| 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 |
2,695.3080 |
2,614.5700 |
-80.7380 |
-3.0% |
2,541.3330 |
| High |
2,709.1680 |
2,656.0650 |
-53.1030 |
-2.0% |
2,726.9870 |
| Low |
2,579.4070 |
2,419.8380 |
-159.5690 |
-6.2% |
2,529.7750 |
| Close |
2,614.6640 |
2,452.8040 |
-161.8600 |
-6.2% |
2,696.5700 |
| Range |
129.7610 |
236.2270 |
106.4660 |
82.0% |
197.2120 |
| ATR |
129.2415 |
136.8833 |
7.6418 |
5.9% |
0.0000 |
| Volume |
421 |
64,725 |
64,304 |
15,274.1% |
109,888 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,218.2500 |
3,071.7540 |
2,582.7289 |
|
| R3 |
2,982.0230 |
2,835.5270 |
2,517.7664 |
|
| R2 |
2,745.7960 |
2,745.7960 |
2,496.1123 |
|
| R1 |
2,599.3000 |
2,599.3000 |
2,474.4581 |
2,554.4345 |
| PP |
2,509.5690 |
2,509.5690 |
2,509.5690 |
2,487.1363 |
| S1 |
2,363.0730 |
2,363.0730 |
2,431.1499 |
2,318.2075 |
| S2 |
2,273.3420 |
2,273.3420 |
2,409.4957 |
|
| S3 |
2,037.1150 |
2,126.8460 |
2,387.8416 |
|
| S4 |
1,800.8880 |
1,890.6190 |
2,322.8792 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,242.7467 |
3,166.8703 |
2,805.0366 |
|
| R3 |
3,045.5347 |
2,969.6583 |
2,750.8033 |
|
| R2 |
2,848.3227 |
2,848.3227 |
2,732.7255 |
|
| R1 |
2,772.4463 |
2,772.4463 |
2,714.6478 |
2,810.3845 |
| PP |
2,651.1107 |
2,651.1107 |
2,651.1107 |
2,670.0798 |
| S1 |
2,575.2343 |
2,575.2343 |
2,678.4922 |
2,613.1725 |
| S2 |
2,453.8987 |
2,453.8987 |
2,660.4145 |
|
| S3 |
2,256.6867 |
2,378.0223 |
2,642.3367 |
|
| S4 |
2,059.4747 |
2,180.8103 |
2,588.1034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,726.9870 |
2,419.8380 |
307.1490 |
12.5% |
136.2710 |
5.6% |
11% |
False |
True |
27,291 |
| 10 |
2,726.9870 |
2,281.0610 |
445.9260 |
18.2% |
129.5282 |
5.3% |
39% |
False |
False |
36,622 |
| 20 |
2,726.9870 |
2,154.2820 |
572.7050 |
23.3% |
133.4302 |
5.4% |
52% |
False |
False |
54,445 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
27.0% |
135.5939 |
5.5% |
45% |
False |
False |
100,222 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
57.1% |
154.0336 |
6.3% |
21% |
False |
False |
105,177 |
| 80 |
3,835.5390 |
2,154.2820 |
1,681.2570 |
68.5% |
156.8992 |
6.4% |
18% |
False |
False |
107,069 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
72.8% |
158.1156 |
6.4% |
17% |
False |
False |
117,375 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
72.8% |
162.6236 |
6.6% |
17% |
False |
False |
118,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,660.0298 |
|
2.618 |
3,274.5073 |
|
1.618 |
3,038.2803 |
|
1.000 |
2,892.2920 |
|
0.618 |
2,802.0533 |
|
HIGH |
2,656.0650 |
|
0.618 |
2,565.8263 |
|
0.500 |
2,537.9515 |
|
0.382 |
2,510.0767 |
|
LOW |
2,419.8380 |
|
0.618 |
2,273.8497 |
|
1.000 |
2,183.6110 |
|
1.618 |
2,037.6227 |
|
2.618 |
1,801.3957 |
|
4.250 |
1,415.8733 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,537.9515 |
2,573.4125 |
| PP |
2,509.5690 |
2,533.2097 |
| S1 |
2,481.1865 |
2,493.0068 |
|