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 |
5,807.00 |
5,760.25 |
-46.75 |
-0.8% |
5,762.00 |
High |
5,822.50 |
5,773.25 |
-49.25 |
-0.8% |
5,830.00 |
Low |
5,733.00 |
5,724.00 |
-9.00 |
-0.2% |
5,745.25 |
Close |
5,759.75 |
5,760.25 |
0.50 |
0.0% |
5,791.25 |
Range |
89.50 |
49.25 |
-40.25 |
-45.0% |
84.75 |
ATR |
68.64 |
67.25 |
-1.38 |
-2.0% |
0.00 |
Volume |
1,947,177 |
1,250,353 |
-696,824 |
-35.8% |
5,943,125 |
|
Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,900.25 |
5,879.50 |
5,787.25 |
|
R3 |
5,851.00 |
5,830.25 |
5,773.75 |
|
R2 |
5,801.75 |
5,801.75 |
5,769.25 |
|
R1 |
5,781.00 |
5,781.00 |
5,764.75 |
5,785.00 |
PP |
5,752.50 |
5,752.50 |
5,752.50 |
5,754.50 |
S1 |
5,731.75 |
5,731.75 |
5,755.75 |
5,735.50 |
S2 |
5,703.25 |
5,703.25 |
5,751.25 |
|
S3 |
5,654.00 |
5,682.50 |
5,746.75 |
|
S4 |
5,604.75 |
5,633.25 |
5,733.25 |
|
|
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 |
5,724.00 |
106.00 |
1.8% |
58.75 |
1.0% |
34% |
False |
True |
1,468,111 |
10 |
5,830.00 |
5,691.00 |
139.00 |
2.4% |
55.25 |
1.0% |
50% |
False |
False |
1,400,615 |
20 |
5,830.00 |
5,451.25 |
378.75 |
6.6% |
67.50 |
1.2% |
82% |
False |
False |
1,038,529 |
40 |
5,830.00 |
5,234.50 |
595.50 |
10.3% |
73.50 |
1.3% |
88% |
False |
False |
523,480 |
60 |
5,830.00 |
5,168.50 |
661.50 |
11.5% |
81.00 |
1.4% |
89% |
False |
False |
350,285 |
80 |
5,830.00 |
5,168.50 |
661.50 |
11.5% |
71.50 |
1.2% |
89% |
False |
False |
262,956 |
100 |
5,830.00 |
5,168.50 |
661.50 |
11.5% |
66.25 |
1.2% |
89% |
False |
False |
210,400 |
120 |
5,830.00 |
5,075.00 |
755.00 |
13.1% |
66.25 |
1.2% |
91% |
False |
False |
175,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,982.50 |
2.618 |
5,902.25 |
1.618 |
5,853.00 |
1.000 |
5,822.50 |
0.618 |
5,803.75 |
HIGH |
5,773.25 |
0.618 |
5,754.50 |
0.500 |
5,748.50 |
0.382 |
5,742.75 |
LOW |
5,724.00 |
0.618 |
5,693.50 |
1.000 |
5,674.75 |
1.618 |
5,644.25 |
2.618 |
5,595.00 |
4.250 |
5,514.75 |
|
|
Fisher Pivots for day following 02-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,756.50 |
5,773.25 |
PP |
5,752.50 |
5,769.00 |
S1 |
5,748.50 |
5,764.50 |
|