| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,705.3 |
2,682.0 |
-23.3 |
-0.9% |
2,722.4 |
| High |
2,714.9 |
2,683.9 |
-31.0 |
-1.1% |
2,735.0 |
| Low |
2,667.2 |
2,665.9 |
-1.3 |
0.0% |
2,687.7 |
| Close |
2,677.7 |
2,668.5 |
-9.2 |
-0.3% |
2,710.2 |
| Range |
47.7 |
18.0 |
-29.7 |
-62.3% |
47.3 |
| ATR |
32.3 |
31.3 |
-1.0 |
-3.2% |
0.0 |
| Volume |
4,754 |
2,510 |
-2,244 |
-47.2% |
8,678 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,726.8 |
2,715.6 |
2,678.4 |
|
| R3 |
2,708.8 |
2,697.6 |
2,673.5 |
|
| R2 |
2,690.8 |
2,690.8 |
2,671.8 |
|
| R1 |
2,679.6 |
2,679.6 |
2,670.2 |
2,676.2 |
| PP |
2,672.8 |
2,672.8 |
2,672.8 |
2,671.1 |
| S1 |
2,661.6 |
2,661.6 |
2,666.9 |
2,658.2 |
| S2 |
2,654.8 |
2,654.8 |
2,665.2 |
|
| S3 |
2,636.8 |
2,643.6 |
2,663.6 |
|
| S4 |
2,618.8 |
2,625.6 |
2,658.6 |
|
|
| 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 |
2,665.9 |
66.0 |
2.5% |
29.6 |
1.1% |
4% |
False |
True |
2,872 |
| 10 |
2,746.2 |
2,665.9 |
80.3 |
3.0% |
30.6 |
1.1% |
3% |
False |
True |
2,008 |
| 20 |
2,746.2 |
2,579.2 |
167.0 |
6.3% |
31.6 |
1.2% |
53% |
False |
False |
1,643 |
| 40 |
2,746.2 |
2,511.1 |
235.1 |
8.8% |
30.7 |
1.2% |
67% |
False |
False |
1,346 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.5% |
33.2 |
1.2% |
75% |
False |
False |
1,207 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.3% |
32.2 |
1.2% |
78% |
False |
False |
1,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,760.4 |
|
2.618 |
2,731.0 |
|
1.618 |
2,713.0 |
|
1.000 |
2,701.9 |
|
0.618 |
2,695.0 |
|
HIGH |
2,683.9 |
|
0.618 |
2,677.0 |
|
0.500 |
2,674.9 |
|
0.382 |
2,672.8 |
|
LOW |
2,665.9 |
|
0.618 |
2,654.8 |
|
1.000 |
2,647.9 |
|
1.618 |
2,636.8 |
|
2.618 |
2,618.8 |
|
4.250 |
2,589.4 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,674.9 |
2,693.5 |
| PP |
2,672.8 |
2,685.2 |
| S1 |
2,670.6 |
2,676.8 |
|