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 |
5,038.0 |
4,982.0 |
-56.0 |
-1.1% |
4,902.0 |
High |
5,048.0 |
5,009.0 |
-39.0 |
-0.8% |
5,101.0 |
Low |
4,956.0 |
4,954.0 |
-2.0 |
0.0% |
4,881.0 |
Close |
4,976.0 |
4,983.0 |
7.0 |
0.1% |
5,097.0 |
Range |
92.0 |
55.0 |
-37.0 |
-40.2% |
220.0 |
ATR |
70.2 |
69.1 |
-1.1 |
-1.5% |
0.0 |
Volume |
857,424 |
706,244 |
-151,180 |
-17.6% |
3,451,162 |
|
Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,147.0 |
5,120.0 |
5,013.3 |
|
R3 |
5,092.0 |
5,065.0 |
4,998.1 |
|
R2 |
5,037.0 |
5,037.0 |
4,993.1 |
|
R1 |
5,010.0 |
5,010.0 |
4,988.0 |
5,023.5 |
PP |
4,982.0 |
4,982.0 |
4,982.0 |
4,988.8 |
S1 |
4,955.0 |
4,955.0 |
4,978.0 |
4,968.5 |
S2 |
4,927.0 |
4,927.0 |
4,972.9 |
|
S3 |
4,872.0 |
4,900.0 |
4,967.9 |
|
S4 |
4,817.0 |
4,845.0 |
4,952.8 |
|
|
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 |
4,953.0 |
153.0 |
3.1% |
81.4 |
1.6% |
20% |
False |
False |
837,689 |
10 |
5,106.0 |
4,881.0 |
225.0 |
4.5% |
71.7 |
1.4% |
45% |
False |
False |
743,709 |
20 |
5,106.0 |
4,757.0 |
349.0 |
7.0% |
67.1 |
1.3% |
65% |
False |
False |
549,742 |
40 |
5,106.0 |
4,644.0 |
462.0 |
9.3% |
57.6 |
1.2% |
73% |
False |
False |
275,590 |
60 |
5,114.0 |
4,525.0 |
589.0 |
11.8% |
58.8 |
1.2% |
78% |
False |
False |
183,966 |
80 |
5,119.0 |
4,525.0 |
594.0 |
11.9% |
51.1 |
1.0% |
77% |
False |
False |
138,076 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
43.0 |
0.9% |
59% |
False |
False |
110,461 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
35.9 |
0.7% |
59% |
False |
False |
92,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,242.8 |
2.618 |
5,153.0 |
1.618 |
5,098.0 |
1.000 |
5,064.0 |
0.618 |
5,043.0 |
HIGH |
5,009.0 |
0.618 |
4,988.0 |
0.500 |
4,981.5 |
0.382 |
4,975.0 |
LOW |
4,954.0 |
0.618 |
4,920.0 |
1.000 |
4,899.0 |
1.618 |
4,865.0 |
2.618 |
4,810.0 |
4.250 |
4,720.3 |
|
|
Fisher Pivots for day following 02-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
4,982.5 |
5,030.0 |
PP |
4,982.0 |
5,014.3 |
S1 |
4,981.5 |
4,998.7 |
|