Trading Metrics calculated at close of trading on 04-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
5,820.75 |
5,795.25 |
-25.50 |
-0.4% |
5,835.50 |
High |
5,824.25 |
5,859.50 |
35.25 |
0.6% |
5,874.25 |
Low |
5,778.00 |
5,793.50 |
15.50 |
0.3% |
5,776.00 |
Close |
5,802.00 |
5,855.25 |
53.25 |
0.9% |
5,855.25 |
Range |
46.25 |
66.00 |
19.75 |
42.7% |
98.25 |
ATR |
64.90 |
64.98 |
0.08 |
0.1% |
0.00 |
Volume |
2,750 |
1,754 |
-996 |
-36.2% |
9,985 |
|
Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,034.00 |
6,010.75 |
5,891.50 |
|
R3 |
5,968.00 |
5,944.75 |
5,873.50 |
|
R2 |
5,902.00 |
5,902.00 |
5,867.25 |
|
R1 |
5,878.75 |
5,878.75 |
5,861.25 |
5,890.50 |
PP |
5,836.00 |
5,836.00 |
5,836.00 |
5,842.00 |
S1 |
5,812.75 |
5,812.75 |
5,849.25 |
5,824.50 |
S2 |
5,770.00 |
5,770.00 |
5,843.25 |
|
S3 |
5,704.00 |
5,746.75 |
5,837.00 |
|
S4 |
5,638.00 |
5,680.75 |
5,819.00 |
|
|
Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,130.00 |
6,090.75 |
5,909.25 |
|
R3 |
6,031.75 |
5,992.50 |
5,882.25 |
|
R2 |
5,933.50 |
5,933.50 |
5,873.25 |
|
R1 |
5,894.25 |
5,894.25 |
5,864.25 |
5,914.00 |
PP |
5,835.25 |
5,835.25 |
5,835.25 |
5,845.00 |
S1 |
5,796.00 |
5,796.00 |
5,846.25 |
5,815.50 |
S2 |
5,737.00 |
5,737.00 |
5,837.25 |
|
S3 |
5,638.75 |
5,697.75 |
5,828.25 |
|
S4 |
5,540.50 |
5,599.50 |
5,801.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,874.25 |
5,776.00 |
98.25 |
1.7% |
62.75 |
1.1% |
81% |
False |
False |
1,997 |
10 |
5,881.50 |
5,776.00 |
105.50 |
1.8% |
51.00 |
0.9% |
75% |
False |
False |
1,692 |
20 |
5,881.50 |
5,499.25 |
382.25 |
6.5% |
61.50 |
1.1% |
93% |
False |
False |
1,139 |
40 |
5,881.50 |
5,424.50 |
457.00 |
7.8% |
66.25 |
1.1% |
94% |
False |
False |
699 |
60 |
5,881.50 |
5,217.75 |
663.75 |
11.3% |
78.75 |
1.3% |
96% |
False |
False |
542 |
80 |
5,881.50 |
5,217.75 |
663.75 |
11.3% |
68.25 |
1.2% |
96% |
False |
False |
416 |
100 |
5,881.50 |
5,217.75 |
663.75 |
11.3% |
58.25 |
1.0% |
96% |
False |
False |
336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,140.00 |
2.618 |
6,032.25 |
1.618 |
5,966.25 |
1.000 |
5,925.50 |
0.618 |
5,900.25 |
HIGH |
5,859.50 |
0.618 |
5,834.25 |
0.500 |
5,826.50 |
0.382 |
5,818.75 |
LOW |
5,793.50 |
0.618 |
5,752.75 |
1.000 |
5,727.50 |
1.618 |
5,686.75 |
2.618 |
5,620.75 |
4.250 |
5,513.00 |
|
|
Fisher Pivots for day following 04-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
5,845.75 |
5,842.75 |
PP |
5,836.00 |
5,830.25 |
S1 |
5,826.50 |
5,817.75 |
|