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 |
19,603.0 |
19,535.0 |
-68.0 |
-0.3% |
18,915.0 |
High |
19,646.0 |
19,611.0 |
-35.0 |
-0.2% |
19,663.0 |
Low |
19,471.0 |
19,285.0 |
-186.0 |
-1.0% |
18,851.0 |
Close |
19,503.0 |
19,356.0 |
-147.0 |
-0.8% |
19,647.0 |
Range |
175.0 |
326.0 |
151.0 |
86.3% |
812.0 |
ATR |
218.2 |
225.9 |
7.7 |
3.5% |
0.0 |
Volume |
42,281 |
54,450 |
12,169 |
28.8% |
209,758 |
|
Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,395.3 |
20,201.7 |
19,535.3 |
|
R3 |
20,069.3 |
19,875.7 |
19,445.7 |
|
R2 |
19,743.3 |
19,743.3 |
19,415.8 |
|
R1 |
19,549.7 |
19,549.7 |
19,385.9 |
19,483.5 |
PP |
19,417.3 |
19,417.3 |
19,417.3 |
19,384.3 |
S1 |
19,223.7 |
19,223.7 |
19,326.1 |
19,157.5 |
S2 |
19,091.3 |
19,091.3 |
19,296.2 |
|
S3 |
18,765.3 |
18,897.7 |
19,266.4 |
|
S4 |
18,439.3 |
18,571.7 |
19,176.7 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,823.0 |
21,547.0 |
20,093.6 |
|
R3 |
21,011.0 |
20,735.0 |
19,870.3 |
|
R2 |
20,199.0 |
20,199.0 |
19,795.9 |
|
R1 |
19,923.0 |
19,923.0 |
19,721.4 |
20,061.0 |
PP |
19,387.0 |
19,387.0 |
19,387.0 |
19,456.0 |
S1 |
19,111.0 |
19,111.0 |
19,572.6 |
19,249.0 |
S2 |
18,575.0 |
18,575.0 |
19,498.1 |
|
S3 |
17,763.0 |
18,299.0 |
19,423.7 |
|
S4 |
16,951.0 |
17,487.0 |
19,200.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,663.0 |
19,008.0 |
655.0 |
3.4% |
253.4 |
1.3% |
53% |
False |
False |
46,942 |
10 |
19,663.0 |
18,851.0 |
812.0 |
4.2% |
242.2 |
1.3% |
62% |
False |
False |
42,868 |
20 |
19,663.0 |
18,388.0 |
1,275.0 |
6.6% |
219.7 |
1.1% |
76% |
False |
False |
24,750 |
40 |
19,663.0 |
17,484.0 |
2,179.0 |
11.3% |
154.8 |
0.8% |
86% |
False |
False |
12,396 |
60 |
19,663.0 |
17,265.0 |
2,398.0 |
12.4% |
142.5 |
0.7% |
87% |
False |
False |
8,268 |
80 |
19,663.0 |
17,265.0 |
2,398.0 |
12.4% |
114.7 |
0.6% |
87% |
False |
False |
6,202 |
100 |
19,663.0 |
17,265.0 |
2,398.0 |
12.4% |
93.4 |
0.5% |
87% |
False |
False |
4,962 |
120 |
19,663.0 |
17,265.0 |
2,398.0 |
12.4% |
81.6 |
0.4% |
87% |
False |
False |
4,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,996.5 |
2.618 |
20,464.5 |
1.618 |
20,138.5 |
1.000 |
19,937.0 |
0.618 |
19,812.5 |
HIGH |
19,611.0 |
0.618 |
19,486.5 |
0.500 |
19,448.0 |
0.382 |
19,409.5 |
LOW |
19,285.0 |
0.618 |
19,083.5 |
1.000 |
18,959.0 |
1.618 |
18,757.5 |
2.618 |
18,431.5 |
4.250 |
17,899.5 |
|
|
Fisher Pivots for day following 01-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
19,448.0 |
19,474.0 |
PP |
19,417.3 |
19,434.7 |
S1 |
19,386.7 |
19,395.3 |
|