| 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 |
5,804.25 |
5,784.00 |
-20.25 |
-0.3% |
5,762.00 |
| High |
5,821.50 |
5,820.25 |
-1.25 |
0.0% |
5,830.00 |
| Low |
5,782.00 |
5,756.25 |
-25.75 |
-0.4% |
5,745.25 |
| Close |
5,791.25 |
5,814.25 |
23.00 |
0.4% |
5,791.25 |
| Range |
39.50 |
64.00 |
24.50 |
62.0% |
84.75 |
| ATR |
67.27 |
67.03 |
-0.23 |
-0.3% |
0.00 |
| Volume |
1,280,272 |
1,502,729 |
222,457 |
17.4% |
5,943,125 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,989.00 |
5,965.50 |
5,849.50 |
|
| R3 |
5,925.00 |
5,901.50 |
5,831.75 |
|
| R2 |
5,861.00 |
5,861.00 |
5,826.00 |
|
| R1 |
5,837.50 |
5,837.50 |
5,820.00 |
5,849.25 |
| PP |
5,797.00 |
5,797.00 |
5,797.00 |
5,802.75 |
| S1 |
5,773.50 |
5,773.50 |
5,808.50 |
5,785.25 |
| S2 |
5,733.00 |
5,733.00 |
5,802.50 |
|
| S3 |
5,669.00 |
5,709.50 |
5,796.75 |
|
| S4 |
5,605.00 |
5,645.50 |
5,779.00 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,043.00 |
6,002.00 |
5,837.75 |
|
| R3 |
5,958.25 |
5,917.25 |
5,814.50 |
|
| R2 |
5,873.50 |
5,873.50 |
5,806.75 |
|
| R1 |
5,832.50 |
5,832.50 |
5,799.00 |
5,853.00 |
| PP |
5,788.75 |
5,788.75 |
5,788.75 |
5,799.00 |
| S1 |
5,747.75 |
5,747.75 |
5,783.50 |
5,768.25 |
| S2 |
5,704.00 |
5,704.00 |
5,775.75 |
|
| S3 |
5,619.25 |
5,663.00 |
5,768.00 |
|
| S4 |
5,534.50 |
5,578.25 |
5,744.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,830.00 |
5,754.75 |
75.25 |
1.3% |
45.00 |
0.8% |
79% |
False |
False |
1,273,582 |
| 10 |
5,830.00 |
5,675.25 |
154.75 |
2.7% |
55.50 |
1.0% |
90% |
False |
False |
1,431,744 |
| 20 |
5,830.00 |
5,451.25 |
378.75 |
6.5% |
71.00 |
1.2% |
96% |
False |
False |
881,181 |
| 40 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
78.75 |
1.4% |
98% |
False |
False |
444,110 |
| 60 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
79.25 |
1.4% |
98% |
False |
False |
297,037 |
| 80 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
71.00 |
1.2% |
98% |
False |
False |
222,990 |
| 100 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
65.75 |
1.1% |
98% |
False |
False |
178,425 |
| 120 |
5,830.00 |
5,075.00 |
755.00 |
13.0% |
66.75 |
1.1% |
98% |
False |
False |
148,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,092.25 |
|
2.618 |
5,987.75 |
|
1.618 |
5,923.75 |
|
1.000 |
5,884.25 |
|
0.618 |
5,859.75 |
|
HIGH |
5,820.25 |
|
0.618 |
5,795.75 |
|
0.500 |
5,788.25 |
|
0.382 |
5,780.75 |
|
LOW |
5,756.25 |
|
0.618 |
5,716.75 |
|
1.000 |
5,692.25 |
|
1.618 |
5,652.75 |
|
2.618 |
5,588.75 |
|
4.250 |
5,484.25 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,805.50 |
5,807.25 |
| PP |
5,797.00 |
5,800.25 |
| S1 |
5,788.25 |
5,793.00 |
|