| 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 |
8,362.5 |
8,300.0 |
-62.5 |
-0.7% |
8,263.5 |
| High |
8,386.5 |
8,354.0 |
-32.5 |
-0.4% |
8,390.0 |
| Low |
8,276.0 |
8,274.5 |
-1.5 |
0.0% |
8,259.0 |
| Close |
8,288.5 |
8,327.0 |
38.5 |
0.5% |
8,376.0 |
| Range |
110.5 |
79.5 |
-31.0 |
-28.1% |
131.0 |
| ATR |
81.3 |
81.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
89,408 |
98,994 |
9,586 |
10.7% |
384,367 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,557.0 |
8,521.5 |
8,370.5 |
|
| R3 |
8,477.5 |
8,442.0 |
8,349.0 |
|
| R2 |
8,398.0 |
8,398.0 |
8,341.5 |
|
| R1 |
8,362.5 |
8,362.5 |
8,334.5 |
8,380.0 |
| PP |
8,318.5 |
8,318.5 |
8,318.5 |
8,327.5 |
| S1 |
8,283.0 |
8,283.0 |
8,319.5 |
8,301.0 |
| S2 |
8,239.0 |
8,239.0 |
8,312.5 |
|
| S3 |
8,159.5 |
8,203.5 |
8,305.0 |
|
| S4 |
8,080.0 |
8,124.0 |
8,283.5 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,734.5 |
8,686.5 |
8,448.0 |
|
| R3 |
8,603.5 |
8,555.5 |
8,412.0 |
|
| R2 |
8,472.5 |
8,472.5 |
8,400.0 |
|
| R1 |
8,424.5 |
8,424.5 |
8,388.0 |
8,448.5 |
| PP |
8,341.5 |
8,341.5 |
8,341.5 |
8,354.0 |
| S1 |
8,293.5 |
8,293.5 |
8,364.0 |
8,317.5 |
| S2 |
8,210.5 |
8,210.5 |
8,352.0 |
|
| S3 |
8,079.5 |
8,162.5 |
8,340.0 |
|
| S4 |
7,948.5 |
8,031.5 |
8,304.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,390.0 |
8,274.5 |
115.5 |
1.4% |
83.0 |
1.0% |
45% |
False |
True |
85,000 |
| 10 |
8,430.0 |
8,252.0 |
178.0 |
2.1% |
83.5 |
1.0% |
42% |
False |
False |
91,383 |
| 20 |
8,430.0 |
8,236.0 |
194.0 |
2.3% |
82.0 |
1.0% |
47% |
False |
False |
76,269 |
| 40 |
8,497.5 |
8,001.0 |
496.5 |
6.0% |
57.5 |
0.7% |
66% |
False |
False |
38,147 |
| 60 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
59.0 |
0.7% |
68% |
False |
False |
25,436 |
| 80 |
8,497.5 |
7,957.0 |
540.5 |
6.5% |
53.0 |
0.6% |
68% |
False |
False |
19,080 |
| 100 |
8,549.5 |
7,957.0 |
592.5 |
7.1% |
42.5 |
0.5% |
62% |
False |
False |
15,264 |
| 120 |
8,549.5 |
7,914.5 |
635.0 |
7.6% |
35.0 |
0.4% |
65% |
False |
False |
12,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,692.0 |
|
2.618 |
8,562.0 |
|
1.618 |
8,482.5 |
|
1.000 |
8,433.5 |
|
0.618 |
8,403.0 |
|
HIGH |
8,354.0 |
|
0.618 |
8,323.5 |
|
0.500 |
8,314.0 |
|
0.382 |
8,305.0 |
|
LOW |
8,274.5 |
|
0.618 |
8,225.5 |
|
1.000 |
8,195.0 |
|
1.618 |
8,146.0 |
|
2.618 |
8,066.5 |
|
4.250 |
7,936.5 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,323.0 |
8,332.0 |
| PP |
8,318.5 |
8,330.5 |
| S1 |
8,314.0 |
8,329.0 |
|