| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2,670.0 |
2,660.9 |
-9.1 |
-0.3% |
2,622.5 |
| High |
2,672.1 |
2,662.1 |
-10.0 |
-0.4% |
2,683.9 |
| Low |
2,641.7 |
2,623.2 |
-18.5 |
-0.7% |
2,615.4 |
| Close |
2,644.3 |
2,636.1 |
-8.2 |
-0.3% |
2,644.3 |
| Range |
30.4 |
38.9 |
8.5 |
28.0% |
68.5 |
| ATR |
33.1 |
33.5 |
0.4 |
1.3% |
0.0 |
| Volume |
4,228 |
973 |
-3,255 |
-77.0% |
64,987 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.2 |
2,735.5 |
2,657.5 |
|
| R3 |
2,718.3 |
2,696.6 |
2,646.8 |
|
| R2 |
2,679.4 |
2,679.4 |
2,643.2 |
|
| R1 |
2,657.7 |
2,657.7 |
2,639.7 |
2,649.1 |
| PP |
2,640.5 |
2,640.5 |
2,640.5 |
2,636.2 |
| S1 |
2,618.8 |
2,618.8 |
2,632.5 |
2,610.2 |
| S2 |
2,601.6 |
2,601.6 |
2,629.0 |
|
| S3 |
2,562.7 |
2,579.9 |
2,625.4 |
|
| S4 |
2,523.8 |
2,541.0 |
2,614.7 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.4 |
2,817.3 |
2,682.0 |
|
| R3 |
2,784.9 |
2,748.8 |
2,663.1 |
|
| R2 |
2,716.4 |
2,716.4 |
2,656.9 |
|
| R1 |
2,680.3 |
2,680.3 |
2,650.6 |
2,698.4 |
| PP |
2,647.9 |
2,647.9 |
2,647.9 |
2,656.9 |
| S1 |
2,611.8 |
2,611.8 |
2,638.0 |
2,629.9 |
| S2 |
2,579.4 |
2,579.4 |
2,631.7 |
|
| S3 |
2,510.9 |
2,543.3 |
2,625.5 |
|
| S4 |
2,442.4 |
2,474.8 |
2,606.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,683.9 |
2,623.2 |
60.7 |
2.3% |
32.4 |
1.2% |
21% |
False |
True |
11,452 |
| 10 |
2,683.9 |
2,549.4 |
134.5 |
5.1% |
34.9 |
1.3% |
64% |
False |
False |
10,146 |
| 20 |
2,683.9 |
2,479.8 |
204.1 |
7.7% |
32.4 |
1.2% |
77% |
False |
False |
8,501 |
| 40 |
2,683.9 |
2,382.8 |
301.1 |
11.4% |
34.6 |
1.3% |
84% |
False |
False |
8,566 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.7% |
35.8 |
1.4% |
85% |
False |
False |
10,089 |
| 80 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
35.0 |
1.3% |
87% |
False |
False |
8,250 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
34.8 |
1.3% |
87% |
False |
False |
6,995 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.5% |
36.1 |
1.4% |
87% |
False |
False |
6,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.4 |
|
2.618 |
2,763.9 |
|
1.618 |
2,725.0 |
|
1.000 |
2,701.0 |
|
0.618 |
2,686.1 |
|
HIGH |
2,662.1 |
|
0.618 |
2,647.2 |
|
0.500 |
2,642.7 |
|
0.382 |
2,638.1 |
|
LOW |
2,623.2 |
|
0.618 |
2,599.2 |
|
1.000 |
2,584.3 |
|
1.618 |
2,560.3 |
|
2.618 |
2,521.4 |
|
4.250 |
2,457.9 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.7 |
2,653.6 |
| PP |
2,640.5 |
2,647.7 |
| S1 |
2,638.3 |
2,641.9 |
|