| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,679.9 |
2,675.7 |
-4.2 |
-0.2% |
2,680.5 |
| High |
2,683.4 |
2,690.6 |
7.2 |
0.3% |
2,694.7 |
| Low |
2,657.8 |
2,651.6 |
-6.2 |
-0.2% |
2,646.2 |
| Close |
2,679.2 |
2,667.8 |
-11.4 |
-0.4% |
2,667.8 |
| Range |
25.6 |
39.0 |
13.4 |
52.3% |
48.5 |
| ATR |
33.7 |
34.1 |
0.4 |
1.1% |
0.0 |
| Volume |
138,551 |
188,619 |
50,068 |
36.1% |
831,858 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.0 |
2,766.4 |
2,689.3 |
|
| R3 |
2,748.0 |
2,727.4 |
2,678.5 |
|
| R2 |
2,709.0 |
2,709.0 |
2,675.0 |
|
| R1 |
2,688.4 |
2,688.4 |
2,671.4 |
2,679.2 |
| PP |
2,670.0 |
2,670.0 |
2,670.0 |
2,665.4 |
| S1 |
2,649.4 |
2,649.4 |
2,664.2 |
2,640.2 |
| S2 |
2,631.0 |
2,631.0 |
2,660.7 |
|
| S3 |
2,592.0 |
2,610.4 |
2,657.1 |
|
| S4 |
2,553.0 |
2,571.4 |
2,646.4 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.1 |
2,789.9 |
2,694.5 |
|
| R3 |
2,766.6 |
2,741.4 |
2,681.1 |
|
| R2 |
2,718.1 |
2,718.1 |
2,676.7 |
|
| R1 |
2,692.9 |
2,692.9 |
2,672.2 |
2,681.3 |
| PP |
2,669.6 |
2,669.6 |
2,669.6 |
2,663.7 |
| S1 |
2,644.4 |
2,644.4 |
2,663.4 |
2,632.8 |
| S2 |
2,621.1 |
2,621.1 |
2,658.9 |
|
| S3 |
2,572.6 |
2,595.9 |
2,654.5 |
|
| S4 |
2,524.1 |
2,547.4 |
2,641.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,694.7 |
2,646.2 |
48.5 |
1.8% |
33.9 |
1.3% |
45% |
False |
False |
166,371 |
| 10 |
2,708.7 |
2,638.6 |
70.1 |
2.6% |
31.8 |
1.2% |
42% |
False |
False |
182,322 |
| 20 |
2,708.7 |
2,514.2 |
194.5 |
7.3% |
32.5 |
1.2% |
79% |
False |
False |
182,713 |
| 40 |
2,708.7 |
2,456.1 |
252.6 |
9.5% |
33.3 |
1.2% |
84% |
False |
False |
178,704 |
| 60 |
2,708.7 |
2,398.2 |
310.5 |
11.6% |
36.3 |
1.4% |
87% |
False |
False |
162,597 |
| 80 |
2,708.7 |
2,350.5 |
358.2 |
13.4% |
35.1 |
1.3% |
89% |
False |
False |
128,067 |
| 100 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
35.6 |
1.3% |
89% |
False |
False |
103,182 |
| 120 |
2,708.7 |
2,349.8 |
358.9 |
13.5% |
35.7 |
1.3% |
89% |
False |
False |
86,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.4 |
|
2.618 |
2,792.7 |
|
1.618 |
2,753.7 |
|
1.000 |
2,729.6 |
|
0.618 |
2,714.7 |
|
HIGH |
2,690.6 |
|
0.618 |
2,675.7 |
|
0.500 |
2,671.1 |
|
0.382 |
2,666.5 |
|
LOW |
2,651.6 |
|
0.618 |
2,627.5 |
|
1.000 |
2,612.6 |
|
1.618 |
2,588.5 |
|
2.618 |
2,549.5 |
|
4.250 |
2,485.9 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.1 |
2,671.1 |
| PP |
2,670.0 |
2,670.0 |
| S1 |
2,668.9 |
2,668.9 |
|