| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
2,452.6580 |
2,388.9650 |
-63.6930 |
-2.6% |
2,541.3330 |
| High |
2,499.3920 |
2,403.3460 |
-96.0460 |
-3.8% |
2,726.9870 |
| Low |
2,364.0570 |
2,313.5580 |
-50.4990 |
-2.1% |
2,529.7750 |
| Close |
2,388.9650 |
2,343.5820 |
-45.3830 |
-1.9% |
2,696.5700 |
| Range |
135.3350 |
89.7880 |
-45.5470 |
-33.7% |
197.2120 |
| ATR |
136.7727 |
133.4166 |
-3.3560 |
-2.5% |
0.0000 |
| Volume |
52,817 |
41,207 |
-11,610 |
-22.0% |
109,888 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.8593 |
2,573.0087 |
2,392.9654 |
|
| R3 |
2,533.0713 |
2,483.2207 |
2,368.2737 |
|
| R2 |
2,443.2833 |
2,443.2833 |
2,360.0431 |
|
| R1 |
2,393.4327 |
2,393.4327 |
2,351.8126 |
2,373.4640 |
| PP |
2,353.4953 |
2,353.4953 |
2,353.4953 |
2,343.5110 |
| S1 |
2,303.6447 |
2,303.6447 |
2,335.3514 |
2,283.6760 |
| S2 |
2,263.7073 |
2,263.7073 |
2,327.1209 |
|
| S3 |
2,173.9193 |
2,213.8567 |
2,318.8903 |
|
| S4 |
2,084.1313 |
2,124.0687 |
2,294.1986 |
|
|
| 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 |
2,313.5580 |
413.4290 |
17.6% |
140.2106 |
6.0% |
7% |
False |
True |
31,834 |
| 10 |
2,726.9870 |
2,313.5580 |
413.4290 |
17.6% |
127.8249 |
5.5% |
7% |
False |
True |
34,646 |
| 20 |
2,726.9870 |
2,154.2820 |
572.7050 |
24.4% |
130.2989 |
5.6% |
33% |
False |
False |
45,047 |
| 40 |
2,817.6970 |
2,154.2820 |
663.4150 |
28.3% |
132.6447 |
5.7% |
29% |
False |
False |
86,531 |
| 60 |
3,554.7930 |
2,154.2820 |
1,400.5110 |
59.8% |
154.0723 |
6.6% |
14% |
False |
False |
103,245 |
| 80 |
3,676.0130 |
2,154.2820 |
1,521.7310 |
64.9% |
156.1569 |
6.7% |
12% |
False |
False |
106,191 |
| 100 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
76.2% |
157.8353 |
6.7% |
11% |
False |
False |
116,041 |
| 120 |
3,940.4060 |
2,154.2820 |
1,786.1240 |
76.2% |
160.5487 |
6.9% |
11% |
False |
False |
116,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,784.9450 |
|
2.618 |
2,638.4110 |
|
1.618 |
2,548.6230 |
|
1.000 |
2,493.1340 |
|
0.618 |
2,458.8350 |
|
HIGH |
2,403.3460 |
|
0.618 |
2,369.0470 |
|
0.500 |
2,358.4520 |
|
0.382 |
2,347.8570 |
|
LOW |
2,313.5580 |
|
0.618 |
2,258.0690 |
|
1.000 |
2,223.7700 |
|
1.618 |
2,168.2810 |
|
2.618 |
2,078.4930 |
|
4.250 |
1,931.9590 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,358.4520 |
2,484.8115 |
| PP |
2,353.4953 |
2,437.7350 |
| S1 |
2,348.5387 |
2,390.6585 |
|