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 |
20,376.25 |
20,428.00 |
51.75 |
0.3% |
20,212.00 |
High |
20,488.75 |
20,532.75 |
44.00 |
0.2% |
20,743.75 |
Low |
20,262.50 |
20,020.00 |
-242.50 |
-1.2% |
20,148.50 |
Close |
20,464.75 |
20,177.50 |
-287.25 |
-1.4% |
20,423.50 |
Range |
226.25 |
512.75 |
286.50 |
126.6% |
595.25 |
ATR |
322.87 |
336.43 |
13.56 |
4.2% |
0.00 |
Volume |
726 |
1,004 |
278 |
38.3% |
3,138 |
|
Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,781.75 |
21,492.25 |
20,459.50 |
|
R3 |
21,269.00 |
20,979.50 |
20,318.50 |
|
R2 |
20,756.25 |
20,756.25 |
20,271.50 |
|
R1 |
20,466.75 |
20,466.75 |
20,224.50 |
20,355.00 |
PP |
20,243.50 |
20,243.50 |
20,243.50 |
20,187.50 |
S1 |
19,954.00 |
19,954.00 |
20,130.50 |
19,842.50 |
S2 |
19,730.75 |
19,730.75 |
20,083.50 |
|
S3 |
19,218.00 |
19,441.25 |
20,036.50 |
|
S4 |
18,705.25 |
18,928.50 |
19,895.50 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,224.25 |
21,919.25 |
20,751.00 |
|
R3 |
21,629.00 |
21,324.00 |
20,587.25 |
|
R2 |
21,033.75 |
21,033.75 |
20,532.75 |
|
R1 |
20,728.75 |
20,728.75 |
20,478.00 |
20,881.25 |
PP |
20,438.50 |
20,438.50 |
20,438.50 |
20,515.00 |
S1 |
20,133.50 |
20,133.50 |
20,369.00 |
20,286.00 |
S2 |
19,843.25 |
19,843.25 |
20,314.25 |
|
S3 |
19,248.00 |
19,538.25 |
20,259.75 |
|
S4 |
18,652.75 |
18,943.00 |
20,096.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,743.75 |
20,020.00 |
723.75 |
3.6% |
303.50 |
1.5% |
22% |
False |
True |
780 |
10 |
20,743.75 |
19,770.50 |
973.25 |
4.8% |
304.00 |
1.5% |
42% |
False |
False |
575 |
20 |
20,743.75 |
18,799.75 |
1,944.00 |
9.6% |
325.75 |
1.6% |
71% |
False |
False |
313 |
40 |
20,743.75 |
18,294.75 |
2,449.00 |
12.1% |
340.50 |
1.7% |
77% |
False |
False |
161 |
60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.3% |
359.00 |
1.8% |
65% |
False |
False |
114 |
80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.3% |
284.25 |
1.4% |
65% |
False |
False |
85 |
100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.3% |
236.75 |
1.2% |
65% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,712.00 |
2.618 |
21,875.25 |
1.618 |
21,362.50 |
1.000 |
21,045.50 |
0.618 |
20,849.75 |
HIGH |
20,532.75 |
0.618 |
20,337.00 |
0.500 |
20,276.50 |
0.382 |
20,215.75 |
LOW |
20,020.00 |
0.618 |
19,703.00 |
1.000 |
19,507.25 |
1.618 |
19,190.25 |
2.618 |
18,677.50 |
4.250 |
17,840.75 |
|
|
Fisher Pivots for day following 01-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
20,276.50 |
20,308.00 |
PP |
20,243.50 |
20,264.50 |
S1 |
20,210.50 |
20,221.00 |
|