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 |
4,982.0 |
4,979.0 |
-3.0 |
-0.1% |
4,902.0 |
High |
5,009.0 |
4,979.0 |
-30.0 |
-0.6% |
5,101.0 |
Low |
4,954.0 |
4,929.0 |
-25.0 |
-0.5% |
4,881.0 |
Close |
4,983.0 |
4,938.0 |
-45.0 |
-0.9% |
5,097.0 |
Range |
55.0 |
50.0 |
-5.0 |
-9.1% |
220.0 |
ATR |
69.1 |
68.0 |
-1.1 |
-1.6% |
0.0 |
Volume |
706,244 |
633,415 |
-72,829 |
-10.3% |
3,451,162 |
|
Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,098.7 |
5,068.3 |
4,965.5 |
|
R3 |
5,048.7 |
5,018.3 |
4,951.8 |
|
R2 |
4,998.7 |
4,998.7 |
4,947.2 |
|
R1 |
4,968.3 |
4,968.3 |
4,942.6 |
4,958.5 |
PP |
4,948.7 |
4,948.7 |
4,948.7 |
4,943.8 |
S1 |
4,918.3 |
4,918.3 |
4,933.4 |
4,908.5 |
S2 |
4,898.7 |
4,898.7 |
4,928.8 |
|
S3 |
4,848.7 |
4,868.3 |
4,924.3 |
|
S4 |
4,798.7 |
4,818.3 |
4,910.5 |
|
|
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 |
4,929.0 |
177.0 |
3.6% |
66.8 |
1.4% |
5% |
False |
True |
757,235 |
10 |
5,106.0 |
4,881.0 |
225.0 |
4.6% |
67.1 |
1.4% |
25% |
False |
False |
724,408 |
20 |
5,106.0 |
4,757.0 |
349.0 |
7.1% |
67.2 |
1.4% |
52% |
False |
False |
580,523 |
40 |
5,106.0 |
4,656.0 |
450.0 |
9.1% |
56.9 |
1.2% |
63% |
False |
False |
291,423 |
60 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
58.7 |
1.2% |
70% |
False |
False |
194,523 |
80 |
5,114.0 |
4,525.0 |
589.0 |
11.9% |
51.4 |
1.0% |
70% |
False |
False |
145,993 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
43.5 |
0.9% |
53% |
False |
False |
116,795 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.8% |
36.3 |
0.7% |
53% |
False |
False |
97,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,191.5 |
2.618 |
5,109.9 |
1.618 |
5,059.9 |
1.000 |
5,029.0 |
0.618 |
5,009.9 |
HIGH |
4,979.0 |
0.618 |
4,959.9 |
0.500 |
4,954.0 |
0.382 |
4,948.1 |
LOW |
4,929.0 |
0.618 |
4,898.1 |
1.000 |
4,879.0 |
1.618 |
4,848.1 |
2.618 |
4,798.1 |
4.250 |
4,716.5 |
|
|
Fisher Pivots for day following 03-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
4,954.0 |
4,988.5 |
PP |
4,948.7 |
4,971.7 |
S1 |
4,943.3 |
4,954.8 |
|