| 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 |
2,639.0 |
2,603.0 |
-36.0 |
-1.4% |
2,660.9 |
| High |
2,639.0 |
2,607.7 |
-31.3 |
-1.2% |
2,670.9 |
| Low |
2,609.3 |
2,603.0 |
-6.3 |
-0.2% |
2,623.2 |
| Close |
2,615.0 |
2,606.0 |
-9.0 |
-0.3% |
2,645.8 |
| Range |
29.7 |
4.7 |
-25.0 |
-84.2% |
47.7 |
| ATR |
31.3 |
30.0 |
-1.4 |
-4.4% |
0.0 |
| Volume |
687 |
152 |
-535 |
-77.9% |
1,666 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,619.7 |
2,617.5 |
2,608.6 |
|
| R3 |
2,615.0 |
2,612.8 |
2,607.3 |
|
| R2 |
2,610.3 |
2,610.3 |
2,606.9 |
|
| R1 |
2,608.1 |
2,608.1 |
2,606.4 |
2,609.2 |
| PP |
2,605.6 |
2,605.6 |
2,605.6 |
2,606.1 |
| S1 |
2,603.4 |
2,603.4 |
2,605.6 |
2,604.5 |
| S2 |
2,600.9 |
2,600.9 |
2,605.1 |
|
| S3 |
2,596.2 |
2,598.7 |
2,604.7 |
|
| S4 |
2,591.5 |
2,594.0 |
2,603.4 |
|
|
| 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 |
2,603.0 |
64.0 |
2.5% |
19.6 |
0.8% |
5% |
False |
True |
318 |
| 10 |
2,683.9 |
2,603.0 |
80.9 |
3.1% |
25.4 |
1.0% |
4% |
False |
True |
2,423 |
| 20 |
2,683.9 |
2,515.5 |
168.4 |
6.5% |
29.8 |
1.1% |
54% |
False |
False |
6,359 |
| 40 |
2,683.9 |
2,446.5 |
237.4 |
9.1% |
31.1 |
1.2% |
67% |
False |
False |
6,971 |
| 60 |
2,683.9 |
2,375.1 |
308.8 |
11.8% |
34.2 |
1.3% |
75% |
False |
False |
9,123 |
| 80 |
2,683.9 |
2,327.5 |
356.4 |
13.7% |
33.6 |
1.3% |
78% |
False |
False |
8,083 |
| 100 |
2,683.9 |
2,326.9 |
357.0 |
13.7% |
34.3 |
1.3% |
78% |
False |
False |
6,917 |
| 120 |
2,683.9 |
2,326.9 |
357.0 |
13.7% |
34.5 |
1.3% |
78% |
False |
False |
5,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,627.7 |
|
2.618 |
2,620.0 |
|
1.618 |
2,615.3 |
|
1.000 |
2,612.4 |
|
0.618 |
2,610.6 |
|
HIGH |
2,607.7 |
|
0.618 |
2,605.9 |
|
0.500 |
2,605.4 |
|
0.382 |
2,604.8 |
|
LOW |
2,603.0 |
|
0.618 |
2,600.1 |
|
1.000 |
2,598.3 |
|
1.618 |
2,595.4 |
|
2.618 |
2,590.7 |
|
4.250 |
2,583.0 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,605.8 |
2,630.2 |
| PP |
2,605.6 |
2,622.1 |
| S1 |
2,605.4 |
2,614.1 |
|