| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,614.5700 |
2,452.6580 |
-161.9120 |
-6.2% |
2,541.3330 |
| High |
2,656.0650 |
2,499.3920 |
-156.6730 |
-5.9% |
2,726.9870 |
| Low |
2,419.8380 |
2,364.0570 |
-55.7810 |
-2.3% |
2,529.7750 |
| Close |
2,452.8040 |
2,388.9650 |
-63.8390 |
-2.6% |
2,696.5700 |
| Range |
236.2270 |
135.3350 |
-100.8920 |
-42.7% |
197.2120 |
| ATR |
136.8833 |
136.7727 |
-0.1106 |
-0.1% |
0.0000 |
| Volume |
64,725 |
52,817 |
-11,908 |
-18.4% |
109,888 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.4763 |
2,741.5557 |
2,463.3993 |
|
| R3 |
2,688.1413 |
2,606.2207 |
2,426.1821 |
|
| R2 |
2,552.8063 |
2,552.8063 |
2,413.7764 |
|
| R1 |
2,470.8857 |
2,470.8857 |
2,401.3707 |
2,444.1785 |
| PP |
2,417.4713 |
2,417.4713 |
2,417.4713 |
2,404.1178 |
| S1 |
2,335.5507 |
2,335.5507 |
2,376.5593 |
2,308.8435 |
| S2 |
2,282.1363 |
2,282.1363 |
2,364.1536 |
|
| S3 |
2,146.8013 |
2,200.2157 |
2,351.7479 |
|
| S4 |
2,011.4663 |
2,064.8807 |
2,314.5308 |
|
|
| 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 |
2,364.0570 |
362.9300 |
15.2% |
143.1470 |
6.0% |
7% |
False |
True |
31,377 |
| 10 |
2,726.9870 |
2,326.3390 |
400.6480 |
16.8% |
135.2160 |
5.7% |
16% |
False |
False |
37,030 |
| 20 |
2,726.9870 |
2,154.2820 |
572.7050 |
24.0% |
131.4437 |
5.5% |
41% |
False |
False |
48,829 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
27.8% |
135.6307 |
5.7% |
35% |
False |
False |
92,807 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
58.6% |
154.6026 |
6.5% |
17% |
False |
False |
104,324 |
| 80 |
3,718.8270 |
2,154.2820 |
1,564.5450 |
65.5% |
155.8811 |
6.5% |
15% |
False |
False |
105,684 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
74.8% |
158.6473 |
6.6% |
13% |
False |
False |
116,974 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
74.8% |
162.7055 |
6.8% |
13% |
False |
False |
118,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,074.5658 |
|
2.618 |
2,853.6990 |
|
1.618 |
2,718.3640 |
|
1.000 |
2,634.7270 |
|
0.618 |
2,583.0290 |
|
HIGH |
2,499.3920 |
|
0.618 |
2,447.6940 |
|
0.500 |
2,431.7245 |
|
0.382 |
2,415.7550 |
|
LOW |
2,364.0570 |
|
0.618 |
2,280.4200 |
|
1.000 |
2,228.7220 |
|
1.618 |
2,145.0850 |
|
2.618 |
2,009.7500 |
|
4.250 |
1,788.8833 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,431.7245 |
2,536.6125 |
| PP |
2,417.4713 |
2,487.3967 |
| S1 |
2,403.2182 |
2,438.1808 |
|