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 |
20,234.25 |
19,975.25 |
-259.00 |
-1.3% |
20,040.00 |
High |
20,331.75 |
20,090.25 |
-241.50 |
-1.2% |
20,538.00 |
Low |
19,818.00 |
19,833.50 |
15.50 |
0.1% |
19,953.00 |
Close |
19,975.00 |
20,009.75 |
34.75 |
0.2% |
20,221.50 |
Range |
513.75 |
256.75 |
-257.00 |
-50.0% |
585.00 |
ATR |
353.01 |
346.13 |
-6.88 |
-1.9% |
0.00 |
Volume |
662,776 |
475,599 |
-187,177 |
-28.2% |
2,202,512 |
|
Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,748.00 |
20,635.75 |
20,151.00 |
|
R3 |
20,491.25 |
20,379.00 |
20,080.25 |
|
R2 |
20,234.50 |
20,234.50 |
20,056.75 |
|
R1 |
20,122.25 |
20,122.25 |
20,033.25 |
20,178.50 |
PP |
19,977.75 |
19,977.75 |
19,977.75 |
20,006.00 |
S1 |
19,865.50 |
19,865.50 |
19,986.25 |
19,921.50 |
S2 |
19,721.00 |
19,721.00 |
19,962.75 |
|
S3 |
19,464.25 |
19,608.75 |
19,939.25 |
|
S4 |
19,207.50 |
19,352.00 |
19,868.50 |
|
|
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% |
314.75 |
1.6% |
27% |
False |
False |
518,839 |
10 |
20,538.00 |
19,636.75 |
901.25 |
4.5% |
304.25 |
1.5% |
41% |
False |
False |
494,652 |
20 |
20,538.00 |
18,562.00 |
1,976.00 |
9.9% |
338.25 |
1.7% |
73% |
False |
False |
330,395 |
40 |
20,538.00 |
17,953.25 |
2,584.75 |
12.9% |
371.50 |
1.9% |
80% |
False |
False |
166,232 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
412.00 |
2.1% |
67% |
False |
False |
111,543 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
370.00 |
1.8% |
67% |
False |
False |
83,813 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
337.75 |
1.7% |
67% |
False |
False |
67,063 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
329.75 |
1.6% |
67% |
False |
False |
55,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,181.50 |
2.618 |
20,762.50 |
1.618 |
20,505.75 |
1.000 |
20,347.00 |
0.618 |
20,249.00 |
HIGH |
20,090.25 |
0.618 |
19,992.25 |
0.500 |
19,962.00 |
0.382 |
19,931.50 |
LOW |
19,833.50 |
0.618 |
19,674.75 |
1.000 |
19,576.75 |
1.618 |
19,418.00 |
2.618 |
19,161.25 |
4.250 |
18,742.25 |
|
|
Fisher Pivots for day following 02-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
19,993.75 |
20,075.00 |
PP |
19,977.75 |
20,053.25 |
S1 |
19,962.00 |
20,031.50 |
|