| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,709.0 |
2,705.3 |
-3.7 |
-0.1% |
2,722.4 |
| High |
2,721.1 |
2,714.9 |
-6.2 |
-0.2% |
2,735.0 |
| Low |
2,700.3 |
2,667.2 |
-33.1 |
-1.2% |
2,687.7 |
| Close |
2,708.9 |
2,677.7 |
-31.2 |
-1.2% |
2,710.2 |
| Range |
20.8 |
47.7 |
26.9 |
129.3% |
47.3 |
| ATR |
31.1 |
32.3 |
1.2 |
3.8% |
0.0 |
| Volume |
2,490 |
4,754 |
2,264 |
90.9% |
8,678 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.7 |
2,801.4 |
2,703.9 |
|
| R3 |
2,782.0 |
2,753.7 |
2,690.8 |
|
| R2 |
2,734.3 |
2,734.3 |
2,686.4 |
|
| R1 |
2,706.0 |
2,706.0 |
2,682.1 |
2,696.3 |
| PP |
2,686.6 |
2,686.6 |
2,686.6 |
2,681.8 |
| S1 |
2,658.3 |
2,658.3 |
2,673.3 |
2,648.6 |
| S2 |
2,638.9 |
2,638.9 |
2,669.0 |
|
| S3 |
2,591.2 |
2,610.6 |
2,664.6 |
|
| S4 |
2,543.5 |
2,562.9 |
2,651.5 |
|
|
| 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 |
2,731.9 |
2,667.2 |
64.7 |
2.4% |
30.3 |
1.1% |
16% |
False |
True |
2,596 |
| 10 |
2,746.2 |
2,667.2 |
79.0 |
3.0% |
30.6 |
1.1% |
13% |
False |
True |
1,817 |
| 20 |
2,746.2 |
2,570.0 |
176.2 |
6.6% |
32.0 |
1.2% |
61% |
False |
False |
1,593 |
| 40 |
2,746.2 |
2,511.1 |
235.1 |
8.8% |
30.7 |
1.1% |
71% |
False |
False |
1,325 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.4% |
33.6 |
1.3% |
78% |
False |
False |
1,177 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.2% |
32.4 |
1.2% |
81% |
False |
False |
1,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,917.6 |
|
2.618 |
2,839.8 |
|
1.618 |
2,792.1 |
|
1.000 |
2,762.6 |
|
0.618 |
2,744.4 |
|
HIGH |
2,714.9 |
|
0.618 |
2,696.7 |
|
0.500 |
2,691.1 |
|
0.382 |
2,685.4 |
|
LOW |
2,667.2 |
|
0.618 |
2,637.7 |
|
1.000 |
2,619.5 |
|
1.618 |
2,590.0 |
|
2.618 |
2,542.3 |
|
4.250 |
2,464.5 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,691.1 |
2,699.6 |
| PP |
2,686.6 |
2,692.3 |
| S1 |
2,682.2 |
2,685.0 |
|