| 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 |
5,090.0 |
5,038.0 |
-52.0 |
-1.0% |
4,902.0 |
| High |
5,106.0 |
5,048.0 |
-58.0 |
-1.1% |
5,101.0 |
| Low |
5,018.0 |
4,956.0 |
-62.0 |
-1.2% |
4,881.0 |
| Close |
5,030.0 |
4,976.0 |
-54.0 |
-1.1% |
5,097.0 |
| Range |
88.0 |
92.0 |
4.0 |
4.5% |
220.0 |
| ATR |
68.5 |
70.2 |
1.7 |
2.4% |
0.0 |
| Volume |
783,181 |
857,424 |
74,243 |
9.5% |
3,451,162 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,269.3 |
5,214.7 |
5,026.6 |
|
| R3 |
5,177.3 |
5,122.7 |
5,001.3 |
|
| R2 |
5,085.3 |
5,085.3 |
4,992.9 |
|
| R1 |
5,030.7 |
5,030.7 |
4,984.4 |
5,012.0 |
| PP |
4,993.3 |
4,993.3 |
4,993.3 |
4,984.0 |
| S1 |
4,938.7 |
4,938.7 |
4,967.6 |
4,920.0 |
| S2 |
4,901.3 |
4,901.3 |
4,959.1 |
|
| S3 |
4,809.3 |
4,846.7 |
4,950.7 |
|
| S4 |
4,717.3 |
4,754.7 |
4,925.4 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,686.3 |
5,611.7 |
5,218.0 |
|
| R3 |
5,466.3 |
5,391.7 |
5,157.5 |
|
| R2 |
5,246.3 |
5,246.3 |
5,137.3 |
|
| R1 |
5,171.7 |
5,171.7 |
5,117.2 |
5,209.0 |
| PP |
5,026.3 |
5,026.3 |
5,026.3 |
5,045.0 |
| S1 |
4,951.7 |
4,951.7 |
5,076.8 |
4,989.0 |
| S2 |
4,806.3 |
4,806.3 |
5,056.7 |
|
| S3 |
4,586.3 |
4,731.7 |
5,036.5 |
|
| S4 |
4,366.3 |
4,511.7 |
4,976.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,106.0 |
4,932.0 |
174.0 |
3.5% |
76.6 |
1.5% |
25% |
False |
False |
795,599 |
| 10 |
5,106.0 |
4,858.0 |
248.0 |
5.0% |
73.4 |
1.5% |
48% |
False |
False |
733,695 |
| 20 |
5,106.0 |
4,757.0 |
349.0 |
7.0% |
67.1 |
1.3% |
63% |
False |
False |
514,842 |
| 40 |
5,106.0 |
4,586.0 |
520.0 |
10.5% |
58.1 |
1.2% |
75% |
False |
False |
258,187 |
| 60 |
5,114.0 |
4,525.0 |
589.0 |
11.8% |
58.9 |
1.2% |
77% |
False |
False |
172,195 |
| 80 |
5,119.0 |
4,525.0 |
594.0 |
11.9% |
50.4 |
1.0% |
76% |
False |
False |
129,248 |
| 100 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
42.5 |
0.9% |
58% |
False |
False |
103,398 |
| 120 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
35.4 |
0.7% |
58% |
False |
False |
86,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,439.0 |
|
2.618 |
5,288.9 |
|
1.618 |
5,196.9 |
|
1.000 |
5,140.0 |
|
0.618 |
5,104.9 |
|
HIGH |
5,048.0 |
|
0.618 |
5,012.9 |
|
0.500 |
5,002.0 |
|
0.382 |
4,991.1 |
|
LOW |
4,956.0 |
|
0.618 |
4,899.1 |
|
1.000 |
4,864.0 |
|
1.618 |
4,807.1 |
|
2.618 |
4,715.1 |
|
4.250 |
4,565.0 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,002.0 |
5,031.0 |
| PP |
4,993.3 |
5,012.7 |
| S1 |
4,984.7 |
4,994.3 |
|