| 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 |
8,323.0 |
8,328.5 |
5.5 |
0.1% |
8,263.5 |
| High |
8,373.0 |
8,383.5 |
10.5 |
0.1% |
8,390.0 |
| Low |
8,306.0 |
8,296.0 |
-10.0 |
-0.1% |
8,259.0 |
| Close |
8,342.5 |
8,323.0 |
-19.5 |
-0.2% |
8,376.0 |
| Range |
67.0 |
87.5 |
20.5 |
30.6% |
131.0 |
| ATR |
80.2 |
80.7 |
0.5 |
0.7% |
0.0 |
| Volume |
73,556 |
86,598 |
13,042 |
17.7% |
384,367 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,596.5 |
8,547.5 |
8,371.0 |
|
| R3 |
8,509.0 |
8,460.0 |
8,347.0 |
|
| R2 |
8,421.5 |
8,421.5 |
8,339.0 |
|
| R1 |
8,372.5 |
8,372.5 |
8,331.0 |
8,353.0 |
| PP |
8,334.0 |
8,334.0 |
8,334.0 |
8,324.5 |
| S1 |
8,285.0 |
8,285.0 |
8,315.0 |
8,266.0 |
| S2 |
8,246.5 |
8,246.5 |
8,307.0 |
|
| S3 |
8,159.0 |
8,197.5 |
8,299.0 |
|
| S4 |
8,071.5 |
8,110.0 |
8,275.0 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,734.5 |
8,686.5 |
8,448.0 |
|
| R3 |
8,603.5 |
8,555.5 |
8,412.0 |
|
| R2 |
8,472.5 |
8,472.5 |
8,400.0 |
|
| R1 |
8,424.5 |
8,424.5 |
8,388.0 |
8,448.5 |
| PP |
8,341.5 |
8,341.5 |
8,341.5 |
8,354.0 |
| S1 |
8,293.5 |
8,293.5 |
8,364.0 |
8,317.5 |
| S2 |
8,210.5 |
8,210.5 |
8,352.0 |
|
| S3 |
8,079.5 |
8,162.5 |
8,340.0 |
|
| S4 |
7,948.5 |
8,031.5 |
8,304.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,390.0 |
8,274.5 |
115.5 |
1.4% |
82.0 |
1.0% |
42% |
False |
False |
84,498 |
| 10 |
8,390.0 |
8,252.0 |
138.0 |
1.7% |
83.0 |
1.0% |
51% |
False |
False |
86,128 |
| 20 |
8,430.0 |
8,236.0 |
194.0 |
2.3% |
83.5 |
1.0% |
45% |
False |
False |
84,250 |
| 40 |
8,497.5 |
8,126.5 |
371.0 |
4.5% |
55.5 |
0.7% |
53% |
False |
False |
42,148 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
61.0 |
0.7% |
68% |
False |
False |
28,105 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
54.0 |
0.7% |
68% |
False |
False |
21,081 |
| 100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
44.0 |
0.5% |
62% |
False |
False |
16,865 |
| 120 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
36.5 |
0.4% |
62% |
False |
False |
14,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,755.5 |
|
2.618 |
8,612.5 |
|
1.618 |
8,525.0 |
|
1.000 |
8,471.0 |
|
0.618 |
8,437.5 |
|
HIGH |
8,383.5 |
|
0.618 |
8,350.0 |
|
0.500 |
8,340.0 |
|
0.382 |
8,329.5 |
|
LOW |
8,296.0 |
|
0.618 |
8,242.0 |
|
1.000 |
8,208.5 |
|
1.618 |
8,154.5 |
|
2.618 |
8,067.0 |
|
4.250 |
7,924.0 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,340.0 |
8,329.0 |
| PP |
8,334.0 |
8,327.0 |
| S1 |
8,328.5 |
8,325.0 |
|