Trading Metrics calculated at close of trading on 02-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
2,677.7 |
2,706.2 |
28.5 |
1.1% |
2,667.7 |
High |
2,716.7 |
2,706.6 |
-10.1 |
-0.4% |
2,730.0 |
Low |
2,677.0 |
2,684.7 |
7.7 |
0.3% |
2,660.6 |
Close |
2,712.5 |
2,692.0 |
-20.5 |
-0.8% |
2,689.9 |
Range |
39.7 |
21.9 |
-17.8 |
-44.8% |
69.4 |
ATR |
33.7 |
33.3 |
-0.4 |
-1.2% |
0.0 |
Volume |
8,055 |
3,107 |
-4,948 |
-61.4% |
27,380 |
|
Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,760.1 |
2,748.0 |
2,704.0 |
|
R3 |
2,738.2 |
2,726.1 |
2,698.0 |
|
R2 |
2,716.3 |
2,716.3 |
2,696.0 |
|
R1 |
2,704.2 |
2,704.2 |
2,694.0 |
2,699.3 |
PP |
2,694.4 |
2,694.4 |
2,694.4 |
2,692.0 |
S1 |
2,682.3 |
2,682.3 |
2,690.0 |
2,677.4 |
S2 |
2,672.5 |
2,672.5 |
2,688.0 |
|
S3 |
2,650.6 |
2,660.4 |
2,686.0 |
|
S4 |
2,628.7 |
2,638.5 |
2,680.0 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,901.7 |
2,865.2 |
2,728.1 |
|
R3 |
2,832.3 |
2,795.8 |
2,709.0 |
|
R2 |
2,762.9 |
2,762.9 |
2,702.6 |
|
R1 |
2,726.4 |
2,726.4 |
2,696.3 |
2,744.7 |
PP |
2,693.5 |
2,693.5 |
2,693.5 |
2,702.6 |
S1 |
2,657.0 |
2,657.0 |
2,683.5 |
2,675.3 |
S2 |
2,624.1 |
2,624.1 |
2,677.2 |
|
S3 |
2,554.7 |
2,587.6 |
2,670.8 |
|
S4 |
2,485.3 |
2,518.2 |
2,651.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,730.0 |
2,668.8 |
61.2 |
2.3% |
32.6 |
1.2% |
38% |
False |
False |
5,728 |
10 |
2,730.0 |
2,596.7 |
133.3 |
5.0% |
33.1 |
1.2% |
71% |
False |
False |
5,339 |
20 |
2,730.0 |
2,536.1 |
193.9 |
7.2% |
32.2 |
1.2% |
80% |
False |
False |
4,766 |
40 |
2,730.0 |
2,440.2 |
289.8 |
10.8% |
32.3 |
1.2% |
87% |
False |
False |
3,603 |
60 |
2,730.0 |
2,421.2 |
308.8 |
11.5% |
34.5 |
1.3% |
88% |
False |
False |
3,136 |
80 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
32.9 |
1.2% |
89% |
False |
False |
2,644 |
100 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.4 |
1.2% |
89% |
False |
False |
2,216 |
120 |
2,730.0 |
2,372.6 |
357.4 |
13.3% |
33.6 |
1.2% |
89% |
False |
False |
1,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,799.7 |
2.618 |
2,763.9 |
1.618 |
2,742.0 |
1.000 |
2,728.5 |
0.618 |
2,720.1 |
HIGH |
2,706.6 |
0.618 |
2,698.2 |
0.500 |
2,695.7 |
0.382 |
2,693.1 |
LOW |
2,684.7 |
0.618 |
2,671.2 |
1.000 |
2,662.8 |
1.618 |
2,649.3 |
2.618 |
2,627.4 |
4.250 |
2,591.6 |
|
|
Fisher Pivots for day following 02-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
2,695.7 |
2,692.8 |
PP |
2,694.4 |
2,692.5 |
S1 |
2,693.2 |
2,692.3 |
|