| 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 |
2,716.5 |
2,702.0 |
-14.5 |
-0.5% |
2,667.7 |
| High |
2,718.5 |
2,709.0 |
-9.5 |
-0.3% |
2,730.0 |
| Low |
2,687.6 |
2,668.8 |
-18.8 |
-0.7% |
2,660.6 |
| Close |
2,689.9 |
2,681.3 |
-8.6 |
-0.3% |
2,689.9 |
| Range |
30.9 |
40.2 |
9.3 |
30.1% |
69.4 |
| ATR |
32.7 |
33.2 |
0.5 |
1.6% |
0.0 |
| Volume |
6,185 |
5,804 |
-381 |
-6.2% |
27,380 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.0 |
2,784.3 |
2,703.4 |
|
| R3 |
2,766.8 |
2,744.1 |
2,692.4 |
|
| R2 |
2,726.6 |
2,726.6 |
2,688.7 |
|
| R1 |
2,703.9 |
2,703.9 |
2,685.0 |
2,695.2 |
| PP |
2,686.4 |
2,686.4 |
2,686.4 |
2,682.0 |
| S1 |
2,663.7 |
2,663.7 |
2,677.6 |
2,655.0 |
| S2 |
2,646.2 |
2,646.2 |
2,673.9 |
|
| S3 |
2,606.0 |
2,623.5 |
2,670.2 |
|
| S4 |
2,565.8 |
2,583.3 |
2,659.2 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.7 |
2,865.2 |
2,728.1 |
|
| R3 |
2,832.3 |
2,795.8 |
2,709.0 |
|
| R2 |
2,762.9 |
2,762.9 |
2,702.6 |
|
| R1 |
2,726.4 |
2,726.4 |
2,696.3 |
2,744.7 |
| PP |
2,693.5 |
2,693.5 |
2,693.5 |
2,702.6 |
| S1 |
2,657.0 |
2,657.0 |
2,683.5 |
2,675.3 |
| S2 |
2,624.1 |
2,624.1 |
2,677.2 |
|
| S3 |
2,554.7 |
2,587.6 |
2,670.8 |
|
| S4 |
2,485.3 |
2,518.2 |
2,651.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,730.0 |
2,668.8 |
61.2 |
2.3% |
32.4 |
1.2% |
20% |
False |
True |
5,555 |
| 10 |
2,730.0 |
2,595.0 |
135.0 |
5.0% |
34.9 |
1.3% |
64% |
False |
False |
5,118 |
| 20 |
2,730.0 |
2,525.4 |
204.6 |
7.6% |
32.2 |
1.2% |
76% |
False |
False |
4,608 |
| 40 |
2,730.0 |
2,424.7 |
305.3 |
11.4% |
34.0 |
1.3% |
84% |
False |
False |
3,491 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.5% |
34.4 |
1.3% |
84% |
False |
False |
3,089 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.6 |
1.3% |
86% |
False |
False |
2,519 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.3 |
1.2% |
86% |
False |
False |
2,126 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.8 |
1.3% |
86% |
False |
False |
1,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,879.9 |
|
2.618 |
2,814.2 |
|
1.618 |
2,774.0 |
|
1.000 |
2,749.2 |
|
0.618 |
2,733.8 |
|
HIGH |
2,709.0 |
|
0.618 |
2,693.6 |
|
0.500 |
2,688.9 |
|
0.382 |
2,684.2 |
|
LOW |
2,668.8 |
|
0.618 |
2,644.0 |
|
1.000 |
2,628.6 |
|
1.618 |
2,603.8 |
|
2.618 |
2,563.6 |
|
4.250 |
2,498.0 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,688.9 |
2,699.4 |
| PP |
2,686.4 |
2,693.4 |
| S1 |
2,683.8 |
2,687.3 |
|