| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
19,965.50 |
20,220.00 |
254.50 |
1.3% |
20,198.50 |
| High |
20,263.75 |
20,267.25 |
3.50 |
0.0% |
20,331.75 |
| Low |
19,941.50 |
19,948.00 |
6.50 |
0.0% |
19,818.00 |
| Close |
20,227.25 |
19,992.75 |
-234.50 |
-1.2% |
20,227.25 |
| Range |
322.25 |
319.25 |
-3.00 |
-0.9% |
513.75 |
| ATR |
338.83 |
337.43 |
-1.40 |
-0.4% |
0.00 |
| Volume |
560,070 |
450,371 |
-109,699 |
-19.6% |
2,735,644 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,027.00 |
20,829.25 |
20,168.25 |
|
| R3 |
20,707.75 |
20,510.00 |
20,080.50 |
|
| R2 |
20,388.50 |
20,388.50 |
20,051.25 |
|
| R1 |
20,190.75 |
20,190.75 |
20,022.00 |
20,130.00 |
| PP |
20,069.25 |
20,069.25 |
20,069.25 |
20,039.00 |
| S1 |
19,871.50 |
19,871.50 |
19,963.50 |
19,810.75 |
| S2 |
19,750.00 |
19,750.00 |
19,934.25 |
|
| S3 |
19,430.75 |
19,552.25 |
19,905.00 |
|
| S4 |
19,111.50 |
19,233.00 |
19,817.25 |
|
|
| 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 |
2.6% |
334.75 |
1.7% |
34% |
False |
False |
535,116 |
| 10 |
20,538.00 |
19,818.00 |
720.00 |
3.6% |
294.50 |
1.5% |
24% |
False |
False |
499,358 |
| 20 |
20,538.00 |
18,773.25 |
1,764.75 |
8.8% |
317.00 |
1.6% |
69% |
False |
False |
405,986 |
| 40 |
20,538.00 |
18,562.00 |
1,976.00 |
9.9% |
347.50 |
1.7% |
72% |
False |
False |
204,498 |
| 60 |
21,049.00 |
17,552.75 |
3,496.25 |
17.5% |
406.50 |
2.0% |
70% |
False |
False |
137,092 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
371.50 |
1.9% |
66% |
False |
False |
103,025 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
342.50 |
1.7% |
66% |
False |
False |
82,434 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
18.4% |
328.75 |
1.6% |
66% |
False |
False |
68,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,624.00 |
|
2.618 |
21,103.00 |
|
1.618 |
20,783.75 |
|
1.000 |
20,586.50 |
|
0.618 |
20,464.50 |
|
HIGH |
20,267.25 |
|
0.618 |
20,145.25 |
|
0.500 |
20,107.50 |
|
0.382 |
20,070.00 |
|
LOW |
19,948.00 |
|
0.618 |
19,750.75 |
|
1.000 |
19,628.75 |
|
1.618 |
19,431.50 |
|
2.618 |
19,112.25 |
|
4.250 |
18,591.25 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
20,107.50 |
20,059.50 |
| PP |
20,069.25 |
20,037.25 |
| S1 |
20,031.00 |
20,015.00 |
|