| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,724.0 |
2,720.0 |
-4.0 |
-0.1% |
2,681.9 |
| High |
2,725.3 |
2,723.6 |
-1.7 |
-0.1% |
2,746.2 |
| Low |
2,703.6 |
2,699.5 |
-4.1 |
-0.2% |
2,679.6 |
| Close |
2,710.4 |
2,720.3 |
9.9 |
0.4% |
2,707.6 |
| Range |
21.7 |
24.1 |
2.4 |
11.1% |
66.6 |
| ATR |
32.1 |
31.5 |
-0.6 |
-1.8% |
0.0 |
| Volume |
1,133 |
1,150 |
17 |
1.5% |
4,635 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,786.8 |
2,777.6 |
2,733.6 |
|
| R3 |
2,762.7 |
2,753.5 |
2,726.9 |
|
| R2 |
2,738.6 |
2,738.6 |
2,724.7 |
|
| R1 |
2,729.4 |
2,729.4 |
2,722.5 |
2,734.0 |
| PP |
2,714.5 |
2,714.5 |
2,714.5 |
2,716.8 |
| S1 |
2,705.3 |
2,705.3 |
2,718.1 |
2,709.9 |
| S2 |
2,690.4 |
2,690.4 |
2,715.9 |
|
| S3 |
2,666.3 |
2,681.2 |
2,713.7 |
|
| S4 |
2,642.2 |
2,657.1 |
2,707.0 |
|
|
| 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 |
2,736.8 |
2,687.7 |
49.1 |
1.8% |
30.8 |
1.1% |
66% |
False |
False |
1,236 |
| 10 |
2,746.2 |
2,648.4 |
97.8 |
3.6% |
30.1 |
1.1% |
74% |
False |
False |
1,097 |
| 20 |
2,746.2 |
2,554.4 |
191.8 |
7.1% |
30.7 |
1.1% |
86% |
False |
False |
1,219 |
| 40 |
2,746.2 |
2,461.2 |
285.0 |
10.5% |
30.8 |
1.1% |
91% |
False |
False |
1,180 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.2% |
33.6 |
1.2% |
92% |
False |
False |
1,058 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.0% |
32.0 |
1.2% |
93% |
False |
False |
935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,826.0 |
|
2.618 |
2,786.7 |
|
1.618 |
2,762.6 |
|
1.000 |
2,747.7 |
|
0.618 |
2,738.5 |
|
HIGH |
2,723.6 |
|
0.618 |
2,714.4 |
|
0.500 |
2,711.6 |
|
0.382 |
2,708.7 |
|
LOW |
2,699.5 |
|
0.618 |
2,684.6 |
|
1.000 |
2,675.4 |
|
1.618 |
2,660.5 |
|
2.618 |
2,636.4 |
|
4.250 |
2,597.1 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.4 |
2,718.7 |
| PP |
2,714.5 |
2,717.0 |
| S1 |
2,711.6 |
2,715.4 |
|