| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,682.0 |
2,668.3 |
-13.7 |
-0.5% |
2,722.4 |
| High |
2,683.9 |
2,691.6 |
7.7 |
0.3% |
2,735.0 |
| Low |
2,665.9 |
2,663.1 |
-2.8 |
-0.1% |
2,687.7 |
| Close |
2,668.5 |
2,682.3 |
13.8 |
0.5% |
2,710.2 |
| Range |
18.0 |
28.5 |
10.5 |
58.3% |
47.3 |
| ATR |
31.3 |
31.1 |
-0.2 |
-0.6% |
0.0 |
| Volume |
2,510 |
4,370 |
1,860 |
74.1% |
8,678 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.5 |
2,751.9 |
2,698.0 |
|
| R3 |
2,736.0 |
2,723.4 |
2,690.1 |
|
| R2 |
2,707.5 |
2,707.5 |
2,687.5 |
|
| R1 |
2,694.9 |
2,694.9 |
2,684.9 |
2,701.2 |
| PP |
2,679.0 |
2,679.0 |
2,679.0 |
2,682.2 |
| S1 |
2,666.4 |
2,666.4 |
2,679.7 |
2,672.7 |
| S2 |
2,650.5 |
2,650.5 |
2,677.1 |
|
| S3 |
2,622.0 |
2,637.9 |
2,674.5 |
|
| S4 |
2,593.5 |
2,609.4 |
2,666.6 |
|
|
| 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 |
2,663.1 |
68.8 |
2.6% |
30.4 |
1.1% |
28% |
False |
True |
3,516 |
| 10 |
2,736.8 |
2,663.1 |
73.7 |
2.7% |
30.6 |
1.1% |
26% |
False |
True |
2,376 |
| 20 |
2,746.2 |
2,613.2 |
133.0 |
5.0% |
30.7 |
1.1% |
52% |
False |
False |
1,735 |
| 40 |
2,746.2 |
2,511.1 |
235.1 |
8.8% |
30.5 |
1.1% |
73% |
False |
False |
1,435 |
| 60 |
2,746.2 |
2,440.4 |
305.8 |
11.4% |
33.2 |
1.2% |
79% |
False |
False |
1,274 |
| 80 |
2,746.2 |
2,392.2 |
354.0 |
13.2% |
32.3 |
1.2% |
82% |
False |
False |
1,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,812.7 |
|
2.618 |
2,766.2 |
|
1.618 |
2,737.7 |
|
1.000 |
2,720.1 |
|
0.618 |
2,709.2 |
|
HIGH |
2,691.6 |
|
0.618 |
2,680.7 |
|
0.500 |
2,677.4 |
|
0.382 |
2,674.0 |
|
LOW |
2,663.1 |
|
0.618 |
2,645.5 |
|
1.000 |
2,634.6 |
|
1.618 |
2,617.0 |
|
2.618 |
2,588.5 |
|
4.250 |
2,542.0 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,680.7 |
2,689.0 |
| PP |
2,679.0 |
2,686.8 |
| S1 |
2,677.4 |
2,684.5 |
|