Trading Metrics calculated at close of trading on 07-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
4,940.0 |
5,002.0 |
62.0 |
1.3% |
5,090.0 |
High |
5,004.0 |
5,013.0 |
9.0 |
0.2% |
5,106.0 |
Low |
4,932.0 |
4,952.0 |
20.0 |
0.4% |
4,929.0 |
Close |
4,980.0 |
4,990.0 |
10.0 |
0.2% |
4,980.0 |
Range |
72.0 |
61.0 |
-11.0 |
-15.3% |
177.0 |
ATR |
68.3 |
67.8 |
-0.5 |
-0.8% |
0.0 |
Volume |
600,093 |
488,537 |
-111,556 |
-18.6% |
3,580,357 |
|
Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,168.0 |
5,140.0 |
5,023.6 |
|
R3 |
5,107.0 |
5,079.0 |
5,006.8 |
|
R2 |
5,046.0 |
5,046.0 |
5,001.2 |
|
R1 |
5,018.0 |
5,018.0 |
4,995.6 |
5,001.5 |
PP |
4,985.0 |
4,985.0 |
4,985.0 |
4,976.8 |
S1 |
4,957.0 |
4,957.0 |
4,984.4 |
4,940.5 |
S2 |
4,924.0 |
4,924.0 |
4,978.8 |
|
S3 |
4,863.0 |
4,896.0 |
4,973.2 |
|
S4 |
4,802.0 |
4,835.0 |
4,956.5 |
|
|
Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,536.0 |
5,435.0 |
5,077.4 |
|
R3 |
5,359.0 |
5,258.0 |
5,028.7 |
|
R2 |
5,182.0 |
5,182.0 |
5,012.5 |
|
R1 |
5,081.0 |
5,081.0 |
4,996.2 |
5,043.0 |
PP |
5,005.0 |
5,005.0 |
5,005.0 |
4,986.0 |
S1 |
4,904.0 |
4,904.0 |
4,963.8 |
4,866.0 |
S2 |
4,828.0 |
4,828.0 |
4,947.6 |
|
S3 |
4,651.0 |
4,727.0 |
4,931.3 |
|
S4 |
4,474.0 |
4,550.0 |
4,882.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,048.0 |
4,929.0 |
119.0 |
2.4% |
66.0 |
1.3% |
51% |
False |
False |
657,142 |
10 |
5,106.0 |
4,915.0 |
191.0 |
3.8% |
68.8 |
1.4% |
39% |
False |
False |
707,675 |
20 |
5,106.0 |
4,757.0 |
349.0 |
7.0% |
65.7 |
1.3% |
67% |
False |
False |
630,280 |
40 |
5,106.0 |
4,711.0 |
395.0 |
7.9% |
57.8 |
1.2% |
71% |
False |
False |
318,563 |
60 |
5,106.0 |
4,525.0 |
581.0 |
11.6% |
59.6 |
1.2% |
80% |
False |
False |
212,666 |
80 |
5,114.0 |
4,525.0 |
589.0 |
11.8% |
53.0 |
1.1% |
79% |
False |
False |
159,589 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
44.9 |
0.9% |
59% |
False |
False |
127,681 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
37.4 |
0.7% |
59% |
False |
False |
106,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,272.3 |
2.618 |
5,172.7 |
1.618 |
5,111.7 |
1.000 |
5,074.0 |
0.618 |
5,050.7 |
HIGH |
5,013.0 |
0.618 |
4,989.7 |
0.500 |
4,982.5 |
0.382 |
4,975.3 |
LOW |
4,952.0 |
0.618 |
4,914.3 |
1.000 |
4,891.0 |
1.618 |
4,853.3 |
2.618 |
4,792.3 |
4.250 |
4,692.8 |
|
|
Fisher Pivots for day following 07-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
4,987.5 |
4,983.7 |
PP |
4,985.0 |
4,977.3 |
S1 |
4,982.5 |
4,971.0 |
|