| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,719.0 |
2,709.0 |
-10.0 |
-0.4% |
2,722.4 |
| High |
2,731.9 |
2,721.1 |
-10.8 |
-0.4% |
2,735.0 |
| Low |
2,694.7 |
2,700.3 |
5.6 |
0.2% |
2,687.7 |
| Close |
2,710.2 |
2,708.9 |
-1.3 |
0.0% |
2,710.2 |
| Range |
37.2 |
20.8 |
-16.4 |
-44.1% |
47.3 |
| ATR |
31.9 |
31.1 |
-0.8 |
-2.5% |
0.0 |
| Volume |
3,456 |
2,490 |
-966 |
-28.0% |
8,678 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.5 |
2,761.5 |
2,720.3 |
|
| R3 |
2,751.7 |
2,740.7 |
2,714.6 |
|
| R2 |
2,730.9 |
2,730.9 |
2,712.7 |
|
| R1 |
2,719.9 |
2,719.9 |
2,710.8 |
2,715.0 |
| PP |
2,710.1 |
2,710.1 |
2,710.1 |
2,707.7 |
| S1 |
2,699.1 |
2,699.1 |
2,707.0 |
2,694.2 |
| S2 |
2,689.3 |
2,689.3 |
2,705.1 |
|
| S3 |
2,668.5 |
2,678.3 |
2,703.2 |
|
| S4 |
2,647.7 |
2,657.5 |
2,697.5 |
|
|
| 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 |
2,694.7 |
40.3 |
1.5% |
28.6 |
1.1% |
35% |
False |
False |
2,016 |
| 10 |
2,746.2 |
2,687.7 |
58.5 |
2.2% |
29.9 |
1.1% |
36% |
False |
False |
1,534 |
| 20 |
2,746.2 |
2,568.5 |
177.7 |
6.6% |
30.4 |
1.1% |
79% |
False |
False |
1,422 |
| 40 |
2,746.2 |
2,505.0 |
241.2 |
8.9% |
30.7 |
1.1% |
85% |
False |
False |
1,246 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.3% |
33.5 |
1.2% |
88% |
False |
False |
1,108 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.1% |
32.2 |
1.2% |
89% |
False |
False |
1,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,809.5 |
|
2.618 |
2,775.6 |
|
1.618 |
2,754.8 |
|
1.000 |
2,741.9 |
|
0.618 |
2,734.0 |
|
HIGH |
2,721.1 |
|
0.618 |
2,713.2 |
|
0.500 |
2,710.7 |
|
0.382 |
2,708.2 |
|
LOW |
2,700.3 |
|
0.618 |
2,687.4 |
|
1.000 |
2,679.5 |
|
1.618 |
2,666.6 |
|
2.618 |
2,645.8 |
|
4.250 |
2,611.9 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.7 |
2,713.3 |
| PP |
2,710.1 |
2,711.8 |
| S1 |
2,709.5 |
2,710.4 |
|