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 |
4,979.0 |
4,940.0 |
-39.0 |
-0.8% |
5,090.0 |
High |
4,979.0 |
5,004.0 |
25.0 |
0.5% |
5,106.0 |
Low |
4,929.0 |
4,932.0 |
3.0 |
0.1% |
4,929.0 |
Close |
4,938.0 |
4,980.0 |
42.0 |
0.9% |
4,980.0 |
Range |
50.0 |
72.0 |
22.0 |
44.0% |
177.0 |
ATR |
68.0 |
68.3 |
0.3 |
0.4% |
0.0 |
Volume |
633,415 |
600,093 |
-33,322 |
-5.3% |
3,580,357 |
|
Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,188.0 |
5,156.0 |
5,019.6 |
|
R3 |
5,116.0 |
5,084.0 |
4,999.8 |
|
R2 |
5,044.0 |
5,044.0 |
4,993.2 |
|
R1 |
5,012.0 |
5,012.0 |
4,986.6 |
5,028.0 |
PP |
4,972.0 |
4,972.0 |
4,972.0 |
4,980.0 |
S1 |
4,940.0 |
4,940.0 |
4,973.4 |
4,956.0 |
S2 |
4,900.0 |
4,900.0 |
4,966.8 |
|
S3 |
4,828.0 |
4,868.0 |
4,960.2 |
|
S4 |
4,756.0 |
4,796.0 |
4,940.4 |
|
|
Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,536.0 |
5,435.0 |
5,077.4 |
|
R3 |
5,359.0 |
5,258.0 |
5,028.7 |
|
R2 |
5,182.0 |
5,182.0 |
5,012.5 |
|
R1 |
5,081.0 |
5,081.0 |
4,996.2 |
5,043.0 |
PP |
5,005.0 |
5,005.0 |
5,005.0 |
4,986.0 |
S1 |
4,904.0 |
4,904.0 |
4,963.8 |
4,866.0 |
S2 |
4,828.0 |
4,828.0 |
4,947.6 |
|
S3 |
4,651.0 |
4,727.0 |
4,931.3 |
|
S4 |
4,474.0 |
4,550.0 |
4,882.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,106.0 |
4,929.0 |
177.0 |
3.6% |
71.4 |
1.4% |
29% |
False |
False |
716,071 |
10 |
5,106.0 |
4,881.0 |
225.0 |
4.5% |
67.3 |
1.4% |
44% |
False |
False |
703,151 |
20 |
5,106.0 |
4,757.0 |
349.0 |
7.0% |
65.4 |
1.3% |
64% |
False |
False |
608,083 |
40 |
5,106.0 |
4,707.0 |
399.0 |
8.0% |
56.9 |
1.1% |
68% |
False |
False |
306,425 |
60 |
5,114.0 |
4,525.0 |
589.0 |
11.8% |
59.6 |
1.2% |
77% |
False |
False |
204,524 |
80 |
5,114.0 |
4,525.0 |
589.0 |
11.8% |
52.3 |
1.1% |
77% |
False |
False |
153,482 |
100 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
44.2 |
0.9% |
58% |
False |
False |
122,796 |
120 |
5,307.0 |
4,525.0 |
782.0 |
15.7% |
36.9 |
0.7% |
58% |
False |
False |
102,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,310.0 |
2.618 |
5,192.5 |
1.618 |
5,120.5 |
1.000 |
5,076.0 |
0.618 |
5,048.5 |
HIGH |
5,004.0 |
0.618 |
4,976.5 |
0.500 |
4,968.0 |
0.382 |
4,959.5 |
LOW |
4,932.0 |
0.618 |
4,887.5 |
1.000 |
4,860.0 |
1.618 |
4,815.5 |
2.618 |
4,743.5 |
4.250 |
4,626.0 |
|
|
Fisher Pivots for day following 04-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
4,976.0 |
4,976.3 |
PP |
4,972.0 |
4,972.7 |
S1 |
4,968.0 |
4,969.0 |
|