Trading Metrics calculated at close of trading on 09-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
5,752.50 |
5,799.25 |
46.75 |
0.8% |
5,784.00 |
High |
5,806.75 |
5,846.50 |
39.75 |
0.7% |
5,822.50 |
Low |
5,725.25 |
5,780.75 |
55.50 |
1.0% |
5,724.00 |
Close |
5,800.50 |
5,841.25 |
40.75 |
0.7% |
5,800.00 |
Range |
81.50 |
65.75 |
-15.75 |
-19.3% |
98.50 |
ATR |
67.33 |
67.22 |
-0.11 |
-0.2% |
0.00 |
Volume |
1,172,261 |
1,113,875 |
-58,386 |
-5.0% |
7,582,333 |
|
Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,020.00 |
5,996.50 |
5,877.50 |
|
R3 |
5,954.25 |
5,930.75 |
5,859.25 |
|
R2 |
5,888.50 |
5,888.50 |
5,853.25 |
|
R1 |
5,865.00 |
5,865.00 |
5,847.25 |
5,876.75 |
PP |
5,822.75 |
5,822.75 |
5,822.75 |
5,828.75 |
S1 |
5,799.25 |
5,799.25 |
5,835.25 |
5,811.00 |
S2 |
5,757.00 |
5,757.00 |
5,829.25 |
|
S3 |
5,691.25 |
5,733.50 |
5,823.25 |
|
S4 |
5,625.50 |
5,667.75 |
5,805.00 |
|
|
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 |
5,846.50 |
5,725.25 |
121.25 |
2.1% |
66.25 |
1.1% |
96% |
True |
False |
1,275,915 |
10 |
5,846.50 |
5,724.00 |
122.50 |
2.1% |
62.50 |
1.1% |
96% |
True |
False |
1,372,013 |
20 |
5,846.50 |
5,600.25 |
246.25 |
4.2% |
58.50 |
1.0% |
98% |
True |
False |
1,340,172 |
40 |
5,846.50 |
5,451.25 |
395.25 |
6.8% |
68.00 |
1.2% |
99% |
True |
False |
682,290 |
60 |
5,846.50 |
5,168.50 |
678.00 |
11.6% |
81.00 |
1.4% |
99% |
True |
False |
456,490 |
80 |
5,846.50 |
5,168.50 |
678.00 |
11.6% |
72.75 |
1.2% |
99% |
True |
False |
342,680 |
100 |
5,846.50 |
5,168.50 |
678.00 |
11.6% |
67.75 |
1.2% |
99% |
True |
False |
274,189 |
120 |
5,846.50 |
5,075.00 |
771.50 |
13.2% |
65.75 |
1.1% |
99% |
True |
False |
228,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,126.00 |
2.618 |
6,018.75 |
1.618 |
5,953.00 |
1.000 |
5,912.25 |
0.618 |
5,887.25 |
HIGH |
5,846.50 |
0.618 |
5,821.50 |
0.500 |
5,813.50 |
0.382 |
5,805.75 |
LOW |
5,780.75 |
0.618 |
5,740.00 |
1.000 |
5,715.00 |
1.618 |
5,674.25 |
2.618 |
5,608.50 |
4.250 |
5,501.25 |
|
|
Fisher Pivots for day following 09-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,832.00 |
5,822.75 |
PP |
5,822.75 |
5,804.25 |
S1 |
5,813.50 |
5,786.00 |
|