| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,720.0 |
2,719.0 |
-1.0 |
0.0% |
2,722.4 |
| High |
2,723.6 |
2,731.9 |
8.3 |
0.3% |
2,735.0 |
| Low |
2,699.5 |
2,694.7 |
-4.8 |
-0.2% |
2,687.7 |
| Close |
2,720.3 |
2,710.2 |
-10.1 |
-0.4% |
2,710.2 |
| Range |
24.1 |
37.2 |
13.1 |
54.4% |
47.3 |
| ATR |
31.5 |
31.9 |
0.4 |
1.3% |
0.0 |
| Volume |
1,150 |
3,456 |
2,306 |
200.5% |
8,678 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.9 |
2,804.2 |
2,730.7 |
|
| R3 |
2,786.7 |
2,767.0 |
2,720.4 |
|
| R2 |
2,749.5 |
2,749.5 |
2,717.0 |
|
| R1 |
2,729.8 |
2,729.8 |
2,713.6 |
2,721.1 |
| PP |
2,712.3 |
2,712.3 |
2,712.3 |
2,707.9 |
| S1 |
2,692.6 |
2,692.6 |
2,706.8 |
2,683.9 |
| S2 |
2,675.1 |
2,675.1 |
2,703.4 |
|
| S3 |
2,637.9 |
2,655.4 |
2,700.0 |
|
| S4 |
2,600.7 |
2,618.2 |
2,689.7 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.9 |
2,828.8 |
2,736.2 |
|
| R3 |
2,805.6 |
2,781.5 |
2,723.2 |
|
| R2 |
2,758.3 |
2,758.3 |
2,718.9 |
|
| R1 |
2,734.2 |
2,734.2 |
2,714.5 |
2,722.6 |
| PP |
2,711.0 |
2,711.0 |
2,711.0 |
2,705.2 |
| S1 |
2,686.9 |
2,686.9 |
2,705.9 |
2,675.3 |
| S2 |
2,663.7 |
2,663.7 |
2,701.5 |
|
| S3 |
2,616.4 |
2,639.6 |
2,697.2 |
|
| S4 |
2,569.1 |
2,592.3 |
2,684.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.0 |
2,687.7 |
47.3 |
1.7% |
31.9 |
1.2% |
48% |
False |
False |
1,735 |
| 10 |
2,746.2 |
2,679.6 |
66.6 |
2.5% |
29.6 |
1.1% |
46% |
False |
False |
1,331 |
| 20 |
2,746.2 |
2,554.4 |
191.8 |
7.1% |
30.4 |
1.1% |
81% |
False |
False |
1,349 |
| 40 |
2,746.2 |
2,497.2 |
249.0 |
9.2% |
30.6 |
1.1% |
86% |
False |
False |
1,222 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.3% |
33.4 |
1.2% |
88% |
False |
False |
1,085 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.1% |
32.2 |
1.2% |
90% |
False |
False |
973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.0 |
|
2.618 |
2,829.3 |
|
1.618 |
2,792.1 |
|
1.000 |
2,769.1 |
|
0.618 |
2,754.9 |
|
HIGH |
2,731.9 |
|
0.618 |
2,717.7 |
|
0.500 |
2,713.3 |
|
0.382 |
2,708.9 |
|
LOW |
2,694.7 |
|
0.618 |
2,671.7 |
|
1.000 |
2,657.5 |
|
1.618 |
2,634.5 |
|
2.618 |
2,597.3 |
|
4.250 |
2,536.6 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.3 |
2,713.3 |
| PP |
2,712.3 |
2,712.3 |
| S1 |
2,711.2 |
2,711.2 |
|