| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,702.0 |
2,677.7 |
-24.3 |
-0.9% |
2,667.7 |
| High |
2,709.0 |
2,716.7 |
7.7 |
0.3% |
2,730.0 |
| Low |
2,668.8 |
2,677.0 |
8.2 |
0.3% |
2,660.6 |
| Close |
2,681.3 |
2,712.5 |
31.2 |
1.2% |
2,689.9 |
| Range |
40.2 |
39.7 |
-0.5 |
-1.2% |
69.4 |
| ATR |
33.2 |
33.7 |
0.5 |
1.4% |
0.0 |
| Volume |
5,804 |
8,055 |
2,251 |
38.8% |
27,380 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,821.2 |
2,806.5 |
2,734.3 |
|
| R3 |
2,781.5 |
2,766.8 |
2,723.4 |
|
| R2 |
2,741.8 |
2,741.8 |
2,719.8 |
|
| R1 |
2,727.1 |
2,727.1 |
2,716.1 |
2,734.5 |
| PP |
2,702.1 |
2,702.1 |
2,702.1 |
2,705.7 |
| S1 |
2,687.4 |
2,687.4 |
2,708.9 |
2,694.8 |
| S2 |
2,662.4 |
2,662.4 |
2,705.2 |
|
| S3 |
2,622.7 |
2,647.7 |
2,701.6 |
|
| S4 |
2,583.0 |
2,608.0 |
2,690.7 |
|
|
| 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% |
32.3 |
1.2% |
71% |
False |
False |
5,824 |
| 10 |
2,730.0 |
2,595.0 |
135.0 |
5.0% |
36.3 |
1.3% |
87% |
False |
False |
5,606 |
| 20 |
2,730.0 |
2,525.4 |
204.6 |
7.5% |
32.4 |
1.2% |
91% |
False |
False |
4,826 |
| 40 |
2,730.0 |
2,440.2 |
289.8 |
10.7% |
32.6 |
1.2% |
94% |
False |
False |
3,587 |
| 60 |
2,730.0 |
2,421.2 |
308.8 |
11.4% |
34.4 |
1.3% |
94% |
False |
False |
3,148 |
| 80 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.8 |
1.2% |
95% |
False |
False |
2,615 |
| 100 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.5 |
1.2% |
95% |
False |
False |
2,192 |
| 120 |
2,730.0 |
2,372.6 |
357.4 |
13.2% |
33.8 |
1.2% |
95% |
False |
False |
1,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.4 |
|
2.618 |
2,820.6 |
|
1.618 |
2,780.9 |
|
1.000 |
2,756.4 |
|
0.618 |
2,741.2 |
|
HIGH |
2,716.7 |
|
0.618 |
2,701.5 |
|
0.500 |
2,696.9 |
|
0.382 |
2,692.2 |
|
LOW |
2,677.0 |
|
0.618 |
2,652.5 |
|
1.000 |
2,637.3 |
|
1.618 |
2,612.8 |
|
2.618 |
2,573.1 |
|
4.250 |
2,508.3 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,707.3 |
2,706.2 |
| PP |
2,702.1 |
2,699.9 |
| S1 |
2,696.9 |
2,693.7 |
|