| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,650.6 |
2,642.8 |
-7.8 |
-0.3% |
2,622.5 |
| High |
2,657.2 |
2,657.1 |
-0.1 |
0.0% |
2,683.9 |
| Low |
2,640.0 |
2,640.0 |
0.0 |
0.0% |
2,615.4 |
| Close |
2,647.1 |
2,657.1 |
10.0 |
0.4% |
2,644.3 |
| Range |
17.2 |
17.1 |
-0.1 |
-0.6% |
68.5 |
| ATR |
33.5 |
32.3 |
-1.2 |
-3.5% |
0.0 |
| Volume |
72 |
354 |
282 |
391.7% |
64,987 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.7 |
2,697.0 |
2,666.5 |
|
| R3 |
2,685.6 |
2,679.9 |
2,661.8 |
|
| R2 |
2,668.5 |
2,668.5 |
2,660.2 |
|
| R1 |
2,662.8 |
2,662.8 |
2,658.7 |
2,665.7 |
| PP |
2,651.4 |
2,651.4 |
2,651.4 |
2,652.8 |
| S1 |
2,645.7 |
2,645.7 |
2,655.5 |
2,648.6 |
| S2 |
2,634.3 |
2,634.3 |
2,654.0 |
|
| S3 |
2,617.2 |
2,628.6 |
2,652.4 |
|
| S4 |
2,600.1 |
2,611.5 |
2,647.7 |
|
|
| 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 |
2,672.1 |
2,623.2 |
48.9 |
1.8% |
28.6 |
1.1% |
69% |
False |
False |
1,156 |
| 10 |
2,683.9 |
2,585.4 |
98.5 |
3.7% |
29.7 |
1.1% |
73% |
False |
False |
7,583 |
| 20 |
2,683.9 |
2,490.7 |
193.2 |
7.3% |
31.5 |
1.2% |
86% |
False |
False |
7,383 |
| 40 |
2,683.9 |
2,398.1 |
285.8 |
10.8% |
32.4 |
1.2% |
91% |
False |
False |
7,738 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.6% |
35.6 |
1.3% |
91% |
False |
False |
9,704 |
| 80 |
2,683.9 |
2,327.5 |
356.4 |
13.4% |
34.0 |
1.3% |
92% |
False |
False |
8,156 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
34.7 |
1.3% |
92% |
False |
False |
6,959 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.4% |
35.2 |
1.3% |
92% |
False |
False |
5,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,729.8 |
|
2.618 |
2,701.9 |
|
1.618 |
2,684.8 |
|
1.000 |
2,674.2 |
|
0.618 |
2,667.7 |
|
HIGH |
2,657.1 |
|
0.618 |
2,650.6 |
|
0.500 |
2,648.6 |
|
0.382 |
2,646.5 |
|
LOW |
2,640.0 |
|
0.618 |
2,629.4 |
|
1.000 |
2,622.9 |
|
1.618 |
2,612.3 |
|
2.618 |
2,595.2 |
|
4.250 |
2,567.3 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,654.3 |
2,655.1 |
| PP |
2,651.4 |
2,653.1 |
| S1 |
2,648.6 |
2,651.2 |
|