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 |
5,856.25 |
5,813.00 |
-43.25 |
-0.7% |
5,812.75 |
High |
5,874.25 |
5,824.25 |
-50.00 |
-0.9% |
5,881.50 |
Low |
5,784.50 |
5,776.00 |
-8.50 |
-0.1% |
5,796.25 |
Close |
5,811.25 |
5,812.25 |
1.00 |
0.0% |
5,842.50 |
Range |
89.75 |
48.25 |
-41.50 |
-46.2% |
85.25 |
ATR |
67.72 |
66.33 |
-1.39 |
-2.1% |
0.00 |
Volume |
1,975 |
2,060 |
85 |
4.3% |
6,937 |
|
Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,949.00 |
5,928.75 |
5,838.75 |
|
R3 |
5,900.75 |
5,880.50 |
5,825.50 |
|
R2 |
5,852.50 |
5,852.50 |
5,821.00 |
|
R1 |
5,832.25 |
5,832.25 |
5,816.75 |
5,818.25 |
PP |
5,804.25 |
5,804.25 |
5,804.25 |
5,797.00 |
S1 |
5,784.00 |
5,784.00 |
5,807.75 |
5,770.00 |
S2 |
5,756.00 |
5,756.00 |
5,803.50 |
|
S3 |
5,707.75 |
5,735.75 |
5,799.00 |
|
S4 |
5,659.50 |
5,687.50 |
5,785.75 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,095.75 |
6,054.50 |
5,889.50 |
|
R3 |
6,010.50 |
5,969.25 |
5,866.00 |
|
R2 |
5,925.25 |
5,925.25 |
5,858.25 |
|
R1 |
5,884.00 |
5,884.00 |
5,850.25 |
5,904.50 |
PP |
5,840.00 |
5,840.00 |
5,840.00 |
5,850.50 |
S1 |
5,798.75 |
5,798.75 |
5,834.75 |
5,819.50 |
S2 |
5,754.75 |
5,754.75 |
5,826.75 |
|
S3 |
5,669.50 |
5,713.50 |
5,819.00 |
|
S4 |
5,584.25 |
5,628.25 |
5,795.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,881.50 |
5,776.00 |
105.50 |
1.8% |
58.50 |
1.0% |
34% |
False |
True |
1,861 |
10 |
5,881.50 |
5,750.00 |
131.50 |
2.3% |
53.75 |
0.9% |
47% |
False |
False |
1,367 |
20 |
5,881.50 |
5,499.25 |
382.25 |
6.6% |
66.25 |
1.1% |
82% |
False |
False |
945 |
40 |
5,881.50 |
5,282.25 |
599.25 |
10.3% |
72.00 |
1.2% |
88% |
False |
False |
607 |
60 |
5,881.50 |
5,217.75 |
663.75 |
11.4% |
79.00 |
1.4% |
90% |
False |
False |
470 |
80 |
5,881.50 |
5,217.75 |
663.75 |
11.4% |
67.75 |
1.2% |
90% |
False |
False |
359 |
100 |
5,881.50 |
5,217.75 |
663.75 |
11.4% |
57.25 |
1.0% |
90% |
False |
False |
291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,029.25 |
2.618 |
5,950.50 |
1.618 |
5,902.25 |
1.000 |
5,872.50 |
0.618 |
5,854.00 |
HIGH |
5,824.25 |
0.618 |
5,805.75 |
0.500 |
5,800.00 |
0.382 |
5,794.50 |
LOW |
5,776.00 |
0.618 |
5,746.25 |
1.000 |
5,727.75 |
1.618 |
5,698.00 |
2.618 |
5,649.75 |
4.250 |
5,571.00 |
|
|
Fisher Pivots for day following 02-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,808.25 |
5,825.00 |
PP |
5,804.25 |
5,820.75 |
S1 |
5,800.00 |
5,816.50 |
|