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 |
20,055.50 |
19,965.50 |
-90.00 |
-0.4% |
20,198.50 |
High |
20,113.75 |
20,263.75 |
150.00 |
0.7% |
20,331.75 |
Low |
19,852.00 |
19,941.50 |
89.50 |
0.5% |
19,818.00 |
Close |
19,990.25 |
20,227.25 |
237.00 |
1.2% |
20,227.25 |
Range |
261.75 |
322.25 |
60.50 |
23.1% |
513.75 |
ATR |
340.11 |
338.83 |
-1.28 |
-0.4% |
0.00 |
Volume |
526,765 |
560,070 |
33,305 |
6.3% |
2,735,644 |
|
Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,111.00 |
20,991.25 |
20,404.50 |
|
R3 |
20,788.75 |
20,669.00 |
20,315.75 |
|
R2 |
20,466.50 |
20,466.50 |
20,286.25 |
|
R1 |
20,346.75 |
20,346.75 |
20,256.75 |
20,406.50 |
PP |
20,144.25 |
20,144.25 |
20,144.25 |
20,174.00 |
S1 |
20,024.50 |
20,024.50 |
20,197.75 |
20,084.50 |
S2 |
19,822.00 |
19,822.00 |
20,168.25 |
|
S3 |
19,499.75 |
19,702.25 |
20,138.75 |
|
S4 |
19,177.50 |
19,380.00 |
20,050.00 |
|
|
Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,667.00 |
21,460.75 |
20,509.75 |
|
R3 |
21,153.25 |
20,947.00 |
20,368.50 |
|
R2 |
20,639.50 |
20,639.50 |
20,321.50 |
|
R1 |
20,433.25 |
20,433.25 |
20,274.25 |
20,536.50 |
PP |
20,125.75 |
20,125.75 |
20,125.75 |
20,177.25 |
S1 |
19,919.50 |
19,919.50 |
20,180.25 |
20,022.50 |
S2 |
19,612.00 |
19,612.00 |
20,133.00 |
|
S3 |
19,098.25 |
19,405.75 |
20,086.00 |
|
S4 |
18,584.50 |
18,892.00 |
19,944.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,331.75 |
19,818.00 |
513.75 |
2.5% |
317.00 |
1.6% |
80% |
False |
False |
547,128 |
10 |
20,538.00 |
19,818.00 |
720.00 |
3.6% |
283.50 |
1.4% |
57% |
False |
False |
493,815 |
20 |
20,538.00 |
18,589.50 |
1,948.50 |
9.6% |
319.50 |
1.6% |
84% |
False |
False |
383,920 |
40 |
20,538.00 |
18,562.00 |
1,976.00 |
9.8% |
346.75 |
1.7% |
84% |
False |
False |
193,270 |
60 |
21,049.00 |
17,552.75 |
3,496.25 |
17.3% |
407.75 |
2.0% |
76% |
False |
False |
129,609 |
80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
372.50 |
1.8% |
73% |
False |
False |
97,397 |
100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
341.25 |
1.7% |
73% |
False |
False |
77,930 |
120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.2% |
327.50 |
1.6% |
73% |
False |
False |
64,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,633.25 |
2.618 |
21,107.50 |
1.618 |
20,785.25 |
1.000 |
20,586.00 |
0.618 |
20,463.00 |
HIGH |
20,263.75 |
0.618 |
20,140.75 |
0.500 |
20,102.50 |
0.382 |
20,064.50 |
LOW |
19,941.50 |
0.618 |
19,742.25 |
1.000 |
19,619.25 |
1.618 |
19,420.00 |
2.618 |
19,097.75 |
4.250 |
18,572.00 |
|
|
Fisher Pivots for day following 04-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
20,185.75 |
20,167.75 |
PP |
20,144.25 |
20,108.25 |
S1 |
20,102.50 |
20,048.50 |
|