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 |
5,760.25 |
5,769.50 |
9.25 |
0.2% |
5,762.00 |
High |
5,773.25 |
5,772.75 |
-0.50 |
0.0% |
5,830.00 |
Low |
5,724.00 |
5,725.75 |
1.75 |
0.0% |
5,745.25 |
Close |
5,760.25 |
5,749.50 |
-10.75 |
-0.2% |
5,791.25 |
Range |
49.25 |
47.00 |
-2.25 |
-4.6% |
84.75 |
ATR |
67.25 |
65.81 |
-1.45 |
-2.2% |
0.00 |
Volume |
1,250,353 |
1,421,429 |
171,076 |
13.7% |
5,943,125 |
|
Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,890.25 |
5,867.00 |
5,775.25 |
|
R3 |
5,843.25 |
5,820.00 |
5,762.50 |
|
R2 |
5,796.25 |
5,796.25 |
5,758.00 |
|
R1 |
5,773.00 |
5,773.00 |
5,753.75 |
5,761.00 |
PP |
5,749.25 |
5,749.25 |
5,749.25 |
5,743.50 |
S1 |
5,726.00 |
5,726.00 |
5,745.25 |
5,714.00 |
S2 |
5,702.25 |
5,702.25 |
5,741.00 |
|
S3 |
5,655.25 |
5,679.00 |
5,736.50 |
|
S4 |
5,608.25 |
5,632.00 |
5,723.75 |
|
|
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 |
5,822.50 |
5,724.00 |
98.50 |
1.7% |
57.75 |
1.0% |
26% |
False |
False |
1,480,392 |
10 |
5,830.00 |
5,724.00 |
106.00 |
1.8% |
49.50 |
0.9% |
24% |
False |
False |
1,368,846 |
20 |
5,830.00 |
5,451.25 |
378.75 |
6.6% |
66.50 |
1.2% |
79% |
False |
False |
1,107,962 |
40 |
5,830.00 |
5,234.50 |
595.50 |
10.4% |
70.50 |
1.2% |
86% |
False |
False |
558,795 |
60 |
5,830.00 |
5,168.50 |
661.50 |
11.5% |
80.75 |
1.4% |
88% |
False |
False |
373,954 |
80 |
5,830.00 |
5,168.50 |
661.50 |
11.5% |
71.75 |
1.2% |
88% |
False |
False |
280,722 |
100 |
5,830.00 |
5,168.50 |
661.50 |
11.5% |
66.50 |
1.2% |
88% |
False |
False |
224,614 |
120 |
5,830.00 |
5,075.00 |
755.00 |
13.1% |
65.75 |
1.1% |
89% |
False |
False |
187,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,972.50 |
2.618 |
5,895.75 |
1.618 |
5,848.75 |
1.000 |
5,819.75 |
0.618 |
5,801.75 |
HIGH |
5,772.75 |
0.618 |
5,754.75 |
0.500 |
5,749.25 |
0.382 |
5,743.75 |
LOW |
5,725.75 |
0.618 |
5,696.75 |
1.000 |
5,678.75 |
1.618 |
5,649.75 |
2.618 |
5,602.75 |
4.250 |
5,526.00 |
|
|
Fisher Pivots for day following 03-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,749.50 |
5,773.25 |
PP |
5,749.25 |
5,765.25 |
S1 |
5,749.25 |
5,757.50 |
|