Trading Metrics calculated at close of trading on 27-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
63,486.11 |
64,691.87 |
1,205.76 |
1.9% |
62,836.45 |
High |
65,782.95 |
66,451.82 |
668.87 |
1.0% |
66,451.82 |
Low |
62,717.99 |
64,691.87 |
1,973.88 |
3.1% |
62,448.16 |
Close |
64,713.55 |
65,863.32 |
1,149.77 |
1.8% |
65,863.32 |
Range |
3,064.96 |
1,759.95 |
-1,305.01 |
-42.6% |
4,003.66 |
ATR |
2,574.34 |
2,516.17 |
-58.17 |
-2.3% |
0.00 |
Volume |
8,176 |
6,535 |
-1,641 |
-20.1% |
25,872 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70,948.85 |
70,166.04 |
66,831.29 |
|
R3 |
69,188.90 |
68,406.09 |
66,347.31 |
|
R2 |
67,428.95 |
67,428.95 |
66,185.98 |
|
R1 |
66,646.14 |
66,646.14 |
66,024.65 |
67,037.55 |
PP |
65,669.00 |
65,669.00 |
65,669.00 |
65,864.71 |
S1 |
64,886.19 |
64,886.19 |
65,701.99 |
65,277.60 |
S2 |
63,909.05 |
63,909.05 |
65,540.66 |
|
S3 |
62,149.10 |
63,126.24 |
65,379.33 |
|
S4 |
60,389.15 |
61,366.29 |
64,895.35 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76,932.08 |
75,401.36 |
68,065.33 |
|
R3 |
72,928.42 |
71,397.70 |
66,964.33 |
|
R2 |
68,924.76 |
68,924.76 |
66,597.32 |
|
R1 |
67,394.04 |
67,394.04 |
66,230.32 |
68,159.40 |
PP |
64,921.10 |
64,921.10 |
64,921.10 |
65,303.78 |
S1 |
63,390.38 |
63,390.38 |
65,496.32 |
64,155.74 |
S2 |
60,917.44 |
60,917.44 |
65,129.32 |
|
S3 |
56,913.78 |
59,386.72 |
64,762.31 |
|
S4 |
52,910.12 |
55,383.06 |
63,661.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66,451.82 |
62,448.16 |
4,003.66 |
6.1% |
2,113.51 |
3.2% |
85% |
True |
False |
5,174 |
10 |
66,451.82 |
57,555.60 |
8,896.22 |
13.5% |
2,445.06 |
3.7% |
93% |
True |
False |
6,228 |
20 |
66,451.82 |
52,781.77 |
13,670.05 |
20.8% |
2,447.64 |
3.7% |
96% |
True |
False |
9,400 |
40 |
66,451.82 |
49,784.02 |
16,667.80 |
25.3% |
2,945.94 |
4.5% |
96% |
True |
False |
14,153 |
60 |
69,898.02 |
49,784.02 |
20,114.00 |
30.5% |
2,883.93 |
4.4% |
80% |
False |
False |
15,194 |
80 |
71,924.09 |
49,784.02 |
22,140.07 |
33.6% |
2,750.22 |
4.2% |
73% |
False |
False |
15,071 |
100 |
71,924.09 |
49,784.02 |
22,140.07 |
33.6% |
2,691.66 |
4.1% |
73% |
False |
False |
15,549 |
120 |
71,924.09 |
49,784.02 |
22,140.07 |
33.6% |
2,799.48 |
4.3% |
73% |
False |
False |
16,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73,931.61 |
2.618 |
71,059.37 |
1.618 |
69,299.42 |
1.000 |
68,211.77 |
0.618 |
67,539.47 |
HIGH |
66,451.82 |
0.618 |
65,779.52 |
0.500 |
65,571.85 |
0.382 |
65,364.17 |
LOW |
64,691.87 |
0.618 |
63,604.22 |
1.000 |
62,931.92 |
1.618 |
61,844.27 |
2.618 |
60,084.32 |
4.250 |
57,212.08 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
65,766.16 |
65,437.18 |
PP |
65,669.00 |
65,011.04 |
S1 |
65,571.85 |
64,584.91 |
|