Trading Metrics calculated at close of trading on 03-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
20,140.00 |
20,242.25 |
102.25 |
0.5% |
20,212.00 |
High |
20,291.25 |
20,317.00 |
25.75 |
0.1% |
20,743.75 |
Low |
20,037.50 |
20,056.75 |
19.25 |
0.1% |
20,148.50 |
Close |
20,214.00 |
20,195.25 |
-18.75 |
-0.1% |
20,423.50 |
Range |
253.75 |
260.25 |
6.50 |
2.6% |
595.25 |
ATR |
330.53 |
325.51 |
-5.02 |
-1.5% |
0.00 |
Volume |
902 |
573 |
-329 |
-36.5% |
3,138 |
|
Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,970.50 |
20,843.00 |
20,338.50 |
|
R3 |
20,710.25 |
20,582.75 |
20,266.75 |
|
R2 |
20,450.00 |
20,450.00 |
20,243.00 |
|
R1 |
20,322.50 |
20,322.50 |
20,219.00 |
20,256.00 |
PP |
20,189.75 |
20,189.75 |
20,189.75 |
20,156.50 |
S1 |
20,062.25 |
20,062.25 |
20,171.50 |
19,996.00 |
S2 |
19,929.50 |
19,929.50 |
20,147.50 |
|
S3 |
19,669.25 |
19,802.00 |
20,123.75 |
|
S4 |
19,409.00 |
19,541.75 |
20,052.00 |
|
|
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 |
20,596.25 |
20,020.00 |
576.25 |
2.9% |
294.75 |
1.5% |
30% |
False |
False |
809 |
10 |
20,743.75 |
20,020.00 |
723.75 |
3.6% |
271.50 |
1.3% |
24% |
False |
False |
662 |
20 |
20,743.75 |
18,799.75 |
1,944.00 |
9.6% |
322.50 |
1.6% |
72% |
False |
False |
384 |
40 |
20,743.75 |
18,294.75 |
2,449.00 |
12.1% |
326.25 |
1.6% |
78% |
False |
False |
197 |
60 |
21,466.00 |
17,767.00 |
3,699.00 |
18.3% |
365.75 |
1.8% |
66% |
False |
False |
139 |
80 |
21,466.00 |
17,767.00 |
3,699.00 |
18.3% |
290.75 |
1.4% |
66% |
False |
False |
104 |
100 |
21,466.00 |
17,767.00 |
3,699.00 |
18.3% |
242.00 |
1.2% |
66% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,423.00 |
2.618 |
20,998.25 |
1.618 |
20,738.00 |
1.000 |
20,577.25 |
0.618 |
20,477.75 |
HIGH |
20,317.00 |
0.618 |
20,217.50 |
0.500 |
20,187.00 |
0.382 |
20,156.25 |
LOW |
20,056.75 |
0.618 |
19,896.00 |
1.000 |
19,796.50 |
1.618 |
19,635.75 |
2.618 |
19,375.50 |
4.250 |
18,950.75 |
|
|
Fisher Pivots for day following 03-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
20,192.50 |
20,276.50 |
PP |
20,189.75 |
20,249.25 |
S1 |
20,187.00 |
20,222.25 |
|