5 |
|
2.618 |
2,646.8 |
|
4.250 |
2,611.4 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,714.5 |
2,711.4 |
| PP |
2,713.1 |
2,711.0 |
| S1 |
2,711.8 |
2,710.7 |
|