| 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 |
19,535.0 |
19,372.0 |
-163.0 |
-0.8% |
18,915.0 |
| High |
19,611.0 |
19,429.0 |
-182.0 |
-0.9% |
19,663.0 |
| Low |
19,285.0 |
19,212.0 |
-73.0 |
-0.4% |
18,851.0 |
| Close |
19,356.0 |
19,305.0 |
-51.0 |
-0.3% |
19,647.0 |
| Range |
326.0 |
217.0 |
-109.0 |
-33.4% |
812.0 |
| ATR |
225.9 |
225.3 |
-0.6 |
-0.3% |
0.0 |
| Volume |
54,450 |
39,457 |
-14,993 |
-27.5% |
209,758 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,966.3 |
19,852.7 |
19,424.4 |
|
| R3 |
19,749.3 |
19,635.7 |
19,364.7 |
|
| R2 |
19,532.3 |
19,532.3 |
19,344.8 |
|
| R1 |
19,418.7 |
19,418.7 |
19,324.9 |
19,367.0 |
| PP |
19,315.3 |
19,315.3 |
19,315.3 |
19,289.5 |
| S1 |
19,201.7 |
19,201.7 |
19,285.1 |
19,150.0 |
| S2 |
19,098.3 |
19,098.3 |
19,265.2 |
|
| S3 |
18,881.3 |
18,984.7 |
19,245.3 |
|
| S4 |
18,664.3 |
18,767.7 |
19,185.7 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,823.0 |
21,547.0 |
20,093.6 |
|
| R3 |
21,011.0 |
20,735.0 |
19,870.3 |
|
| R2 |
20,199.0 |
20,199.0 |
19,795.9 |
|
| R1 |
19,923.0 |
19,923.0 |
19,721.4 |
20,061.0 |
| PP |
19,387.0 |
19,387.0 |
19,387.0 |
19,456.0 |
| S1 |
19,111.0 |
19,111.0 |
19,572.6 |
19,249.0 |
| S2 |
18,575.0 |
18,575.0 |
19,498.1 |
|
| S3 |
17,763.0 |
18,299.0 |
19,423.7 |
|
| S4 |
16,951.0 |
17,487.0 |
19,200.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,663.0 |
19,112.0 |
551.0 |
2.9% |
267.0 |
1.4% |
35% |
False |
False |
47,994 |
| 10 |
19,663.0 |
18,851.0 |
812.0 |
4.2% |
241.3 |
1.2% |
56% |
False |
False |
44,171 |
| 20 |
19,663.0 |
18,388.0 |
1,275.0 |
6.6% |
222.5 |
1.2% |
72% |
False |
False |
26,714 |
| 40 |
19,663.0 |
17,672.0 |
1,991.0 |
10.3% |
156.4 |
0.8% |
82% |
False |
False |
13,381 |
| 60 |
19,663.0 |
17,265.0 |
2,398.0 |
12.4% |
146.2 |
0.8% |
85% |
False |
False |
8,925 |
| 80 |
19,663.0 |
17,265.0 |
2,398.0 |
12.4% |
116.5 |
0.6% |
85% |
False |
False |
6,695 |
| 100 |
19,663.0 |
17,265.0 |
2,398.0 |
12.4% |
95.4 |
0.5% |
85% |
False |
False |
5,356 |
| 120 |
19,663.0 |
17,265.0 |
2,398.0 |
12.4% |
83.4 |
0.4% |
85% |
False |
False |
4,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,351.3 |
|
2.618 |
19,997.1 |
|
1.618 |
19,780.1 |
|
1.000 |
19,646.0 |
|
0.618 |
19,563.1 |
|
HIGH |
19,429.0 |
|
0.618 |
19,346.1 |
|
0.500 |
19,320.5 |
|
0.382 |
19,294.9 |
|
LOW |
19,212.0 |
|
0.618 |
19,077.9 |
|
1.000 |
18,995.0 |
|
1.618 |
18,860.9 |
|
2.618 |
18,643.9 |
|
4.250 |
18,289.8 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
19,320.5 |
19,429.0 |
| PP |
19,315.3 |
19,387.7 |
| S1 |
19,310.2 |
19,346.3 |
|