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 |
19,975.25 |
20,055.50 |
80.25 |
0.4% |
20,040.00 |
High |
20,090.25 |
20,113.75 |
23.50 |
0.1% |
20,538.00 |
Low |
19,833.50 |
19,852.00 |
18.50 |
0.1% |
19,953.00 |
Close |
20,009.75 |
19,990.25 |
-19.50 |
-0.1% |
20,221.50 |
Range |
256.75 |
261.75 |
5.00 |
1.9% |
585.00 |
ATR |
346.13 |
340.11 |
-6.03 |
-1.7% |
0.00 |
Volume |
475,599 |
526,765 |
51,166 |
10.8% |
2,202,512 |
|
Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,770.50 |
20,642.25 |
20,134.25 |
|
R3 |
20,508.75 |
20,380.50 |
20,062.25 |
|
R2 |
20,247.00 |
20,247.00 |
20,038.25 |
|
R1 |
20,118.75 |
20,118.75 |
20,014.25 |
20,052.00 |
PP |
19,985.25 |
19,985.25 |
19,985.25 |
19,952.00 |
S1 |
19,857.00 |
19,857.00 |
19,966.25 |
19,790.25 |
S2 |
19,723.50 |
19,723.50 |
19,942.25 |
|
S3 |
19,461.75 |
19,595.25 |
19,918.25 |
|
S4 |
19,200.00 |
19,333.50 |
19,846.25 |
|
|
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 |
20,395.75 |
19,818.00 |
577.75 |
2.9% |
297.25 |
1.5% |
30% |
False |
False |
522,241 |
10 |
20,538.00 |
19,818.00 |
720.00 |
3.6% |
273.75 |
1.4% |
24% |
False |
False |
485,773 |
20 |
20,538.00 |
18,562.00 |
1,976.00 |
9.9% |
335.00 |
1.7% |
72% |
False |
False |
356,441 |
40 |
20,538.00 |
17,953.25 |
2,584.75 |
12.9% |
360.00 |
1.8% |
79% |
False |
False |
179,342 |
60 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
412.50 |
2.1% |
66% |
False |
False |
120,305 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
371.50 |
1.9% |
66% |
False |
False |
90,397 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
339.00 |
1.7% |
66% |
False |
False |
72,330 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
329.00 |
1.6% |
66% |
False |
False |
60,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,226.25 |
2.618 |
20,799.00 |
1.618 |
20,537.25 |
1.000 |
20,375.50 |
0.618 |
20,275.50 |
HIGH |
20,113.75 |
0.618 |
20,013.75 |
0.500 |
19,983.00 |
0.382 |
19,952.00 |
LOW |
19,852.00 |
0.618 |
19,690.25 |
1.000 |
19,590.25 |
1.618 |
19,428.50 |
2.618 |
19,166.75 |
4.250 |
18,739.50 |
|
|
Fisher Pivots for day following 03-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
19,987.75 |
20,075.00 |
PP |
19,985.25 |
20,046.75 |
S1 |
19,983.00 |
20,018.50 |
|