Trading Metrics calculated at close of trading on 04-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
5,769.50 |
5,745.75 |
-23.75 |
-0.4% |
5,784.00 |
High |
5,772.75 |
5,804.75 |
32.00 |
0.6% |
5,822.50 |
Low |
5,725.75 |
5,741.00 |
15.25 |
0.3% |
5,724.00 |
Close |
5,749.50 |
5,800.00 |
50.50 |
0.9% |
5,800.00 |
Range |
47.00 |
63.75 |
16.75 |
35.6% |
98.50 |
ATR |
65.81 |
65.66 |
-0.15 |
-0.2% |
0.00 |
Volume |
1,421,429 |
1,460,645 |
39,216 |
2.8% |
7,582,333 |
|
Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,973.25 |
5,950.25 |
5,835.00 |
|
R3 |
5,909.50 |
5,886.50 |
5,817.50 |
|
R2 |
5,845.75 |
5,845.75 |
5,811.75 |
|
R1 |
5,822.75 |
5,822.75 |
5,805.75 |
5,834.25 |
PP |
5,782.00 |
5,782.00 |
5,782.00 |
5,787.50 |
S1 |
5,759.00 |
5,759.00 |
5,794.25 |
5,770.50 |
S2 |
5,718.25 |
5,718.25 |
5,788.25 |
|
S3 |
5,654.50 |
5,695.25 |
5,782.50 |
|
S4 |
5,590.75 |
5,631.50 |
5,765.00 |
|
|
Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,077.75 |
6,037.25 |
5,854.25 |
|
R3 |
5,979.25 |
5,938.75 |
5,827.00 |
|
R2 |
5,880.75 |
5,880.75 |
5,818.00 |
|
R1 |
5,840.25 |
5,840.25 |
5,809.00 |
5,860.50 |
PP |
5,782.25 |
5,782.25 |
5,782.25 |
5,792.25 |
S1 |
5,741.75 |
5,741.75 |
5,791.00 |
5,762.00 |
S2 |
5,683.75 |
5,683.75 |
5,782.00 |
|
S3 |
5,585.25 |
5,643.25 |
5,773.00 |
|
S4 |
5,486.75 |
5,544.75 |
5,745.75 |
|
|
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% |
62.75 |
1.1% |
77% |
False |
False |
1,516,466 |
10 |
5,830.00 |
5,724.00 |
106.00 |
1.8% |
51.50 |
0.9% |
72% |
False |
False |
1,352,545 |
20 |
5,830.00 |
5,463.00 |
367.00 |
6.3% |
62.50 |
1.1% |
92% |
False |
False |
1,177,499 |
40 |
5,830.00 |
5,375.50 |
454.50 |
7.8% |
67.50 |
1.2% |
93% |
False |
False |
595,148 |
60 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
80.50 |
1.4% |
95% |
False |
False |
398,261 |
80 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
72.00 |
1.2% |
95% |
False |
False |
298,978 |
100 |
5,830.00 |
5,168.50 |
661.50 |
11.4% |
67.00 |
1.2% |
95% |
False |
False |
239,220 |
120 |
5,830.00 |
5,075.00 |
755.00 |
13.0% |
65.50 |
1.1% |
96% |
False |
False |
199,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,075.75 |
2.618 |
5,971.75 |
1.618 |
5,908.00 |
1.000 |
5,868.50 |
0.618 |
5,844.25 |
HIGH |
5,804.75 |
0.618 |
5,780.50 |
0.500 |
5,773.00 |
0.382 |
5,765.25 |
LOW |
5,741.00 |
0.618 |
5,701.50 |
1.000 |
5,677.25 |
1.618 |
5,637.75 |
2.618 |
5,574.00 |
4.250 |
5,470.00 |
|
|
Fisher Pivots for day following 04-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,791.00 |
5,788.00 |
PP |
5,782.00 |
5,776.25 |
S1 |
5,773.00 |
5,764.50 |
|