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 |
5,784.00 |
5,807.00 |
23.00 |
0.4% |
5,762.00 |
High |
5,820.25 |
5,822.50 |
2.25 |
0.0% |
5,830.00 |
Low |
5,756.25 |
5,733.00 |
-23.25 |
-0.4% |
5,745.25 |
Close |
5,814.25 |
5,759.75 |
-54.50 |
-0.9% |
5,791.25 |
Range |
64.00 |
89.50 |
25.50 |
39.8% |
84.75 |
ATR |
67.03 |
68.64 |
1.60 |
2.4% |
0.00 |
Volume |
1,502,729 |
1,947,177 |
444,448 |
29.6% |
5,943,125 |
|
Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,040.25 |
5,989.50 |
5,809.00 |
|
R3 |
5,950.75 |
5,900.00 |
5,784.25 |
|
R2 |
5,861.25 |
5,861.25 |
5,776.25 |
|
R1 |
5,810.50 |
5,810.50 |
5,768.00 |
5,791.00 |
PP |
5,771.75 |
5,771.75 |
5,771.75 |
5,762.00 |
S1 |
5,721.00 |
5,721.00 |
5,751.50 |
5,701.50 |
S2 |
5,682.25 |
5,682.25 |
5,743.25 |
|
S3 |
5,592.75 |
5,631.50 |
5,735.25 |
|
S4 |
5,503.25 |
5,542.00 |
5,710.50 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,043.00 |
6,002.00 |
5,837.75 |
|
R3 |
5,958.25 |
5,917.25 |
5,814.50 |
|
R2 |
5,873.50 |
5,873.50 |
5,806.75 |
|
R1 |
5,832.50 |
5,832.50 |
5,799.00 |
5,853.00 |
PP |
5,788.75 |
5,788.75 |
5,788.75 |
5,799.00 |
S1 |
5,747.75 |
5,747.75 |
5,783.50 |
5,768.25 |
S2 |
5,704.00 |
5,704.00 |
5,775.75 |
|
S3 |
5,619.25 |
5,663.00 |
5,768.00 |
|
S4 |
5,534.50 |
5,578.25 |
5,744.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,830.00 |
5,733.00 |
97.00 |
1.7% |
55.00 |
1.0% |
28% |
False |
True |
1,426,773 |
10 |
5,830.00 |
5,675.25 |
154.75 |
2.7% |
58.50 |
1.0% |
55% |
False |
False |
1,449,108 |
20 |
5,830.00 |
5,451.25 |
378.75 |
6.6% |
68.00 |
1.2% |
81% |
False |
False |
977,804 |
40 |
5,830.00 |
5,234.50 |
595.50 |
10.3% |
75.25 |
1.3% |
88% |
False |
False |
492,379 |
60 |
5,830.00 |
5,168.50 |
661.50 |
11.5% |
80.25 |
1.4% |
89% |
False |
False |
329,462 |
80 |
5,830.00 |
5,168.50 |
661.50 |
11.5% |
71.75 |
1.2% |
89% |
False |
False |
247,328 |
100 |
5,830.00 |
5,168.50 |
661.50 |
11.5% |
66.25 |
1.2% |
89% |
False |
False |
197,897 |
120 |
5,830.00 |
5,075.00 |
755.00 |
13.1% |
66.50 |
1.2% |
91% |
False |
False |
164,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,203.00 |
2.618 |
6,056.75 |
1.618 |
5,967.25 |
1.000 |
5,912.00 |
0.618 |
5,877.75 |
HIGH |
5,822.50 |
0.618 |
5,788.25 |
0.500 |
5,777.75 |
0.382 |
5,767.25 |
LOW |
5,733.00 |
0.618 |
5,677.75 |
1.000 |
5,643.50 |
1.618 |
5,588.25 |
2.618 |
5,498.75 |
4.250 |
5,352.50 |
|
|
Fisher Pivots for day following 01-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,777.75 |
5,777.75 |
PP |
5,771.75 |
5,771.75 |
S1 |
5,765.75 |
5,765.75 |
|