Trading Metrics calculated at close of trading on 30-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
64,691.87 |
65,844.29 |
1,152.42 |
1.8% |
62,836.45 |
High |
66,451.82 |
66,266.48 |
-185.34 |
-0.3% |
66,451.82 |
Low |
64,691.87 |
63,086.39 |
-1,605.48 |
-2.5% |
62,448.16 |
Close |
65,863.32 |
63,794.85 |
-2,068.47 |
-3.1% |
65,863.32 |
Range |
1,759.95 |
3,180.09 |
1,420.14 |
80.7% |
4,003.66 |
ATR |
2,516.17 |
2,563.59 |
47.42 |
1.9% |
0.00 |
Volume |
6,535 |
73 |
-6,462 |
-98.9% |
25,872 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73,922.84 |
72,038.94 |
65,543.90 |
|
R3 |
70,742.75 |
68,858.85 |
64,669.37 |
|
R2 |
67,562.66 |
67,562.66 |
64,377.87 |
|
R1 |
65,678.76 |
65,678.76 |
64,086.36 |
65,030.67 |
PP |
64,382.57 |
64,382.57 |
64,382.57 |
64,058.53 |
S1 |
62,498.67 |
62,498.67 |
63,503.34 |
61,850.58 |
S2 |
61,202.48 |
61,202.48 |
63,211.83 |
|
S3 |
58,022.39 |
59,318.58 |
62,920.33 |
|
S4 |
54,842.30 |
56,138.49 |
62,045.80 |
|
|
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 |
62,717.99 |
3,733.83 |
5.9% |
2,299.27 |
3.6% |
29% |
False |
False |
5,175 |
10 |
66,451.82 |
57,646.74 |
8,805.08 |
13.8% |
2,451.37 |
3.8% |
70% |
False |
False |
6,228 |
20 |
66,451.82 |
52,781.77 |
13,670.05 |
21.4% |
2,512.90 |
3.9% |
81% |
False |
False |
8,491 |
40 |
66,451.82 |
49,784.02 |
16,667.80 |
26.1% |
2,943.68 |
4.6% |
84% |
False |
False |
13,492 |
60 |
69,898.02 |
49,784.02 |
20,114.00 |
31.5% |
2,858.87 |
4.5% |
70% |
False |
False |
14,382 |
80 |
71,924.09 |
49,784.02 |
22,140.07 |
34.7% |
2,773.16 |
4.3% |
63% |
False |
False |
14,840 |
100 |
71,924.09 |
49,784.02 |
22,140.07 |
34.7% |
2,710.18 |
4.2% |
63% |
False |
False |
15,399 |
120 |
71,924.09 |
49,784.02 |
22,140.07 |
34.7% |
2,796.97 |
4.4% |
63% |
False |
False |
16,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79,781.86 |
2.618 |
74,591.96 |
1.618 |
71,411.87 |
1.000 |
69,446.57 |
0.618 |
68,231.78 |
HIGH |
66,266.48 |
0.618 |
65,051.69 |
0.500 |
64,676.44 |
0.382 |
64,301.18 |
LOW |
63,086.39 |
0.618 |
61,121.09 |
1.000 |
59,906.30 |
1.618 |
57,941.00 |
2.618 |
54,760.91 |
4.250 |
49,571.01 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
64,676.44 |
64,584.91 |
PP |
64,382.57 |
64,321.55 |
S1 |
64,088.71 |
64,058.20 |
|