| 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 |
2,648.7 |
2,639.0 |
-9.7 |
-0.4% |
2,660.9 |
| High |
2,657.4 |
2,639.0 |
-18.4 |
-0.7% |
2,670.9 |
| Low |
2,639.0 |
2,609.3 |
-29.7 |
-1.1% |
2,623.2 |
| Close |
2,644.8 |
2,615.0 |
-29.8 |
-1.1% |
2,645.8 |
| Range |
18.4 |
29.7 |
11.3 |
61.4% |
47.7 |
| ATR |
31.0 |
31.3 |
0.3 |
1.0% |
0.0 |
| Volume |
284 |
687 |
403 |
141.9% |
1,666 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,710.2 |
2,692.3 |
2,631.3 |
|
| R3 |
2,680.5 |
2,662.6 |
2,623.2 |
|
| R2 |
2,650.8 |
2,650.8 |
2,620.4 |
|
| R1 |
2,632.9 |
2,632.9 |
2,617.7 |
2,627.0 |
| PP |
2,621.1 |
2,621.1 |
2,621.1 |
2,618.2 |
| S1 |
2,603.2 |
2,603.2 |
2,612.3 |
2,597.3 |
| S2 |
2,591.4 |
2,591.4 |
2,609.6 |
|
| S3 |
2,561.7 |
2,573.5 |
2,606.8 |
|
| S4 |
2,532.0 |
2,543.8 |
2,598.7 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.7 |
2,765.5 |
2,672.0 |
|
| R3 |
2,742.0 |
2,717.8 |
2,658.9 |
|
| R2 |
2,694.3 |
2,694.3 |
2,654.5 |
|
| R1 |
2,670.1 |
2,670.1 |
2,650.2 |
2,658.4 |
| PP |
2,646.6 |
2,646.6 |
2,646.6 |
2,640.8 |
| S1 |
2,622.4 |
2,622.4 |
2,641.4 |
2,610.7 |
| S2 |
2,598.9 |
2,598.9 |
2,637.1 |
|
| S3 |
2,551.2 |
2,574.7 |
2,632.7 |
|
| S4 |
2,503.5 |
2,527.0 |
2,619.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,667.0 |
2,609.3 |
57.7 |
2.2% |
22.1 |
0.8% |
10% |
False |
True |
302 |
| 10 |
2,683.9 |
2,609.3 |
74.6 |
2.9% |
27.0 |
1.0% |
8% |
False |
True |
4,584 |
| 20 |
2,683.9 |
2,505.7 |
178.2 |
6.8% |
31.0 |
1.2% |
61% |
False |
False |
6,597 |
| 40 |
2,683.9 |
2,446.5 |
237.4 |
9.1% |
31.4 |
1.2% |
71% |
False |
False |
7,175 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.8% |
34.9 |
1.3% |
78% |
False |
False |
9,333 |
| 80 |
2,683.9 |
2,327.5 |
356.4 |
13.6% |
34.0 |
1.3% |
81% |
False |
False |
8,101 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.7% |
34.6 |
1.3% |
81% |
False |
False |
6,934 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.7% |
34.7 |
1.3% |
81% |
False |
False |
5,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,765.2 |
|
2.618 |
2,716.8 |
|
1.618 |
2,687.1 |
|
1.000 |
2,668.7 |
|
0.618 |
2,657.4 |
|
HIGH |
2,639.0 |
|
0.618 |
2,627.7 |
|
0.500 |
2,624.2 |
|
0.382 |
2,620.6 |
|
LOW |
2,609.3 |
|
0.618 |
2,590.9 |
|
1.000 |
2,579.6 |
|
1.618 |
2,561.2 |
|
2.618 |
2,531.5 |
|
4.250 |
2,483.1 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,624.2 |
2,638.2 |
| PP |
2,621.1 |
2,630.4 |
| S1 |
2,618.1 |
2,622.7 |
|