| 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 |
2,218.2 |
2,197.1 |
-21.1 |
-1.0% |
2,241.8 |
| High |
2,220.1 |
2,240.9 |
20.8 |
0.9% |
2,256.9 |
| Low |
2,188.2 |
2,195.6 |
7.4 |
0.3% |
2,188.2 |
| Close |
2,199.0 |
2,230.5 |
31.5 |
1.4% |
2,230.5 |
| Range |
31.9 |
45.3 |
13.4 |
42.0% |
68.7 |
| ATR |
41.8 |
42.1 |
0.2 |
0.6% |
0.0 |
| Volume |
163,452 |
170,759 |
7,307 |
4.5% |
794,004 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,358.2 |
2,339.7 |
2,255.4 |
|
| R3 |
2,312.9 |
2,294.4 |
2,243.0 |
|
| R2 |
2,267.6 |
2,267.6 |
2,238.8 |
|
| R1 |
2,249.1 |
2,249.1 |
2,234.7 |
2,258.4 |
| PP |
2,222.3 |
2,222.3 |
2,222.3 |
2,227.0 |
| S1 |
2,203.8 |
2,203.8 |
2,226.3 |
2,213.1 |
| S2 |
2,177.0 |
2,177.0 |
2,222.2 |
|
| S3 |
2,131.7 |
2,158.5 |
2,218.0 |
|
| S4 |
2,086.4 |
2,113.2 |
2,205.6 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.3 |
2,399.6 |
2,268.3 |
|
| R3 |
2,362.6 |
2,330.9 |
2,249.4 |
|
| R2 |
2,293.9 |
2,293.9 |
2,243.1 |
|
| R1 |
2,262.2 |
2,262.2 |
2,236.8 |
2,243.7 |
| PP |
2,225.2 |
2,225.2 |
2,225.2 |
2,216.0 |
| S1 |
2,193.5 |
2,193.5 |
2,224.2 |
2,175.0 |
| S2 |
2,156.5 |
2,156.5 |
2,217.9 |
|
| S3 |
2,087.8 |
2,124.8 |
2,211.6 |
|
| S4 |
2,019.1 |
2,056.1 |
2,192.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,256.9 |
2,188.2 |
68.7 |
3.1% |
37.7 |
1.7% |
62% |
False |
False |
158,800 |
| 10 |
2,268.1 |
2,188.2 |
79.9 |
3.6% |
36.2 |
1.6% |
53% |
False |
False |
150,082 |
| 20 |
2,305.0 |
2,077.7 |
227.3 |
10.2% |
41.2 |
1.8% |
67% |
False |
False |
155,439 |
| 40 |
2,305.0 |
2,077.7 |
227.3 |
10.2% |
42.1 |
1.9% |
67% |
False |
False |
78,233 |
| 60 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
49.6 |
2.2% |
66% |
False |
False |
52,360 |
| 80 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
43.8 |
2.0% |
66% |
False |
False |
39,292 |
| 100 |
2,343.7 |
2,010.8 |
332.9 |
14.9% |
35.0 |
1.6% |
66% |
False |
False |
31,434 |
| 120 |
2,343.7 |
1,996.4 |
347.3 |
15.6% |
29.2 |
1.3% |
67% |
False |
False |
26,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,433.4 |
|
2.618 |
2,359.5 |
|
1.618 |
2,314.2 |
|
1.000 |
2,286.2 |
|
0.618 |
2,268.9 |
|
HIGH |
2,240.9 |
|
0.618 |
2,223.6 |
|
0.500 |
2,218.3 |
|
0.382 |
2,212.9 |
|
LOW |
2,195.6 |
|
0.618 |
2,167.6 |
|
1.000 |
2,150.3 |
|
1.618 |
2,122.3 |
|
2.618 |
2,077.0 |
|
4.250 |
2,003.1 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,226.4 |
2,225.2 |
| PP |
2,222.3 |
2,219.9 |
| S1 |
2,218.3 |
2,214.6 |
|