| 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 |
573.39 |
570.42 |
-2.97 |
-0.5% |
569.34 |
| High |
574.22 |
574.38 |
0.16 |
0.0% |
574.71 |
| Low |
570.42 |
568.08 |
-2.34 |
-0.4% |
567.60 |
| Close |
571.47 |
573.76 |
2.29 |
0.4% |
571.47 |
| Range |
3.80 |
6.30 |
2.50 |
65.8% |
7.11 |
| ATR |
6.31 |
6.30 |
0.00 |
0.0% |
0.00 |
| Volume |
42,100,900 |
63,655,400 |
21,554,500 |
51.2% |
219,787,900 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
590.97 |
588.67 |
577.23 |
|
| R3 |
584.67 |
582.37 |
575.49 |
|
| R2 |
578.37 |
578.37 |
574.92 |
|
| R1 |
576.07 |
576.07 |
574.34 |
577.22 |
| PP |
572.07 |
572.07 |
572.07 |
572.65 |
| S1 |
569.77 |
569.77 |
573.18 |
570.92 |
| S2 |
565.77 |
565.77 |
572.61 |
|
| S3 |
559.47 |
563.47 |
572.03 |
|
| S4 |
553.17 |
557.17 |
570.30 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
592.59 |
589.14 |
575.38 |
|
| R3 |
585.48 |
582.03 |
573.43 |
|
| R2 |
578.37 |
578.37 |
572.77 |
|
| R1 |
574.92 |
574.92 |
572.12 |
576.65 |
| PP |
571.26 |
571.26 |
571.26 |
572.12 |
| S1 |
567.81 |
567.81 |
570.82 |
569.54 |
| S2 |
564.15 |
564.15 |
570.17 |
|
| S3 |
557.04 |
560.70 |
569.51 |
|
| S4 |
549.93 |
553.59 |
567.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
574.71 |
567.60 |
7.11 |
1.2% |
4.33 |
0.8% |
87% |
False |
False |
47,865,280 |
| 10 |
574.71 |
560.80 |
13.92 |
2.4% |
4.65 |
0.8% |
93% |
False |
False |
54,462,760 |
| 20 |
574.71 |
539.44 |
35.27 |
6.1% |
6.06 |
1.1% |
97% |
False |
False |
52,257,940 |
| 40 |
574.71 |
510.27 |
64.44 |
11.2% |
6.47 |
1.1% |
99% |
False |
False |
53,263,475 |
| 60 |
574.71 |
510.27 |
64.44 |
11.2% |
6.38 |
1.1% |
99% |
False |
False |
52,887,242 |
| 80 |
574.71 |
510.27 |
64.44 |
11.2% |
5.76 |
1.0% |
99% |
False |
False |
51,101,112 |
| 100 |
574.71 |
510.27 |
64.44 |
11.2% |
5.42 |
0.9% |
99% |
False |
False |
50,550,881 |
| 120 |
574.71 |
493.86 |
80.85 |
14.1% |
5.50 |
1.0% |
99% |
False |
False |
53,999,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
601.16 |
|
2.618 |
590.87 |
|
1.618 |
584.57 |
|
1.000 |
580.68 |
|
0.618 |
578.27 |
|
HIGH |
574.38 |
|
0.618 |
571.97 |
|
0.500 |
571.23 |
|
0.382 |
570.49 |
|
LOW |
568.08 |
|
0.618 |
564.19 |
|
1.000 |
561.78 |
|
1.618 |
557.89 |
|
2.618 |
551.59 |
|
4.250 |
541.31 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
572.92 |
572.97 |
| PP |
572.07 |
572.18 |
| S1 |
571.23 |
571.40 |
|