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 |
20,198.50 |
20,234.25 |
35.75 |
0.2% |
20,040.00 |
High |
20,287.00 |
20,331.75 |
44.75 |
0.2% |
20,538.00 |
Low |
20,056.00 |
19,818.00 |
-238.00 |
-1.2% |
19,953.00 |
Close |
20,261.25 |
19,975.00 |
-286.25 |
-1.4% |
20,221.50 |
Range |
231.00 |
513.75 |
282.75 |
122.4% |
585.00 |
ATR |
340.64 |
353.01 |
12.36 |
3.6% |
0.00 |
Volume |
510,434 |
662,776 |
152,342 |
29.8% |
2,202,512 |
|
Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,582.75 |
21,292.75 |
20,257.50 |
|
R3 |
21,069.00 |
20,779.00 |
20,116.25 |
|
R2 |
20,555.25 |
20,555.25 |
20,069.25 |
|
R1 |
20,265.25 |
20,265.25 |
20,022.00 |
20,153.50 |
PP |
20,041.50 |
20,041.50 |
20,041.50 |
19,985.75 |
S1 |
19,751.50 |
19,751.50 |
19,928.00 |
19,639.50 |
S2 |
19,527.75 |
19,527.75 |
19,880.75 |
|
S3 |
19,014.00 |
19,237.75 |
19,833.75 |
|
S4 |
18,500.25 |
18,724.00 |
19,692.50 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,992.50 |
21,692.00 |
20,543.25 |
|
R3 |
21,407.50 |
21,107.00 |
20,382.50 |
|
R2 |
20,822.50 |
20,822.50 |
20,328.75 |
|
R1 |
20,522.00 |
20,522.00 |
20,275.00 |
20,672.25 |
PP |
20,237.50 |
20,237.50 |
20,237.50 |
20,312.50 |
S1 |
19,937.00 |
19,937.00 |
20,168.00 |
20,087.25 |
S2 |
19,652.50 |
19,652.50 |
20,114.25 |
|
S3 |
19,067.50 |
19,352.00 |
20,060.50 |
|
S4 |
18,482.50 |
18,767.00 |
19,899.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,538.00 |
19,818.00 |
720.00 |
3.6% |
304.75 |
1.5% |
22% |
False |
True |
504,729 |
10 |
20,538.00 |
19,558.00 |
980.00 |
4.9% |
312.75 |
1.6% |
43% |
False |
False |
503,051 |
20 |
20,538.00 |
18,562.00 |
1,976.00 |
9.9% |
339.75 |
1.7% |
72% |
False |
False |
306,935 |
40 |
20,538.00 |
17,953.25 |
2,584.75 |
12.9% |
378.00 |
1.9% |
78% |
False |
False |
154,395 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.5% |
410.25 |
2.1% |
66% |
False |
False |
103,630 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.5% |
369.50 |
1.9% |
66% |
False |
False |
77,870 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.5% |
336.50 |
1.7% |
66% |
False |
False |
62,307 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.5% |
331.00 |
1.7% |
66% |
False |
False |
51,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,515.25 |
2.618 |
21,676.75 |
1.618 |
21,163.00 |
1.000 |
20,845.50 |
0.618 |
20,649.25 |
HIGH |
20,331.75 |
0.618 |
20,135.50 |
0.500 |
20,075.00 |
0.382 |
20,014.25 |
LOW |
19,818.00 |
0.618 |
19,500.50 |
1.000 |
19,304.25 |
1.618 |
18,986.75 |
2.618 |
18,473.00 |
4.250 |
17,634.50 |
|
|
Fisher Pivots for day following 01-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
20,075.00 |
20,107.00 |
PP |
20,041.50 |
20,063.00 |
S1 |
20,008.25 |
20,019.00 |
|