If you had posts and pages live before you made that change above you will have to go to those pages and turn off pings and comments as well.
Go to the Page list and in the backend, select all your pages (checkbox) and then under “Bulk Actions” choose edit. Under the Comments dropdown set to “do not allow”. Click update.
Do the same for your posts, but make sure to also set pingbacks to “do not allow”.
Also in the comment moderation area (in your photo above) add the words that keep showing up (viagra, casino, casinos) as example and that will help.
This will take care of posts and pages, but you may have spam coming from form fields to etc, so check the source (look at the content of the spam coming in and make a reference).